CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 0.9055 0.8982 -0.0074 -0.8% 0.9079
High 0.9078 0.9051 -0.0027 -0.3% 0.9149
Low 0.8999 0.8978 -0.0021 -0.2% 0.8978
Close 0.9026 0.9049 0.0023 0.3% 0.9049
Range 0.0080 0.0074 -0.0006 -7.5% 0.0171
ATR 0.0064 0.0064 0.0001 1.1% 0.0000
Volume 56 79 23 41.1% 313
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9246 0.9221 0.9089
R3 0.9173 0.9148 0.9069
R2 0.9099 0.9099 0.9062
R1 0.9074 0.9074 0.9056 0.9087
PP 0.9026 0.9026 0.9026 0.9032
S1 0.9001 0.9001 0.9042 0.9013
S2 0.8952 0.8952 0.9036
S3 0.8879 0.8927 0.9029
S4 0.8805 0.8854 0.9009
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9571 0.9481 0.9143
R3 0.9400 0.9310 0.9096
R2 0.9229 0.9229 0.9080
R1 0.9139 0.9139 0.9065 0.9099
PP 0.9058 0.9058 0.9058 0.9038
S1 0.8968 0.8968 0.9033 0.8928
S2 0.8887 0.8887 0.9018
S3 0.8716 0.8797 0.9002
S4 0.8545 0.8626 0.8955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9149 0.8978 0.0171 1.9% 0.0070 0.8% 42% False True 62
10 0.9149 0.8936 0.0213 2.3% 0.0070 0.8% 53% False False 120
20 0.9149 0.8736 0.0413 4.6% 0.0062 0.7% 76% False False 102
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9363
2.618 0.9243
1.618 0.9170
1.000 0.9125
0.618 0.9096
HIGH 0.9051
0.618 0.9023
0.500 0.9014
0.382 0.9006
LOW 0.8978
0.618 0.8932
1.000 0.8904
1.618 0.8859
2.618 0.8785
4.250 0.8665
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 0.9037 0.9045
PP 0.9026 0.9042
S1 0.9014 0.9038

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

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