CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 0.9758 0.9720 -0.0038 -0.4% 0.9989
High 0.9767 0.9747 -0.0020 -0.2% 1.0055
Low 0.9705 0.9660 -0.0045 -0.5% 0.9857
Close 0.9714 0.9722 0.0008 0.1% 0.9863
Range 0.0062 0.0088 0.0025 40.0% 0.0198
ATR 0.0098 0.0097 -0.0001 -0.7% 0.0000
Volume 2,769 4,082 1,313 47.4% 4,028
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.9972 0.9934 0.9770
R3 0.9884 0.9847 0.9746
R2 0.9797 0.9797 0.9738
R1 0.9759 0.9759 0.9730 0.9778
PP 0.9709 0.9709 0.9709 0.9719
S1 0.9672 0.9672 0.9713 0.9691
S2 0.9622 0.9622 0.9705
S3 0.9534 0.9584 0.9697
S4 0.9447 0.9497 0.9673
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 0.9660 0.0381 3.9% 0.0103 1.1% 16% False True 2,380
10 1.0058 0.9660 0.0399 4.1% 0.0077 0.8% 16% False True 1,525
20 1.0098 0.9660 0.0438 4.5% 0.0089 0.9% 14% False True 1,005
40 1.0098 0.9360 0.0738 7.6% 0.0113 1.2% 49% False False 702
60 1.0117 0.9360 0.0757 7.8% 0.0112 1.2% 48% False False 511
80 1.0117 0.9055 0.1062 10.9% 0.0094 1.0% 63% False False 395
100 1.0117 0.9035 0.1082 11.1% 0.0084 0.9% 63% False False 316
120 1.0117 0.8912 0.1205 12.4% 0.0072 0.7% 67% False False 264
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0119
2.618 0.9976
1.618 0.9889
1.000 0.9835
0.618 0.9801
HIGH 0.9747
0.618 0.9714
0.500 0.9703
0.382 0.9693
LOW 0.9660
0.618 0.9605
1.000 0.9572
1.618 0.9518
2.618 0.9430
4.250 0.9288
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 0.9715 0.9767
PP 0.9709 0.9752
S1 0.9703 0.9737

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

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