CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 0.9378 0.9245 -0.0134 -1.4% 0.9470
High 0.9380 0.9245 -0.0136 -1.4% 0.9549
Low 0.9291 0.9222 -0.0069 -0.7% 0.9396
Close 0.9291 0.9222 -0.0069 -0.7% 0.9407
Range 0.0090 0.0023 -0.0067 -74.3% 0.0153
ATR 0.0066 0.0066 0.0000 0.3% 0.0000
Volume 6 1 -5 -83.3% 9
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 0.9298 0.9283 0.9234
R3 0.9275 0.9260 0.9228
R2 0.9252 0.9252 0.9226
R1 0.9237 0.9237 0.9224 0.9233
PP 0.9229 0.9229 0.9229 0.9227
S1 0.9214 0.9214 0.9219 0.9210
S2 0.9206 0.9206 0.9217
S3 0.9183 0.9191 0.9215
S4 0.9160 0.9168 0.9209
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.9910 0.9811 0.9491
R3 0.9757 0.9658 0.9449
R2 0.9604 0.9604 0.9435
R1 0.9505 0.9505 0.9421 0.9478
PP 0.9451 0.9451 0.9451 0.9437
S1 0.9352 0.9352 0.9393 0.9325
S2 0.9298 0.9298 0.9379
S3 0.9145 0.9199 0.9365
S4 0.8992 0.9046 0.9323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9431 0.9222 0.0209 2.3% 0.0028 0.3% 0% False True 1
10 0.9549 0.9043 0.0506 5.5% 0.0063 0.7% 35% False False 3
20 0.9549 0.9035 0.0514 5.6% 0.0042 0.5% 36% False False 2
40 0.9549 0.8912 0.0637 6.9% 0.0028 0.3% 49% False False 3
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9342
2.618 0.9305
1.618 0.9282
1.000 0.9268
0.618 0.9259
HIGH 0.9245
0.618 0.9236
0.500 0.9233
0.382 0.9230
LOW 0.9222
0.618 0.9207
1.000 0.9199
1.618 0.9184
2.618 0.9161
4.250 0.9124
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 0.9233 0.9326
PP 0.9229 0.9291
S1 0.9225 0.9256

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

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