CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 0.9540 0.9605 0.0065 0.7% 0.9519
High 0.9673 0.9605 -0.0068 -0.7% 0.9556
Low 0.9501 0.9445 -0.0056 -0.6% 0.9360
Close 0.9617 0.9543 -0.0074 -0.8% 0.9480
Range 0.0172 0.0160 -0.0012 -6.7% 0.0196
ATR 0.0121 0.0125 0.0004 3.0% 0.0000
Volume 453 677 224 49.4% 2,033
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.0011 0.9937 0.9631
R3 0.9851 0.9777 0.9587
R2 0.9691 0.9691 0.9572
R1 0.9617 0.9617 0.9557 0.9574
PP 0.9531 0.9531 0.9531 0.9509
S1 0.9457 0.9457 0.9528 0.9414
S2 0.9371 0.9371 0.9513
S3 0.9211 0.9297 0.9499
S4 0.9051 0.9137 0.9455
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 3.3% 0.0135 1.4% 58% False False 542
10 0.9673 0.9360 0.0313 3.3% 0.0125 1.3% 58% False False 458
20 1.0050 0.9360 0.0690 7.2% 0.0120 1.3% 26% False False 342
40 1.0117 0.9158 0.0959 10.0% 0.0115 1.2% 40% False False 226
60 1.0117 0.9055 0.1062 11.1% 0.0086 0.9% 46% False False 158
80 1.0117 0.9035 0.1082 11.3% 0.0074 0.8% 47% False False 120
100 1.0117 0.8829 0.1288 13.5% 0.0063 0.7% 55% False False 96
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0285
2.618 1.0024
1.618 0.9864
1.000 0.9765
0.618 0.9704
HIGH 0.9605
0.618 0.9544
0.500 0.9525
0.382 0.9506
LOW 0.9445
0.618 0.9346
1.000 0.9285
1.618 0.9186
2.618 0.9026
4.250 0.8765
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 0.9537 0.9550
PP 0.9531 0.9547
S1 0.9525 0.9545

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

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