CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 0.9682 0.9614 -0.0068 -0.7% 0.9903
High 0.9706 0.9699 -0.0007 -0.1% 0.9910
Low 0.9593 0.9578 -0.0015 -0.2% 0.9624
Close 0.9610 0.9673 0.0064 0.7% 0.9727
Range 0.0113 0.0122 0.0008 7.0% 0.0286
ATR 0.0099 0.0100 0.0002 1.6% 0.0000
Volume 117,136 134,699 17,563 15.0% 666,040
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0014 0.9965 0.9740
R3 0.9893 0.9844 0.9707
R2 0.9771 0.9771 0.9696
R1 0.9722 0.9722 0.9685 0.9747
PP 0.9650 0.9650 0.9650 0.9662
S1 0.9601 0.9601 0.9662 0.9625
S2 0.9528 0.9528 0.9651
S3 0.9407 0.9479 0.9640
S4 0.9285 0.9358 0.9607
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0612 1.0456 0.9885
R3 1.0326 1.0170 0.9806
R2 1.0040 1.0040 0.9780
R1 0.9884 0.9884 0.9754 0.9819
PP 0.9754 0.9754 0.9754 0.9721
S1 0.9598 0.9598 0.9701 0.9533
S2 0.9468 0.9468 0.9675
S3 0.9182 0.9312 0.9649
S4 0.8896 0.9026 0.9570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9752 0.9578 0.0175 1.8% 0.0104 1.1% 55% False True 122,702
10 0.9957 0.9578 0.0380 3.9% 0.0098 1.0% 25% False True 125,118
20 1.0028 0.9578 0.0450 4.7% 0.0096 1.0% 21% False True 121,589
40 1.0085 0.9578 0.0507 5.2% 0.0097 1.0% 19% False True 69,291
60 1.0098 0.9360 0.0738 7.6% 0.0105 1.1% 43% False False 46,340
80 1.0117 0.9360 0.0757 7.8% 0.0113 1.2% 41% False False 34,818
100 1.0117 0.9055 0.1062 11.0% 0.0103 1.1% 58% False False 27,870
120 1.0117 0.9043 0.1074 11.1% 0.0093 1.0% 59% False False 23,227
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 0.0022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 1.0017
1.618 0.9896
1.000 0.9821
0.618 0.9774
HIGH 0.9699
0.618 0.9653
0.500 0.9638
0.382 0.9624
LOW 0.9578
0.618 0.9502
1.000 0.9456
1.618 0.9381
2.618 0.9259
4.250 0.9061
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 0.9662 0.9665
PP 0.9650 0.9656
S1 0.9638 0.9647

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

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