CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 0.9891 0.9895 0.0004 0.0% 0.9863
High 0.9918 0.9927 0.0009 0.1% 0.9933
Low 0.9891 0.9879 -0.0013 -0.1% 0.9766
Close 0.9903 0.9898 -0.0006 -0.1% 0.9842
Range 0.0027 0.0049 0.0022 79.6% 0.0168
ATR 0.0090 0.0087 -0.0003 -3.3% 0.0000
Volume 14 96 82 585.7% 79
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0047 1.0021 0.9924
R3 0.9998 0.9972 0.9911
R2 0.9950 0.9950 0.9906
R1 0.9924 0.9924 0.9902 0.9937
PP 0.9901 0.9901 0.9901 0.9908
S1 0.9875 0.9875 0.9893 0.9888
S2 0.9853 0.9853 0.9889
S3 0.9804 0.9827 0.9884
S4 0.9756 0.9778 0.9871
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0349 1.0263 0.9935
R3 1.0182 1.0096 0.9889
R2 1.0014 1.0014 0.9873
R1 0.9928 0.9928 0.9858 0.9888
PP 0.9847 0.9847 0.9847 0.9827
S1 0.9761 0.9761 0.9827 0.9720
S2 0.9679 0.9679 0.9812
S3 0.9512 0.9593 0.9796
S4 0.9344 0.9426 0.9750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9927 0.9766 0.0162 1.6% 0.0059 0.6% 82% True False 34
10 0.9958 0.9766 0.0193 1.9% 0.0075 0.8% 69% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0133
2.618 1.0054
1.618 1.0005
1.000 0.9976
0.618 0.9957
HIGH 0.9927
0.618 0.9908
0.500 0.9903
0.382 0.9897
LOW 0.9879
0.618 0.9849
1.000 0.9830
1.618 0.9800
2.618 0.9752
4.250 0.9672
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 0.9903 0.9892
PP 0.9901 0.9887
S1 0.9899 0.9882

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

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