CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 0.9989 0.9802 -0.0187 -1.9% 0.9800
High 0.9991 0.9817 -0.0174 -1.7% 1.0050
Low 0.9781 0.9586 -0.0196 -2.0% 0.9796
Close 0.9788 0.9602 -0.0187 -1.9% 1.0016
Range 0.0210 0.0232 0.0022 10.2% 0.0255
ATR 0.0116 0.0124 0.0008 7.1% 0.0000
Volume 313 320 7 2.2% 900
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0363 1.0214 0.9729
R3 1.0131 0.9982 0.9665
R2 0.9900 0.9900 0.9644
R1 0.9751 0.9751 0.9623 0.9709
PP 0.9668 0.9668 0.9668 0.9647
S1 0.9519 0.9519 0.9580 0.9478
S2 0.9437 0.9437 0.9559
S3 0.9205 0.9288 0.9538
S4 0.8974 0.9056 0.9474
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 0.9586 0.0465 4.8% 0.0145 1.5% 3% False True 288
10 1.0050 0.9586 0.0465 4.8% 0.0117 1.2% 3% False True 181
20 1.0117 0.9462 0.0655 6.8% 0.0131 1.4% 21% False False 166
40 1.0117 0.9055 0.1062 11.1% 0.0087 0.9% 51% False False 110
60 1.0117 0.9035 0.1082 11.3% 0.0074 0.8% 52% False False 74
80 1.0117 0.8912 0.1205 12.5% 0.0058 0.6% 57% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0801
2.618 1.0423
1.618 1.0192
1.000 1.0049
0.618 0.9960
HIGH 0.9817
0.618 0.9729
0.500 0.9701
0.382 0.9674
LOW 0.9586
0.618 0.9442
1.000 0.9354
1.618 0.9211
2.618 0.8979
4.250 0.8602
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 0.9701 0.9818
PP 0.9668 0.9746
S1 0.9635 0.9674

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

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