CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 0.9809 0.9837 0.0028 0.3% 0.9789
High 0.9865 0.9871 0.0006 0.1% 0.9901
Low 0.9770 0.9799 0.0029 0.3% 0.9716
Close 0.9827 0.9802 -0.0025 -0.3% 0.9802
Range 0.0095 0.0072 -0.0023 -24.2% 0.0186
ATR 0.0108 0.0105 -0.0003 -2.4% 0.0000
Volume 72,243 100,892 28,649 39.7% 367,658
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0040 0.9993 0.9841
R3 0.9968 0.9921 0.9821
R2 0.9896 0.9896 0.9815
R1 0.9849 0.9849 0.9808 0.9836
PP 0.9824 0.9824 0.9824 0.9817
S1 0.9777 0.9777 0.9795 0.9764
S2 0.9752 0.9752 0.9788
S3 0.9680 0.9705 0.9782
S4 0.9608 0.9633 0.9762
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0363 1.0268 0.9904
R3 1.0177 1.0082 0.9853
R2 0.9992 0.9992 0.9836
R1 0.9897 0.9897 0.9819 0.9944
PP 0.9806 0.9806 0.9806 0.9830
S1 0.9711 0.9711 0.9784 0.9759
S2 0.9621 0.9621 0.9767
S3 0.9435 0.9526 0.9750
S4 0.9250 0.9340 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9901 0.9716 0.0186 1.9% 0.0101 1.0% 46% False False 73,531
10 0.9924 0.9630 0.0294 3.0% 0.0117 1.2% 58% False False 42,474
20 1.0058 0.9630 0.0428 4.4% 0.0097 1.0% 40% False False 21,999
40 1.0098 0.9427 0.0671 6.8% 0.0107 1.1% 56% False False 11,212
60 1.0117 0.9360 0.0757 7.7% 0.0119 1.2% 58% False False 7,576
80 1.0117 0.9055 0.1062 10.8% 0.0106 1.1% 70% False False 5,701
100 1.0117 0.9043 0.1074 11.0% 0.0093 1.0% 71% False False 4,563
120 1.0117 0.8952 0.1165 11.9% 0.0081 0.8% 73% False False 3,804
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0177
2.618 1.0059
1.618 0.9987
1.000 0.9943
0.618 0.9915
HIGH 0.9871
0.618 0.9843
0.500 0.9835
0.382 0.9826
LOW 0.9799
0.618 0.9754
1.000 0.9727
1.618 0.9682
2.618 0.9610
4.250 0.9493
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 0.9835 0.9799
PP 0.9824 0.9796
S1 0.9813 0.9793

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

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