CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 0.8962 0.9028 0.0066 0.7% 0.8800
High 0.9039 0.9104 0.0065 0.7% 0.8960
Low 0.8937 0.9026 0.0089 1.0% 0.8762
Close 0.9010 0.9089 0.0080 0.9% 0.8952
Range 0.0102 0.0078 -0.0024 -23.5% 0.0198
ATR 0.0000 0.0061 0.0061 0.0000
Volume 105 614 509 484.8% 311
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9307 0.9276 0.9132
R3 0.9229 0.9198 0.9110
R2 0.9151 0.9151 0.9103
R1 0.9120 0.9120 0.9096 0.9136
PP 0.9073 0.9073 0.9073 0.9081
S1 0.9042 0.9042 0.9082 0.9058
S2 0.8995 0.8995 0.9075
S3 0.8917 0.8964 0.9068
S4 0.8839 0.8886 0.9046
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 0.9104 0.8886 0.0218 2.4% 0.0065 0.7% 93% True False 176
10 0.9104 0.8736 0.0368 4.0% 0.0062 0.7% 96% True False 130
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9436
2.618 0.9308
1.618 0.9230
1.000 0.9182
0.618 0.9152
HIGH 0.9104
0.618 0.9074
0.500 0.9065
0.382 0.9056
LOW 0.9026
0.618 0.8978
1.000 0.8948
1.618 0.8900
2.618 0.8822
4.250 0.8695
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 0.9081 0.9066
PP 0.9073 0.9043
S1 0.9065 0.9020

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

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