CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 0.9792 0.9809 0.0018 0.2% 0.9657
High 0.9822 0.9865 0.0044 0.4% 0.9924
Low 0.9716 0.9770 0.0055 0.6% 0.9645
Close 0.9806 0.9827 0.0021 0.2% 0.9779
Range 0.0106 0.0095 -0.0011 -10.4% 0.0279
ATR 0.0108 0.0108 -0.0001 -0.9% 0.0000
Volume 84,081 72,243 -11,838 -14.1% 52,847
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0106 1.0061 0.9879
R3 1.0011 0.9966 0.9853
R2 0.9916 0.9916 0.9844
R1 0.9871 0.9871 0.9835 0.9893
PP 0.9821 0.9821 0.9821 0.9832
S1 0.9776 0.9776 0.9818 0.9798
S2 0.9726 0.9726 0.9809
S3 0.9631 0.9681 0.9800
S4 0.9536 0.9586 0.9774
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0619 1.0478 0.9932
R3 1.0340 1.0199 0.9855
R2 1.0061 1.0061 0.9830
R1 0.9920 0.9920 0.9804 0.9991
PP 0.9782 0.9782 0.9782 0.9818
S1 0.9641 0.9641 0.9753 0.9712
S2 0.9503 0.9503 0.9727
S3 0.9224 0.9362 0.9702
S4 0.8945 0.9083 0.9625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9901 0.9716 0.0186 1.9% 0.0108 1.1% 60% False False 56,111
10 0.9924 0.9630 0.0294 3.0% 0.0118 1.2% 67% False False 32,793
20 1.0085 0.9630 0.0455 4.6% 0.0097 1.0% 43% False False 16,993
40 1.0098 0.9360 0.0738 7.5% 0.0109 1.1% 63% False False 8,716
60 1.0117 0.9360 0.0757 7.7% 0.0118 1.2% 62% False False 5,895
80 1.0117 0.9055 0.1062 10.8% 0.0105 1.1% 73% False False 4,440
100 1.0117 0.9043 0.1074 10.9% 0.0093 0.9% 73% False False 3,554
120 1.0117 0.8951 0.1166 11.9% 0.0081 0.8% 75% False False 2,963
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0114
1.618 1.0019
1.000 0.9960
0.618 0.9924
HIGH 0.9865
0.618 0.9829
0.500 0.9818
0.382 0.9806
LOW 0.9770
0.618 0.9711
1.000 0.9675
1.618 0.9616
2.618 0.9521
4.250 0.9366
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 0.9824 0.9820
PP 0.9821 0.9814
S1 0.9818 0.9808

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

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