CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 0.9959 0.9931 -0.0028 -0.3% 0.9818
High 0.9968 1.0011 0.0043 0.4% 1.0028
Low 0.9913 0.9928 0.0015 0.2% 0.9765
Close 0.9928 1.0000 0.0072 0.7% 0.9928
Range 0.0055 0.0083 0.0028 49.6% 0.0263
ATR 0.0104 0.0103 -0.0002 -1.5% 0.0000
Volume 102,299 94,291 -8,008 -7.8% 609,792
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0228 1.0197 1.0045
R3 1.0145 1.0114 1.0022
R2 1.0062 1.0062 1.0015
R1 1.0031 1.0031 1.0007 1.0047
PP 0.9979 0.9979 0.9979 0.9987
S1 0.9948 0.9948 0.9992 0.9964
S2 0.9896 0.9896 0.9984
S3 0.9813 0.9865 0.9977
S4 0.9730 0.9782 0.9954
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0696 1.0575 1.0073
R3 1.0433 1.0312 1.0000
R2 1.0170 1.0170 0.9976
R1 1.0049 1.0049 0.9952 1.0109
PP 0.9907 0.9907 0.9907 0.9937
S1 0.9786 0.9786 0.9904 0.9846
S2 0.9644 0.9644 0.9880
S3 0.9381 0.9523 0.9856
S4 0.9118 0.9260 0.9783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0028 0.9765 0.0263 2.6% 0.0103 1.0% 89% False False 124,645
10 1.0028 0.9716 0.0312 3.1% 0.0100 1.0% 91% False False 102,333
20 1.0028 0.9630 0.0398 4.0% 0.0105 1.0% 93% False False 56,975
40 1.0098 0.9630 0.0468 4.7% 0.0099 1.0% 79% False False 28,734
60 1.0098 0.9360 0.0738 7.4% 0.0110 1.1% 87% False False 19,293
80 1.0117 0.9278 0.0839 8.4% 0.0111 1.1% 86% False False 14,497
100 1.0117 0.9055 0.1062 10.6% 0.0094 0.9% 89% False False 11,604
120 1.0117 0.9035 0.1082 10.8% 0.0086 0.9% 89% False False 9,671
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 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0363
2.618 1.0228
1.618 1.0145
1.000 1.0094
0.618 1.0062
HIGH 1.0011
0.618 0.9979
0.500 0.9969
0.382 0.9959
LOW 0.9928
0.618 0.9876
1.000 0.9845
1.618 0.9793
2.618 0.9710
4.250 0.9575
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 0.9989 0.9990
PP 0.9979 0.9980
S1 0.9969 0.9970

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

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