CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 0.8896 0.8957 0.0061 0.7% 0.8800
High 0.8960 0.8967 0.0007 0.1% 0.8960
Low 0.8890 0.8936 0.0047 0.5% 0.8762
Close 0.8952 0.8959 0.0007 0.1% 0.8952
Range 0.0071 0.0031 -0.0040 -56.7% 0.0198
ATR
Volume 18 14 -4 -22.2% 311
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9045 0.9033 0.8976
R3 0.9015 0.9002 0.8967
R2 0.8984 0.8984 0.8965
R1 0.8972 0.8972 0.8962 0.8978
PP 0.8954 0.8954 0.8954 0.8957
S1 0.8941 0.8941 0.8956 0.8948
S2 0.8923 0.8923 0.8953
S3 0.8893 0.8911 0.8951
S4 0.8862 0.8880 0.8942
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 0.8967 0.8762 0.0205 2.3% 0.0064 0.7% 96% True False 63
10 0.8967 0.8736 0.0231 2.6% 0.0054 0.6% 97% True False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9096
2.618 0.9046
1.618 0.9016
1.000 0.8997
0.618 0.8985
HIGH 0.8967
0.618 0.8955
0.500 0.8951
0.382 0.8948
LOW 0.8936
0.618 0.8917
1.000 0.8906
1.618 0.8887
2.618 0.8856
4.250 0.8806
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 0.8956 0.8948
PP 0.8954 0.8937
S1 0.8951 0.8926

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

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