CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 0.9840 0.9872 0.0032 0.3% 0.9857
High 0.9924 0.9903 -0.0021 -0.2% 0.9874
Low 0.9832 0.9788 -0.0045 -0.5% 0.9630
Close 0.9869 0.9799 -0.0070 -0.7% 0.9665
Range 0.0092 0.0115 0.0024 25.7% 0.0244
ATR 0.0107 0.0107 0.0001 0.6% 0.0000
Volume 7,761 22,353 14,592 188.0% 14,913
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0175 1.0102 0.9862
R3 1.0060 0.9987 0.9831
R2 0.9945 0.9945 0.9820
R1 0.9872 0.9872 0.9810 0.9851
PP 0.9830 0.9830 0.9830 0.9819
S1 0.9757 0.9757 0.9788 0.9736
S2 0.9715 0.9715 0.9778
S3 0.9600 0.9642 0.9767
S4 0.9485 0.9527 0.9736
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0455 1.0304 0.9799
R3 1.0211 1.0060 0.9732
R2 0.9967 0.9967 0.9709
R1 0.9816 0.9816 0.9687 0.9769
PP 0.9723 0.9723 0.9723 0.9700
S1 0.9572 0.9572 0.9642 0.9525
S2 0.9479 0.9479 0.9620
S3 0.9235 0.9328 0.9597
S4 0.8991 0.9084 0.9530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9924 0.9630 0.0294 3.0% 0.0129 1.3% 58% False False 9,474
10 1.0040 0.9630 0.0410 4.2% 0.0110 1.1% 41% False False 5,577
20 1.0098 0.9630 0.0468 4.8% 0.0099 1.0% 36% False False 3,117
40 1.0098 0.9360 0.0738 7.5% 0.0110 1.1% 60% False False 1,748
60 1.0117 0.9360 0.0757 7.7% 0.0118 1.2% 58% False False 1,227
80 1.0117 0.9055 0.1062 10.8% 0.0100 1.0% 70% False False 935
100 1.0117 0.9035 0.1082 11.0% 0.0089 0.9% 71% False False 749
120 1.0117 0.8912 0.1205 12.3% 0.0076 0.8% 74% False False 625
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0391
2.618 1.0204
1.618 1.0089
1.000 1.0018
0.618 0.9974
HIGH 0.9903
0.618 0.9859
0.500 0.9845
0.382 0.9831
LOW 0.9788
0.618 0.9716
1.000 0.9673
1.618 0.9601
2.618 0.9486
4.250 0.9299
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 0.9845 0.9794
PP 0.9830 0.9789
S1 0.9814 0.9784

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

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