CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 0.9243 0.9181 -0.0062 -0.7% 0.9644
High 0.9289 0.9202 -0.0088 -0.9% 0.9897
Low 0.9155 0.9120 -0.0035 -0.4% 0.9361
Close 0.9157 0.9171 0.0014 0.2% 0.9375
Range 0.0134 0.0081 -0.0053 -39.6% 0.0536
ATR 0.0120 0.0117 -0.0003 -2.3% 0.0000
Volume 161,063 141,040 -20,023 -12.4% 1,241,789
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9407 0.9370 0.9215
R3 0.9326 0.9289 0.9193
R2 0.9245 0.9245 0.9185
R1 0.9208 0.9208 0.9178 0.9186
PP 0.9164 0.9164 0.9164 0.9153
S1 0.9127 0.9127 0.9163 0.9105
S2 0.9083 0.9083 0.9156
S3 0.9002 0.9046 0.9148
S4 0.8921 0.8965 0.9126
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1152 1.0800 0.9670
R3 1.0616 1.0264 0.9523
R2 1.0080 1.0080 0.9474
R1 0.9728 0.9728 0.9425 0.9636
PP 0.9544 0.9544 0.9544 0.9498
S1 0.9192 0.9192 0.9326 0.9100
S2 0.9008 0.9008 0.9277
S3 0.8472 0.8656 0.9228
S4 0.7936 0.8120 0.9081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9539 0.9120 0.0419 4.6% 0.0126 1.4% 12% False True 184,569
10 0.9897 0.9120 0.0776 8.5% 0.0136 1.5% 6% False True 197,520
20 0.9897 0.9120 0.0776 8.5% 0.0109 1.2% 6% False True 155,022
40 1.0028 0.9120 0.0907 9.9% 0.0097 1.1% 6% False True 135,465
60 1.0040 0.9120 0.0920 10.0% 0.0101 1.1% 5% False True 104,402
80 1.0098 0.9120 0.0977 10.7% 0.0103 1.1% 5% False True 78,420
100 1.0098 0.9120 0.0977 10.7% 0.0106 1.2% 5% False True 62,798
120 1.0117 0.9055 0.1062 11.6% 0.0106 1.2% 11% False False 52,351
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9546
2.618 0.9414
1.618 0.9333
1.000 0.9283
0.618 0.9252
HIGH 0.9202
0.618 0.9171
0.500 0.9161
0.382 0.9151
LOW 0.9120
0.618 0.9070
1.000 0.9039
1.618 0.8989
2.618 0.8908
4.250 0.8776
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 0.9167 0.9250
PP 0.9164 0.9224
S1 0.9161 0.9197

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

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