CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 0.9041 0.9100 0.0059 0.7% 0.9079
High 0.9083 0.9129 0.0046 0.5% 0.9149
Low 0.9026 0.9088 0.0062 0.7% 0.8978
Close 0.9076 0.9101 0.0025 0.3% 0.9049
Range 0.0058 0.0042 -0.0016 -27.8% 0.0171
ATR 0.0064 0.0063 -0.0001 -1.2% 0.0000
Volume 78 225 147 188.5% 313
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9230 0.9207 0.9123
R3 0.9189 0.9165 0.9112
R2 0.9147 0.9147 0.9108
R1 0.9124 0.9124 0.9104 0.9136
PP 0.9106 0.9106 0.9106 0.9112
S1 0.9082 0.9082 0.9097 0.9094
S2 0.9064 0.9064 0.9093
S3 0.9023 0.9041 0.9089
S4 0.8981 0.8999 0.9078
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9571 0.9481 0.9143
R3 0.9400 0.9310 0.9096
R2 0.9229 0.9229 0.9080
R1 0.9139 0.9139 0.9065 0.9099
PP 0.9058 0.9058 0.9058 0.9038
S1 0.8968 0.8968 0.9033 0.8928
S2 0.8887 0.8887 0.9018
S3 0.8716 0.8797 0.9002
S4 0.8545 0.8626 0.8955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9129 0.8978 0.0152 1.7% 0.0060 0.7% 81% True False 96
10 0.9149 0.8978 0.0171 1.9% 0.0066 0.7% 72% False False 138
20 0.9149 0.8736 0.0413 4.5% 0.0064 0.7% 88% False False 116
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 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9305
2.618 0.9238
1.618 0.9196
1.000 0.9171
0.618 0.9155
HIGH 0.9129
0.618 0.9113
0.500 0.9108
0.382 0.9103
LOW 0.9088
0.618 0.9062
1.000 0.9046
1.618 0.9020
2.618 0.8979
4.250 0.8911
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 0.9108 0.9085
PP 0.9106 0.9069
S1 0.9103 0.9053

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

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