CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 0.8772 0.8739 -0.0033 -0.4% 0.8913
High 0.8803 0.8745 -0.0059 -0.7% 0.8957
Low 0.8714 0.8695 -0.0019 -0.2% 0.8716
Close 0.8741 0.8707 -0.0034 -0.4% 0.8764
Range 0.0090 0.0050 -0.0040 -44.7% 0.0241
ATR 0.0085 0.0082 -0.0003 -3.0% 0.0000
Volume 245,146 172,497 -72,649 -29.6% 855,357
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8864 0.8835 0.8734
R3 0.8814 0.8785 0.8720
R2 0.8765 0.8765 0.8716
R1 0.8736 0.8736 0.8711 0.8726
PP 0.8715 0.8715 0.8715 0.8710
S1 0.8686 0.8686 0.8702 0.8676
S2 0.8666 0.8666 0.8697
S3 0.8616 0.8637 0.8693
S4 0.8567 0.8587 0.8679
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9535 0.9391 0.8897
R3 0.9294 0.9150 0.8830
R2 0.9053 0.9053 0.8808
R1 0.8909 0.8909 0.8786 0.8860
PP 0.8812 0.8812 0.8812 0.8788
S1 0.8668 0.8668 0.8742 0.8619
S2 0.8571 0.8571 0.8720
S3 0.8330 0.8427 0.8698
S4 0.8089 0.8186 0.8631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8807 0.8695 0.0112 1.3% 0.0058 0.7% 10% False True 172,745
10 0.8957 0.8695 0.0262 3.0% 0.0071 0.8% 4% False True 167,820
20 0.8957 0.8695 0.0262 3.0% 0.0076 0.9% 4% False True 151,331
40 0.8971 0.8574 0.0398 4.6% 0.0095 1.1% 33% False False 167,680
60 0.8971 0.8454 0.0517 5.9% 0.0094 1.1% 49% False False 150,967
80 0.9481 0.8454 0.1027 11.8% 0.0098 1.1% 25% False False 114,323
100 0.9937 0.8454 0.1483 17.0% 0.0097 1.1% 17% False False 91,569
120 1.0066 0.8454 0.1612 18.5% 0.0096 1.1% 16% False False 76,338
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8955
2.618 0.8874
1.618 0.8825
1.000 0.8794
0.618 0.8775
HIGH 0.8745
0.618 0.8726
0.500 0.8720
0.382 0.8714
LOW 0.8695
0.618 0.8664
1.000 0.8646
1.618 0.8615
2.618 0.8565
4.250 0.8485
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 0.8720 0.8749
PP 0.8715 0.8735
S1 0.8711 0.8721

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

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