CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 0.9594 0.9668 0.0074 0.8% 0.9800
High 0.9680 0.9673 -0.0007 -0.1% 1.0050
Low 0.9593 0.9497 -0.0097 -1.0% 0.9796
Close 0.9643 0.9540 -0.0103 -1.1% 1.0016
Range 0.0087 0.0177 0.0090 102.9% 0.0255
ATR 0.0121 0.0125 0.0004 3.2% 0.0000
Volume 498 847 349 70.1% 900
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0099 0.9996 0.9637
R3 0.9923 0.9819 0.9588
R2 0.9746 0.9746 0.9572
R1 0.9643 0.9643 0.9556 0.9606
PP 0.9570 0.9570 0.9570 0.9551
S1 0.9466 0.9466 0.9523 0.9430
S2 0.9393 0.9393 0.9507
S3 0.9217 0.9290 0.9491
S4 0.9040 0.9113 0.9442
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 0.9497 0.0554 5.8% 0.0164 1.7% 8% False True 456
10 1.0050 0.9497 0.0554 5.8% 0.0126 1.3% 8% False True 305
20 1.0117 0.9495 0.0622 6.5% 0.0138 1.4% 7% False False 221
40 1.0117 0.9055 0.1062 11.1% 0.0092 1.0% 46% False False 143
60 1.0117 0.9035 0.1082 11.3% 0.0077 0.8% 47% False False 97
80 1.0117 0.8912 0.1205 12.6% 0.0061 0.6% 52% False False 74
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0423
2.618 1.0135
1.618 0.9959
1.000 0.9850
0.618 0.9782
HIGH 0.9673
0.618 0.9606
0.500 0.9585
0.382 0.9564
LOW 0.9497
0.618 0.9387
1.000 0.9320
1.618 0.9211
2.618 0.9034
4.250 0.8746
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 0.9585 0.9657
PP 0.9570 0.9618
S1 0.9555 0.9579

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

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