CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 0.9355 0.9364 0.0009 0.1% 0.9433
High 0.9428 0.9364 -0.0064 -0.7% 0.9509
Low 0.9350 0.9251 -0.0100 -1.1% 0.9341
Close 0.9372 0.9256 -0.0116 -1.2% 0.9372
Range 0.0078 0.0114 0.0036 45.5% 0.0168
ATR 0.0089 0.0091 0.0002 2.6% 0.0000
Volume 227 383 156 68.7% 854
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 0.9631 0.9557 0.9318
R3 0.9517 0.9443 0.9287
R2 0.9404 0.9404 0.9276
R1 0.9330 0.9330 0.9266 0.9310
PP 0.9290 0.9290 0.9290 0.9280
S1 0.9216 0.9216 0.9245 0.9196
S2 0.9177 0.9177 0.9235
S3 0.9063 0.9103 0.9224
S4 0.8950 0.8989 0.9193
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.9911 0.9809 0.9464
R3 0.9743 0.9641 0.9418
R2 0.9575 0.9575 0.9402
R1 0.9473 0.9473 0.9387 0.9440
PP 0.9407 0.9407 0.9407 0.9391
S1 0.9305 0.9305 0.9356 0.9272
S2 0.9239 0.9239 0.9341
S3 0.9071 0.9137 0.9325
S4 0.8903 0.8969 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9509 0.9251 0.0259 2.8% 0.0081 0.9% 2% False True 199
10 0.9509 0.8987 0.0523 5.6% 0.0102 1.1% 51% False False 253
20 0.9509 0.8987 0.0523 5.6% 0.0090 1.0% 51% False False 202
40 0.9509 0.8804 0.0705 7.6% 0.0083 0.9% 64% False False 139
60 0.9509 0.8796 0.0714 7.7% 0.0069 0.7% 64% False False 95
80 0.9509 0.8300 0.1209 13.1% 0.0065 0.7% 79% False False 73
100 0.9509 0.8208 0.1302 14.1% 0.0056 0.6% 81% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9846
2.618 0.9661
1.618 0.9548
1.000 0.9478
0.618 0.9434
HIGH 0.9364
0.618 0.9321
0.500 0.9307
0.382 0.9294
LOW 0.9251
0.618 0.9180
1.000 0.9137
1.618 0.9067
2.618 0.8953
4.250 0.8768
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 0.9307 0.9339
PP 0.9290 0.9311
S1 0.9273 0.9283

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

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