CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 0.8833 0.8860 0.0027 0.3% 0.8806
High 0.8886 0.8871 -0.0015 -0.2% 0.8886
Low 0.8816 0.8794 -0.0022 -0.2% 0.8705
Close 0.8860 0.8810 -0.0050 -0.6% 0.8860
Range 0.0070 0.0078 0.0008 10.7% 0.0181
ATR 0.0099 0.0097 -0.0002 -1.5% 0.0000
Volume 116,694 131,710 15,016 12.9% 654,303
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9057 0.9011 0.8852
R3 0.8980 0.8933 0.8831
R2 0.8902 0.8902 0.8824
R1 0.8856 0.8856 0.8817 0.8840
PP 0.8825 0.8825 0.8825 0.8817
S1 0.8778 0.8778 0.8802 0.8763
S2 0.8747 0.8747 0.8795
S3 0.8670 0.8701 0.8788
S4 0.8592 0.8623 0.8767
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9360 0.9291 0.8959
R3 0.9179 0.9110 0.8909
R2 0.8998 0.8998 0.8893
R1 0.8929 0.8929 0.8876 0.8963
PP 0.8817 0.8817 0.8817 0.8834
S1 0.8748 0.8748 0.8843 0.8782
S2 0.8636 0.8636 0.8826
S3 0.8455 0.8567 0.8810
S4 0.8274 0.8386 0.8760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8886 0.8705 0.0181 2.1% 0.0085 1.0% 58% False False 136,441
10 0.8971 0.8705 0.0267 3.0% 0.0083 0.9% 39% False False 134,524
20 0.8971 0.8679 0.0293 3.3% 0.0094 1.1% 45% False False 151,427
40 0.8971 0.8454 0.0517 5.9% 0.0100 1.1% 69% False False 156,691
60 0.9068 0.8454 0.0614 7.0% 0.0102 1.2% 58% False False 120,018
80 0.9937 0.8454 0.1483 16.8% 0.0105 1.2% 24% False False 90,189
100 1.0049 0.8454 0.1595 18.1% 0.0100 1.1% 22% False False 72,207
120 1.0066 0.8454 0.1612 18.3% 0.0099 1.1% 22% False False 60,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9200
2.618 0.9074
1.618 0.8996
1.000 0.8949
0.618 0.8919
HIGH 0.8871
0.618 0.8841
0.500 0.8832
0.382 0.8823
LOW 0.8794
0.618 0.8746
1.000 0.8716
1.618 0.8668
2.618 0.8591
4.250 0.8464
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 0.8832 0.8820
PP 0.8825 0.8816
S1 0.8817 0.8813

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

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