CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 0.8906 0.8896 -0.0011 -0.1% 0.8800
High 0.8931 0.8960 0.0030 0.3% 0.8960
Low 0.8886 0.8890 0.0004 0.0% 0.8762
Close 0.8907 0.8952 0.0046 0.5% 0.8952
Range 0.0045 0.0071 0.0026 58.4% 0.0198
ATR
Volume 130 18 -112 -86.2% 311
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9145 0.9119 0.8991
R3 0.9075 0.9049 0.8971
R2 0.9004 0.9004 0.8965
R1 0.8978 0.8978 0.8958 0.8991
PP 0.8934 0.8934 0.8934 0.8940
S1 0.8908 0.8908 0.8946 0.8921
S2 0.8863 0.8863 0.8939
S3 0.8793 0.8837 0.8933
S4 0.8722 0.8767 0.8913
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9485 0.9417 0.9061
R3 0.9287 0.9219 0.9006
R2 0.9089 0.9089 0.8988
R1 0.9021 0.9021 0.8970 0.9055
PP 0.8891 0.8891 0.8891 0.8909
S1 0.8823 0.8823 0.8934 0.8857
S2 0.8693 0.8693 0.8916
S3 0.8495 0.8625 0.8898
S4 0.8297 0.8427 0.8843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8762 0.0198 2.2% 0.0063 0.7% 96% True False 62
10 0.8960 0.8736 0.0224 2.5% 0.0054 0.6% 96% True False 84
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9260
2.618 0.9145
1.618 0.9074
1.000 0.9031
0.618 0.9004
HIGH 0.8960
0.618 0.8933
0.500 0.8925
0.382 0.8916
LOW 0.8890
0.618 0.8846
1.000 0.8819
1.618 0.8775
2.618 0.8705
4.250 0.8590
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 0.8943 0.8925
PP 0.8934 0.8899
S1 0.8925 0.8872

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

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