CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 0.9903 0.9867 -0.0037 -0.4% 0.9931
High 0.9910 0.9871 -0.0039 -0.4% 1.0027
Low 0.9864 0.9738 -0.0126 -1.3% 0.9849
Close 0.9874 0.9755 -0.0120 -1.2% 0.9891
Range 0.0047 0.0133 0.0086 186.0% 0.0178
ATR 0.0097 0.0099 0.0003 2.9% 0.0000
Volume 83,079 157,358 74,279 89.4% 614,654
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0187 1.0104 0.9828
R3 1.0054 0.9971 0.9791
R2 0.9921 0.9921 0.9779
R1 0.9838 0.9838 0.9767 0.9813
PP 0.9788 0.9788 0.9788 0.9775
S1 0.9705 0.9705 0.9742 0.9680
S2 0.9655 0.9655 0.9730
S3 0.9522 0.9572 0.9718
S4 0.9389 0.9439 0.9681
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0456 1.0351 0.9988
R3 1.0278 1.0173 0.9939
R2 1.0100 1.0100 0.9923
R1 0.9995 0.9995 0.9907 0.9959
PP 0.9922 0.9922 0.9922 0.9904
S1 0.9817 0.9817 0.9874 0.9781
S2 0.9744 0.9744 0.9858
S3 0.9566 0.9639 0.9842
S4 0.9388 0.9461 0.9793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9738 0.0272 2.8% 0.0092 0.9% 6% False True 126,321
10 1.0028 0.9738 0.0290 3.0% 0.0101 1.0% 6% False True 131,224
20 1.0028 0.9716 0.0312 3.2% 0.0098 1.0% 13% False False 93,822
40 1.0098 0.9630 0.0468 4.8% 0.0098 1.0% 27% False False 47,729
60 1.0098 0.9360 0.0738 7.6% 0.0108 1.1% 53% False False 31,951
80 1.0117 0.9360 0.0757 7.8% 0.0112 1.1% 52% False False 24,003
100 1.0117 0.9055 0.1062 10.9% 0.0098 1.0% 66% False False 19,212
120 1.0117 0.9035 0.1082 11.1% 0.0089 0.9% 67% False False 16,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0219
1.618 1.0086
1.000 1.0004
0.618 0.9953
HIGH 0.9871
0.618 0.9820
0.500 0.9804
0.382 0.9789
LOW 0.9738
0.618 0.9656
1.000 0.9605
1.618 0.9523
2.618 0.9390
4.250 0.9173
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 0.9804 0.9848
PP 0.9788 0.9817
S1 0.9771 0.9786

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

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