CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 0.9723 0.9644 -0.0079 -0.8% 0.9575
High 0.9739 0.9644 -0.0095 -1.0% 0.9767
Low 0.9689 0.9571 -0.0119 -1.2% 0.9518
Close 0.9709 0.9575 -0.0135 -1.4% 0.9709
Range 0.0050 0.0074 0.0024 48.5% 0.0249
ATR 0.0085 0.0089 0.0004 4.6% 0.0000
Volume 124,299 115,687 -8,612 -6.9% 623,995
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9817 0.9769 0.9615
R3 0.9743 0.9696 0.9595
R2 0.9670 0.9670 0.9588
R1 0.9622 0.9622 0.9581 0.9609
PP 0.9596 0.9596 0.9596 0.9590
S1 0.9549 0.9549 0.9568 0.9536
S2 0.9523 0.9523 0.9561
S3 0.9449 0.9475 0.9554
S4 0.9376 0.9402 0.9534
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0410 1.0308 0.9846
R3 1.0162 1.0060 0.9778
R2 0.9913 0.9913 0.9755
R1 0.9811 0.9811 0.9732 0.9862
PP 0.9665 0.9665 0.9665 0.9690
S1 0.9563 0.9563 0.9687 0.9614
S2 0.9416 0.9416 0.9664
S3 0.9168 0.9314 0.9641
S4 0.8919 0.9066 0.9573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9767 0.9528 0.0239 2.5% 0.0088 0.9% 20% False False 130,402
10 0.9767 0.9491 0.0276 2.9% 0.0083 0.9% 30% False False 121,870
20 0.9767 0.9491 0.0276 2.9% 0.0080 0.8% 30% False False 112,811
40 1.0028 0.9491 0.0537 5.6% 0.0088 0.9% 16% False False 113,315
60 1.0098 0.9491 0.0607 6.3% 0.0091 1.0% 14% False False 77,609
80 1.0098 0.9360 0.0738 7.7% 0.0098 1.0% 29% False False 58,295
100 1.0117 0.9360 0.0757 7.9% 0.0105 1.1% 28% False False 46,681
120 1.0117 0.9055 0.1062 11.1% 0.0097 1.0% 49% False False 38,913
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9956
2.618 0.9836
1.618 0.9763
1.000 0.9718
0.618 0.9689
HIGH 0.9644
0.618 0.9616
0.500 0.9607
0.382 0.9599
LOW 0.9571
0.618 0.9525
1.000 0.9497
1.618 0.9452
2.618 0.9378
4.250 0.9258
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 0.9607 0.9669
PP 0.9596 0.9637
S1 0.9585 0.9606

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

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