CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 0.9062 0.9040 -0.0022 -0.2% 0.8957
High 0.9108 0.9108 0.0000 0.0% 0.9108
Low 0.9037 0.9040 0.0003 0.0% 0.8936
Close 0.9072 0.9096 0.0024 0.3% 0.9096
Range 0.0071 0.0068 -0.0003 -4.3% 0.0172
ATR 0.0061 0.0062 0.0000 0.7% 0.0000
Volume 110 44 -66 -60.0% 887
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9284 0.9257 0.9133
R3 0.9216 0.9190 0.9115
R2 0.9149 0.9149 0.9108
R1 0.9122 0.9122 0.9102 0.9136
PP 0.9081 0.9081 0.9081 0.9088
S1 0.9055 0.9055 0.9090 0.9068
S2 0.9014 0.9014 0.9084
S3 0.8946 0.8987 0.9077
S4 0.8879 0.8920 0.9059
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9561 0.9500 0.9190
R3 0.9390 0.9329 0.9143
R2 0.9218 0.9218 0.9127
R1 0.9157 0.9157 0.9112 0.9188
PP 0.9047 0.9047 0.9047 0.9062
S1 0.8986 0.8986 0.9080 0.9016
S2 0.8875 0.8875 0.9065
S3 0.8704 0.8814 0.9049
S4 0.8532 0.8643 0.9002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9108 0.8936 0.0172 1.9% 0.0070 0.8% 93% True False 177
10 0.9108 0.8762 0.0346 3.8% 0.0066 0.7% 97% True False 119
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9394
2.618 0.9284
1.618 0.9217
1.000 0.9175
0.618 0.9149
HIGH 0.9108
0.618 0.9082
0.500 0.9074
0.382 0.9066
LOW 0.9040
0.618 0.8998
1.000 0.8973
1.618 0.8931
2.618 0.8863
4.250 0.8753
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 0.9089 0.9086
PP 0.9081 0.9077
S1 0.9074 0.9067

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

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