CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 0.9852 0.9758 -0.0094 -1.0% 0.9989
High 0.9874 0.9767 -0.0107 -1.1% 1.0055
Low 0.9742 0.9705 -0.0038 -0.4% 0.9857
Close 0.9757 0.9714 -0.0043 -0.4% 0.9863
Range 0.0132 0.0062 -0.0070 -52.7% 0.0198
ATR 0.0100 0.0098 -0.0003 -2.7% 0.0000
Volume 1,970 2,769 799 40.6% 4,028
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.9916 0.9877 0.9748
R3 0.9853 0.9815 0.9731
R2 0.9791 0.9791 0.9725
R1 0.9752 0.9752 0.9720 0.9740
PP 0.9728 0.9728 0.9728 0.9722
S1 0.9690 0.9690 0.9708 0.9678
S2 0.9666 0.9666 0.9703
S3 0.9604 0.9628 0.9697
S4 0.9541 0.9565 0.9680
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0519 1.0389 0.9972
R3 1.0321 1.0191 0.9917
R2 1.0123 1.0123 0.9899
R1 0.9993 0.9993 0.9881 0.9959
PP 0.9925 0.9925 0.9925 0.9908
S1 0.9795 0.9795 0.9845 0.9761
S2 0.9727 0.9727 0.9827
S3 0.9529 0.9597 0.9809
S4 0.9331 0.9399 0.9754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0040 0.9705 0.0336 3.5% 0.0092 0.9% 3% False True 1,679
10 1.0085 0.9705 0.0380 3.9% 0.0077 0.8% 3% False True 1,194
20 1.0098 0.9705 0.0393 4.0% 0.0088 0.9% 2% False True 805
40 1.0098 0.9360 0.0738 7.6% 0.0112 1.2% 48% False False 609
60 1.0117 0.9360 0.0757 7.8% 0.0112 1.1% 47% False False 443
80 1.0117 0.9055 0.1062 10.9% 0.0093 1.0% 62% False False 343
100 1.0117 0.9035 0.1082 11.1% 0.0083 0.9% 63% False False 275
120 1.0117 0.8878 0.1239 12.7% 0.0071 0.7% 68% False False 230
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0033
2.618 0.9931
1.618 0.9868
1.000 0.9829
0.618 0.9806
HIGH 0.9767
0.618 0.9743
0.500 0.9736
0.382 0.9728
LOW 0.9705
0.618 0.9666
1.000 0.9642
1.618 0.9603
2.618 0.9541
4.250 0.9439
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 0.9736 0.9789
PP 0.9728 0.9764
S1 0.9721 0.9739

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

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