CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.8533 0.8457 -0.0076 -0.9% 0.8661
High 0.8540 0.8513 -0.0027 -0.3% 0.8715
Low 0.8428 0.8445 0.0017 0.2% 0.8428
Close 0.8481 0.8473 -0.0008 -0.1% 0.8473
Range 0.0113 0.0069 -0.0044 -39.1% 0.0287
ATR 0.0116 0.0112 -0.0003 -2.9% 0.0000
Volume 198,690 40,992 -157,698 -79.4% 753,972
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8682 0.8646 0.8511
R3 0.8614 0.8578 0.8492
R2 0.8545 0.8545 0.8486
R1 0.8509 0.8509 0.8479 0.8527
PP 0.8477 0.8477 0.8477 0.8486
S1 0.8441 0.8441 0.8467 0.8459
S2 0.8408 0.8408 0.8460
S3 0.8340 0.8372 0.8454
S4 0.8271 0.8304 0.8435
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9399 0.9223 0.8631
R3 0.9112 0.8936 0.8552
R2 0.8825 0.8825 0.8526
R1 0.8649 0.8649 0.8499 0.8594
PP 0.8538 0.8538 0.8538 0.8511
S1 0.8362 0.8362 0.8447 0.8307
S2 0.8251 0.8251 0.8420
S3 0.7964 0.8075 0.8394
S4 0.7677 0.7788 0.8315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8715 0.8428 0.0287 3.4% 0.0105 1.2% 16% False False 150,794
10 0.8854 0.8428 0.0427 5.0% 0.0100 1.2% 11% False False 145,784
20 0.9116 0.8428 0.0688 8.1% 0.0108 1.3% 7% False False 161,842
40 0.9897 0.8428 0.1469 17.3% 0.0110 1.3% 3% False False 159,962
60 1.0027 0.8428 0.1599 18.9% 0.0102 1.2% 3% False False 145,210
80 1.0040 0.8428 0.1613 19.0% 0.0103 1.2% 3% False False 120,716
100 1.0098 0.8428 0.1670 19.7% 0.0103 1.2% 3% False False 96,669
120 1.0098 0.8428 0.1670 19.7% 0.0106 1.3% 3% False False 80,614
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8804
2.618 0.8692
1.618 0.8624
1.000 0.8582
0.618 0.8555
HIGH 0.8513
0.618 0.8487
0.500 0.8479
0.382 0.8471
LOW 0.8445
0.618 0.8402
1.000 0.8376
1.618 0.8334
2.618 0.8265
4.250 0.8153
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.8479 0.8571
PP 0.8477 0.8538
S1 0.8475 0.8506

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

View Archives - Comment on this page... - Back to Index of Symbols