CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 0.8957 0.8962 0.0006 0.1% 0.8800
High 0.8967 0.9039 0.0073 0.8% 0.8960
Low 0.8936 0.8937 0.0001 0.0% 0.8762
Close 0.8959 0.9010 0.0051 0.6% 0.8952
Range 0.0031 0.0102 0.0072 234.4% 0.0198
ATR
Volume 14 105 91 650.0% 311
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9301 0.9257 0.9066
R3 0.9199 0.9155 0.9038
R2 0.9097 0.9097 0.9028
R1 0.9053 0.9053 0.9019 0.9075
PP 0.8995 0.8995 0.8995 0.9006
S1 0.8951 0.8951 0.9000 0.8973
S2 0.8893 0.8893 0.8991
S3 0.8791 0.8849 0.8981
S4 0.8689 0.8747 0.8953
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 0.9039 0.8784 0.0255 2.8% 0.0075 0.8% 88% True False 83
10 0.9039 0.8736 0.0303 3.4% 0.0062 0.7% 90% True False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9473
2.618 0.9306
1.618 0.9204
1.000 0.9141
0.618 0.9102
HIGH 0.9039
0.618 0.9000
0.500 0.8988
0.382 0.8976
LOW 0.8937
0.618 0.8874
1.000 0.8835
1.618 0.8772
2.618 0.8670
4.250 0.8504
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 0.9002 0.8994
PP 0.8995 0.8979
S1 0.8988 0.8964

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

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