CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 0.9514 0.9470 -0.0044 -0.5% 0.9519
High 0.9529 0.9513 -0.0016 -0.2% 0.9556
Low 0.9456 0.9427 -0.0030 -0.3% 0.9360
Close 0.9480 0.9506 0.0027 0.3% 0.9480
Range 0.0073 0.0087 0.0014 18.5% 0.0196
ATR 0.0120 0.0117 -0.0002 -2.0% 0.0000
Volume 240 310 70 29.2% 2,033
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.9741 0.9710 0.9554
R3 0.9655 0.9624 0.9530
R2 0.9568 0.9568 0.9522
R1 0.9537 0.9537 0.9514 0.9553
PP 0.9482 0.9482 0.9482 0.9490
S1 0.9451 0.9451 0.9498 0.9466
S2 0.9395 0.9395 0.9490
S3 0.9309 0.9364 0.9482
S4 0.9222 0.9278 0.9458
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0053 0.9962 0.9587
R3 0.9857 0.9766 0.9533
R2 0.9661 0.9661 0.9515
R1 0.9570 0.9570 0.9497 0.9518
PP 0.9465 0.9465 0.9465 0.9439
S1 0.9374 0.9374 0.9462 0.9322
S2 0.9269 0.9269 0.9444
S3 0.9073 0.9178 0.9426
S4 0.8877 0.8982 0.9372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9543 0.9360 0.0183 1.9% 0.0102 1.1% 80% False False 456
10 0.9817 0.9360 0.0457 4.8% 0.0124 1.3% 32% False False 427
20 1.0050 0.9360 0.0690 7.3% 0.0113 1.2% 21% False False 291
40 1.0117 0.9055 0.1062 11.2% 0.0108 1.1% 42% False False 204
60 1.0117 0.9055 0.1062 11.2% 0.0082 0.9% 42% False False 140
80 1.0117 0.9035 0.1082 11.4% 0.0070 0.7% 44% False False 106
100 1.0117 0.8829 0.1288 13.5% 0.0060 0.6% 53% False False 85
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9881
2.618 0.9739
1.618 0.9653
1.000 0.9600
0.618 0.9566
HIGH 0.9513
0.618 0.9480
0.500 0.9470
0.382 0.9460
LOW 0.9427
0.618 0.9373
1.000 0.9340
1.618 0.9287
2.618 0.9200
4.250 0.9059
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 0.9494 0.9488
PP 0.9482 0.9470
S1 0.9470 0.9452

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

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