CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 0.9032 0.9005 -0.0026 -0.3% 0.9373
High 0.9077 0.9028 -0.0049 -0.5% 0.9380
Low 0.8987 0.8859 -0.0128 -1.4% 0.9018
Close 0.9005 0.8889 -0.0116 -1.3% 0.9047
Range 0.0089 0.0169 0.0080 89.9% 0.0362
ATR 0.0112 0.0116 0.0004 3.6% 0.0000
Volume 148,136 164,012 15,876 10.7% 813,652
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9432 0.9330 0.8982
R3 0.9263 0.9161 0.8935
R2 0.9094 0.9094 0.8920
R1 0.8992 0.8992 0.8904 0.8959
PP 0.8925 0.8925 0.8925 0.8909
S1 0.8823 0.8823 0.8874 0.8790
S2 0.8756 0.8756 0.8858
S3 0.8587 0.8654 0.8843
S4 0.8418 0.8485 0.8796
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0234 1.0003 0.9246
R3 0.9872 0.9641 0.9147
R2 0.9510 0.9510 0.9113
R1 0.9279 0.9279 0.9080 0.9214
PP 0.9148 0.9148 0.9148 0.9116
S1 0.8917 0.8917 0.9014 0.8852
S2 0.8786 0.8786 0.8981
S3 0.8424 0.8555 0.8947
S4 0.8062 0.8193 0.8848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9221 0.8859 0.0362 4.1% 0.0113 1.3% 8% False True 157,854
10 0.9539 0.8859 0.0680 7.6% 0.0120 1.3% 4% False True 171,211
20 0.9897 0.8859 0.1038 11.7% 0.0121 1.4% 3% False True 170,351
40 0.9964 0.8859 0.1105 12.4% 0.0102 1.2% 3% False True 142,215
60 1.0028 0.8859 0.1169 13.1% 0.0103 1.2% 3% False True 117,449
80 1.0098 0.8859 0.1239 13.9% 0.0099 1.1% 2% False True 88,255
100 1.0098 0.8859 0.1239 13.9% 0.0107 1.2% 2% False True 70,687
120 1.0117 0.8859 0.1258 14.1% 0.0107 1.2% 2% False True 58,924
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 0.0032
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9746
2.618 0.9470
1.618 0.9301
1.000 0.9197
0.618 0.9132
HIGH 0.9028
0.618 0.8963
0.500 0.8944
0.382 0.8924
LOW 0.8859
0.618 0.8755
1.000 0.8690
1.618 0.8586
2.618 0.8417
4.250 0.8141
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 0.8944 0.8968
PP 0.8925 0.8942
S1 0.8907 0.8915

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

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