CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 0.8678 0.8533 -0.0145 -1.7% 0.8844
High 0.8715 0.8540 -0.0175 -2.0% 0.8854
Low 0.8520 0.8428 -0.0092 -1.1% 0.8666
Close 0.8595 0.8481 -0.0114 -1.3% 0.8682
Range 0.0195 0.0113 -0.0083 -42.3% 0.0188
ATR 0.0112 0.0116 0.0004 3.5% 0.0000
Volume 223,774 198,690 -25,084 -11.2% 703,876
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8820 0.8763 0.8543
R3 0.8708 0.8651 0.8512
R2 0.8595 0.8595 0.8502
R1 0.8538 0.8538 0.8491 0.8511
PP 0.8483 0.8483 0.8483 0.8469
S1 0.8426 0.8426 0.8471 0.8398
S2 0.8370 0.8370 0.8460
S3 0.8258 0.8313 0.8450
S4 0.8145 0.8201 0.8419
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9298 0.9178 0.8785
R3 0.9110 0.8990 0.8733
R2 0.8922 0.8922 0.8716
R1 0.8802 0.8802 0.8699 0.8768
PP 0.8734 0.8734 0.8734 0.8717
S1 0.8614 0.8614 0.8664 0.8580
S2 0.8546 0.8546 0.8647
S3 0.8358 0.8426 0.8630
S4 0.8170 0.8238 0.8578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8773 0.8428 0.0345 4.1% 0.0113 1.3% 16% False True 171,662
10 0.8854 0.8428 0.0427 5.0% 0.0100 1.2% 13% False True 158,250
20 0.9221 0.8428 0.0793 9.4% 0.0111 1.3% 7% False True 167,650
40 0.9897 0.8428 0.1469 17.3% 0.0110 1.3% 4% False True 161,336
60 1.0028 0.8428 0.1600 18.9% 0.0102 1.2% 3% False True 146,193
80 1.0040 0.8428 0.1613 19.0% 0.0103 1.2% 3% False True 120,214
100 1.0098 0.8428 0.1670 19.7% 0.0104 1.2% 3% False True 96,266
120 1.0098 0.8428 0.1670 19.7% 0.0106 1.3% 3% False True 80,273
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9018
2.618 0.8835
1.618 0.8722
1.000 0.8653
0.618 0.8610
HIGH 0.8540
0.618 0.8497
0.500 0.8484
0.382 0.8470
LOW 0.8428
0.618 0.8358
1.000 0.8315
1.618 0.8245
2.618 0.8133
4.250 0.7949
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 0.8484 0.8571
PP 0.8483 0.8541
S1 0.8482 0.8511

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

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