CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 23-Mar-2017
Day Change Summary
Previous Current
22-Mar-2017 23-Mar-2017 Change Change % Previous Week
Open 0.9028 0.9062 0.0034 0.4% 0.8800
High 0.9104 0.9108 0.0004 0.0% 0.8960
Low 0.9026 0.9037 0.0011 0.1% 0.8762
Close 0.9089 0.9072 -0.0017 -0.2% 0.8952
Range 0.0078 0.0071 -0.0008 -9.6% 0.0198
ATR 0.0061 0.0061 0.0001 1.1% 0.0000
Volume 614 110 -504 -82.1% 311
Daily Pivots for day following 23-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9284 0.9248 0.9111
R3 0.9213 0.9178 0.9091
R2 0.9143 0.9143 0.9085
R1 0.9107 0.9107 0.9078 0.9125
PP 0.9072 0.9072 0.9072 0.9081
S1 0.9037 0.9037 0.9066 0.9055
S2 0.9002 0.9002 0.9059
S3 0.8931 0.8966 0.9053
S4 0.8861 0.8896 0.9033
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 0.9108 0.8890 0.0218 2.4% 0.0070 0.8% 84% True False 172
10 0.9108 0.8736 0.0372 4.1% 0.0066 0.7% 90% True False 121
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9407
2.618 0.9292
1.618 0.9222
1.000 0.9178
0.618 0.9151
HIGH 0.9108
0.618 0.9081
0.500 0.9072
0.382 0.9064
LOW 0.9037
0.618 0.8993
1.000 0.8967
1.618 0.8923
2.618 0.8852
4.250 0.8737
Fisher Pivots for day following 23-Mar-2017
Pivot 1 day 3 day
R1 0.9072 0.9055
PP 0.9072 0.9039
S1 0.9072 0.9022

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

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