CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 0.9895 0.9920 0.0025 0.3% 0.9863
High 0.9927 1.0047 0.0120 1.2% 0.9933
Low 0.9879 0.9808 -0.0071 -0.7% 0.9766
Close 0.9898 1.0025 0.0128 1.3% 0.9842
Range 0.0049 0.0239 0.0191 392.8% 0.0168
ATR 0.0087 0.0098 0.0011 12.4% 0.0000
Volume 96 115 19 19.8% 79
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0677 1.0590 1.0156
R3 1.0438 1.0351 1.0091
R2 1.0199 1.0199 1.0069
R1 1.0112 1.0112 1.0047 1.0156
PP 0.9960 0.9960 0.9960 0.9982
S1 0.9873 0.9873 1.0003 0.9917
S2 0.9721 0.9721 0.9981
S3 0.9482 0.9634 0.9959
S4 0.9243 0.9395 0.9894
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 1.0047 0.9808 0.0239 2.4% 0.0089 0.9% 91% True True 55
10 1.0047 0.9766 0.0282 2.8% 0.0093 0.9% 92% True False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1063
2.618 1.0673
1.618 1.0434
1.000 1.0286
0.618 1.0195
HIGH 1.0047
0.618 0.9956
0.500 0.9928
0.382 0.9899
LOW 0.9808
0.618 0.9660
1.000 0.9569
1.618 0.9421
2.618 0.9182
4.250 0.8792
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 0.9993 0.9993
PP 0.9960 0.9960
S1 0.9928 0.9928

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

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