CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 0.9634 0.9643 0.0010 0.1% 0.9606
High 0.9678 0.9659 -0.0019 -0.2% 0.9713
Low 0.9613 0.9603 -0.0011 -0.1% 0.9602
Close 0.9648 0.9611 -0.0037 -0.4% 0.9648
Range 0.0065 0.0056 -0.0009 -13.2% 0.0111
ATR 0.0088 0.0086 -0.0002 -2.6% 0.0000
Volume 89,207 83,825 -5,382 -6.0% 453,691
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9792 0.9758 0.9642
R3 0.9736 0.9702 0.9626
R2 0.9680 0.9680 0.9621
R1 0.9646 0.9646 0.9616 0.9635
PP 0.9624 0.9624 0.9624 0.9619
S1 0.9590 0.9590 0.9606 0.9579
S2 0.9568 0.9568 0.9601
S3 0.9512 0.9534 0.9596
S4 0.9456 0.9478 0.9580
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9986 0.9928 0.9709
R3 0.9875 0.9817 0.9679
R2 0.9765 0.9765 0.9669
R1 0.9707 0.9707 0.9659 0.9736
PP 0.9654 0.9654 0.9654 0.9669
S1 0.9596 0.9596 0.9638 0.9625
S2 0.9544 0.9544 0.9628
S3 0.9433 0.9486 0.9618
S4 0.9323 0.9375 0.9588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9713 0.9603 0.0110 1.1% 0.0063 0.7% 8% False True 87,740
10 0.9717 0.9578 0.0139 1.4% 0.0077 0.8% 24% False False 103,753
20 1.0027 0.9578 0.0449 4.7% 0.0084 0.9% 7% False False 114,528
40 1.0028 0.9578 0.0450 4.7% 0.0095 1.0% 7% False False 85,751
60 1.0098 0.9578 0.0520 5.4% 0.0094 1.0% 6% False False 57,332
80 1.0098 0.9360 0.0738 7.7% 0.0104 1.1% 34% False False 43,102
100 1.0117 0.9278 0.0839 8.7% 0.0105 1.1% 40% False False 34,504
120 1.0117 0.9055 0.1062 11.0% 0.0093 1.0% 52% False False 28,758
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9897
2.618 0.9805
1.618 0.9749
1.000 0.9715
0.618 0.9693
HIGH 0.9659
0.618 0.9637
0.500 0.9631
0.382 0.9624
LOW 0.9603
0.618 0.9568
1.000 0.9547
1.618 0.9512
2.618 0.9456
4.250 0.9365
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 0.9631 0.9648
PP 0.9624 0.9636
S1 0.9618 0.9623

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

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