CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 0.9949 0.9972 0.0024 0.2% 0.9800
High 0.9993 1.0050 0.0057 0.6% 1.0050
Low 0.9936 0.9936 0.0001 0.0% 0.9796
Close 0.9984 1.0016 0.0032 0.3% 1.0016
Range 0.0058 0.0114 0.0057 98.3% 0.0255
ATR 0.0106 0.0107 0.0001 0.5% 0.0000
Volume 358 305 -53 -14.8% 900
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0343 1.0293 1.0078
R3 1.0229 1.0179 1.0047
R2 1.0115 1.0115 1.0036
R1 1.0065 1.0065 1.0026 1.0090
PP 1.0001 1.0001 1.0001 1.0013
S1 0.9951 0.9951 1.0005 0.9976
S2 0.9887 0.9887 0.9995
S3 0.9773 0.9837 0.9984
S4 0.9659 0.9723 0.9953
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0717 1.0621 1.0155
R3 1.0463 1.0366 1.0085
R2 1.0208 1.0208 1.0062
R1 1.0112 1.0112 1.0039 1.0160
PP 0.9954 0.9954 0.9954 0.9978
S1 0.9857 0.9857 0.9992 0.9906
S2 0.9699 0.9699 0.9969
S3 0.9445 0.9603 0.9946
S4 0.9190 0.9348 0.9876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0050 0.9745 0.0305 3.0% 0.0094 0.9% 89% True False 198
10 1.0117 0.9500 0.0617 6.2% 0.0142 1.4% 84% False False 198
20 1.0117 0.9402 0.0715 7.1% 0.0113 1.1% 86% False False 143
40 1.0117 0.9055 0.1062 10.6% 0.0077 0.8% 90% False False 94
60 1.0117 0.9035 0.1082 10.8% 0.0066 0.7% 91% False False 64
80 1.0117 0.8912 0.1205 12.0% 0.0053 0.5% 92% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0535
2.618 1.0348
1.618 1.0234
1.000 1.0164
0.618 1.0120
HIGH 1.0050
0.618 1.0006
0.500 0.9993
0.382 0.9980
LOW 0.9936
0.618 0.9866
1.000 0.9822
1.618 0.9752
2.618 0.9638
4.250 0.9452
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 1.0008 1.0005
PP 1.0001 0.9994
S1 0.9993 0.9984

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

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