CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 0.9646 0.9688 0.0042 0.4% 0.9725
High 0.9713 0.9694 -0.0019 -0.2% 0.9752
Low 0.9640 0.9624 -0.0016 -0.2% 0.9578
Close 0.9689 0.9637 -0.0052 -0.5% 0.9622
Range 0.0073 0.0071 -0.0003 -3.4% 0.0175
ATR 0.0091 0.0090 -0.0001 -1.6% 0.0000
Volume 83,627 95,958 12,331 14.7% 566,654
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9863 0.9821 0.9676
R3 0.9793 0.9750 0.9656
R2 0.9722 0.9722 0.9650
R1 0.9680 0.9680 0.9643 0.9666
PP 0.9652 0.9652 0.9652 0.9645
S1 0.9609 0.9609 0.9631 0.9595
S2 0.9581 0.9581 0.9624
S3 0.9511 0.9539 0.9618
S4 0.9440 0.9468 0.9598
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0175 1.0073 0.9718
R3 1.0000 0.9898 0.9670
R2 0.9825 0.9825 0.9654
R1 0.9723 0.9723 0.9638 0.9687
PP 0.9650 0.9650 0.9650 0.9632
S1 0.9549 0.9549 0.9605 0.9512
S2 0.9476 0.9476 0.9589
S3 0.9301 0.9374 0.9573
S4 0.9126 0.9199 0.9525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9713 0.9592 0.0121 1.3% 0.0065 0.7% 37% False False 98,143
10 0.9752 0.9578 0.0175 1.8% 0.0085 0.9% 34% False False 110,423
20 1.0027 0.9578 0.0449 4.7% 0.0085 0.9% 13% False False 115,706
40 1.0040 0.9578 0.0463 4.8% 0.0097 1.0% 13% False False 81,471
60 1.0098 0.9530 0.0568 5.9% 0.0099 1.0% 19% False False 54,474
80 1.0098 0.9360 0.0738 7.7% 0.0104 1.1% 38% False False 40,941
100 1.0117 0.9158 0.0959 10.0% 0.0105 1.1% 50% False False 32,775
120 1.0117 0.9055 0.1062 11.0% 0.0092 1.0% 55% False False 27,316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9994
2.618 0.9879
1.618 0.9808
1.000 0.9765
0.618 0.9738
HIGH 0.9694
0.618 0.9667
0.500 0.9659
0.382 0.9650
LOW 0.9624
0.618 0.9580
1.000 0.9553
1.618 0.9509
2.618 0.9439
4.250 0.9324
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 0.9659 0.9665
PP 0.9652 0.9655
S1 0.9644 0.9646

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

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