CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.8960 0.9009 0.0050 0.6% 0.8876
High 0.8960 0.9090 0.0131 1.5% 0.8988
Low 0.8960 0.9001 0.0042 0.5% 0.8829
Close 0.8960 0.9059 0.0100 1.1% 0.8887
Range 0.0000 0.0089 0.0089 0.0160
ATR 0.0000 0.0054 0.0054 0.0000
Volume 0 12 12 15
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9317 0.9277 0.9108
R3 0.9228 0.9188 0.9083
R2 0.9139 0.9139 0.9075
R1 0.9099 0.9099 0.9067 0.9119
PP 0.9050 0.9050 0.9050 0.9060
S1 0.9010 0.9010 0.9051 0.9030
S2 0.8961 0.8961 0.9043
S3 0.8872 0.8921 0.9035
S4 0.8783 0.8832 0.9010
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9380 0.9293 0.8975
R3 0.9220 0.9133 0.8931
R2 0.9061 0.9061 0.8916
R1 0.8974 0.8974 0.8902 0.9017
PP 0.8901 0.8901 0.8901 0.8923
S1 0.8814 0.8814 0.8872 0.8858
S2 0.8742 0.8742 0.8858
S3 0.8582 0.8655 0.8843
S4 0.8423 0.8495 0.8799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9090 0.8878 0.0212 2.3% 0.0018 0.2% 85% True False 2
10 0.9090 0.8829 0.0262 2.9% 0.0037 0.4% 88% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9468
2.618 0.9323
1.618 0.9234
1.000 0.9179
0.618 0.9145
HIGH 0.9090
0.618 0.9056
0.500 0.9046
0.382 0.9035
LOW 0.9001
0.618 0.8946
1.000 0.8912
1.618 0.8857
2.618 0.8768
4.250 0.8623
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.9055 0.9043
PP 0.9050 0.9027
S1 0.9046 0.9012

These figures are updated between 7pm and 10pm EST after a trading day.

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