CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 0.9600 0.9824 0.0224 2.3% 0.9470
High 0.9857 0.9843 -0.0014 -0.1% 0.9857
Low 0.9530 0.9793 0.0263 2.8% 0.9427
Close 0.9855 0.9822 -0.0033 -0.3% 0.9855
Range 0.0327 0.0050 -0.0277 -84.7% 0.0430
ATR 0.0137 0.0132 -0.0005 -3.9% 0.0000
Volume 1,334 56 -1,278 -95.8% 2,949
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.9969 0.9946 0.9850
R3 0.9919 0.9896 0.9836
R2 0.9869 0.9869 0.9831
R1 0.9846 0.9846 0.9827 0.9833
PP 0.9819 0.9819 0.9819 0.9813
S1 0.9796 0.9796 0.9817 0.9783
S2 0.9769 0.9769 0.9813
S3 0.9719 0.9746 0.9808
S4 0.9669 0.9696 0.9795
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1003 1.0859 1.0092
R3 1.0573 1.0429 0.9973
R2 1.0143 1.0143 0.9934
R1 0.9999 0.9999 0.9894 1.0071
PP 0.9713 0.9713 0.9713 0.9749
S1 0.9569 0.9569 0.9816 0.9641
S2 0.9283 0.9283 0.9776
S3 0.8853 0.9139 0.9737
S4 0.8423 0.8709 0.9619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9857 0.9445 0.0412 4.2% 0.0160 1.6% 92% False False 539
10 0.9857 0.9360 0.0497 5.1% 0.0131 1.3% 93% False False 497
20 1.0050 0.9360 0.0690 7.0% 0.0132 1.3% 67% False False 408
40 1.0117 0.9345 0.0772 7.9% 0.0119 1.2% 62% False False 257
60 1.0117 0.9055 0.1062 10.8% 0.0092 0.9% 72% False False 184
80 1.0117 0.9035 0.1082 11.0% 0.0078 0.8% 73% False False 139
100 1.0117 0.8829 0.1288 13.1% 0.0066 0.7% 77% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0056
2.618 0.9974
1.618 0.9924
1.000 0.9893
0.618 0.9874
HIGH 0.9843
0.618 0.9824
0.500 0.9818
0.382 0.9812
LOW 0.9793
0.618 0.9762
1.000 0.9743
1.618 0.9712
2.618 0.9662
4.250 0.9581
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 0.9821 0.9779
PP 0.9819 0.9736
S1 0.9818 0.9693

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

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