CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 0.9040 0.9079 0.0039 0.4% 0.8957
High 0.9108 0.9149 0.0041 0.5% 0.9108
Low 0.9040 0.9079 0.0039 0.4% 0.8936
Close 0.9096 0.9112 0.0016 0.2% 0.9096
Range 0.0068 0.0070 0.0003 3.7% 0.0172
ATR 0.0062 0.0062 0.0001 0.9% 0.0000
Volume 44 82 38 86.4% 887
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9323 0.9288 0.9151
R3 0.9253 0.9218 0.9131
R2 0.9183 0.9183 0.9125
R1 0.9148 0.9148 0.9118 0.9165
PP 0.9113 0.9113 0.9113 0.9122
S1 0.9078 0.9078 0.9106 0.9095
S2 0.9043 0.9043 0.9099
S3 0.8973 0.9008 0.9093
S4 0.8903 0.8938 0.9074
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 0.9149 0.8937 0.0212 2.3% 0.0078 0.9% 83% True False 191
10 0.9149 0.8762 0.0387 4.2% 0.0071 0.8% 91% True False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9446
2.618 0.9332
1.618 0.9262
1.000 0.9219
0.618 0.9192
HIGH 0.9149
0.618 0.9122
0.500 0.9114
0.382 0.9105
LOW 0.9079
0.618 0.9035
1.000 0.9009
1.618 0.8965
2.618 0.8895
4.250 0.8781
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 0.9114 0.9106
PP 0.9113 0.9099
S1 0.9113 0.9093

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

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