CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 0.8913 0.8873 -0.0040 -0.4% 0.8860
High 0.8939 0.8957 0.0018 0.2% 0.8938
Low 0.8865 0.8860 -0.0005 -0.1% 0.8794
Close 0.8868 0.8916 0.0049 0.5% 0.8934
Range 0.0074 0.0097 0.0023 30.4% 0.0144
ATR 0.0091 0.0091 0.0000 0.4% 0.0000
Volume 128,561 176,118 47,557 37.0% 524,479
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9200 0.9155 0.8969
R3 0.9104 0.9058 0.8943
R2 0.9007 0.9007 0.8934
R1 0.8962 0.8962 0.8925 0.8985
PP 0.8911 0.8911 0.8911 0.8922
S1 0.8865 0.8865 0.8907 0.8888
S2 0.8814 0.8814 0.8898
S3 0.8718 0.8769 0.8889
S4 0.8621 0.8672 0.8863
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9320 0.9271 0.9013
R3 0.9176 0.9127 0.8974
R2 0.9032 0.9032 0.8960
R1 0.8983 0.8983 0.8947 0.9008
PP 0.8888 0.8888 0.8888 0.8901
S1 0.8839 0.8839 0.8921 0.8864
S2 0.8744 0.8744 0.8908
S3 0.8600 0.8695 0.8894
S4 0.8456 0.8551 0.8855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8957 0.8797 0.0160 1.8% 0.0078 0.9% 75% True False 139,489
10 0.8957 0.8705 0.0252 2.8% 0.0081 0.9% 84% True False 137,965
20 0.8971 0.8705 0.0267 3.0% 0.0088 1.0% 79% False False 148,438
40 0.8971 0.8454 0.0517 5.8% 0.0103 1.2% 89% False False 165,690
60 0.8971 0.8454 0.0517 5.8% 0.0096 1.1% 89% False False 131,390
80 0.9937 0.8454 0.1483 16.6% 0.0104 1.2% 31% False False 98,886
100 0.9937 0.8454 0.1483 16.6% 0.0100 1.1% 31% False False 79,174
120 1.0066 0.8454 0.1612 18.1% 0.0097 1.1% 29% False False 65,990
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 0.0018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9367
2.618 0.9209
1.618 0.9113
1.000 0.9053
0.618 0.9016
HIGH 0.8957
0.618 0.8920
0.500 0.8908
0.382 0.8897
LOW 0.8860
0.618 0.8800
1.000 0.8764
1.618 0.8704
2.618 0.8607
4.250 0.8450
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 0.8913 0.8913
PP 0.8911 0.8910
S1 0.8908 0.8907

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

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