CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 0.9470 0.9540 0.0071 0.7% 0.9519
High 0.9513 0.9673 0.0160 1.7% 0.9556
Low 0.9427 0.9501 0.0075 0.8% 0.9360
Close 0.9506 0.9617 0.0111 1.2% 0.9480
Range 0.0087 0.0172 0.0085 98.3% 0.0196
ATR 0.0117 0.0121 0.0004 3.3% 0.0000
Volume 310 453 143 46.1% 2,033
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0111 1.0035 0.9711
R3 0.9940 0.9864 0.9664
R2 0.9768 0.9768 0.9648
R1 0.9692 0.9692 0.9632 0.9730
PP 0.9597 0.9597 0.9597 0.9616
S1 0.9521 0.9521 0.9601 0.9559
S2 0.9425 0.9425 0.9585
S3 0.9254 0.9349 0.9569
S4 0.9082 0.9178 0.9522
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 0.9673 0.9360 0.0313 3.2% 0.0123 1.3% 82% True False 510
10 0.9680 0.9360 0.0320 3.3% 0.0118 1.2% 80% False False 440
20 1.0050 0.9360 0.0690 7.2% 0.0118 1.2% 37% False False 310
40 1.0117 0.9055 0.1062 11.0% 0.0112 1.2% 53% False False 215
60 1.0117 0.9055 0.1062 11.0% 0.0083 0.9% 53% False False 147
80 1.0117 0.9035 0.1082 11.2% 0.0072 0.8% 54% False False 111
100 1.0117 0.8829 0.1288 13.4% 0.0062 0.6% 61% False False 90
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 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0401
2.618 1.0121
1.618 0.9950
1.000 0.9844
0.618 0.9778
HIGH 0.9673
0.618 0.9607
0.500 0.9587
0.382 0.9567
LOW 0.9501
0.618 0.9395
1.000 0.9330
1.618 0.9224
2.618 0.9052
4.250 0.8772
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 0.9607 0.9594
PP 0.9597 0.9572
S1 0.9587 0.9550

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

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