CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 03-Apr-2017
Day Change Summary
Previous Current
31-Mar-2017 03-Apr-2017 Change Change % Previous Week
Open 0.8982 0.9041 0.0060 0.7% 0.9079
High 0.9051 0.9083 0.0032 0.4% 0.9149
Low 0.8978 0.9026 0.0048 0.5% 0.8978
Close 0.9049 0.9076 0.0027 0.3% 0.9049
Range 0.0074 0.0058 -0.0016 -21.8% 0.0171
ATR 0.0064 0.0064 0.0000 -0.8% 0.0000
Volume 79 78 -1 -1.3% 313
Daily Pivots for day following 03-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9234 0.9212 0.9107
R3 0.9176 0.9155 0.9091
R2 0.9119 0.9119 0.9086
R1 0.9097 0.9097 0.9081 0.9108
PP 0.9061 0.9061 0.9061 0.9067
S1 0.9040 0.9040 0.9070 0.9051
S2 0.9004 0.9004 0.9065
S3 0.8946 0.8982 0.9060
S4 0.8889 0.8925 0.9044
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 0.9143 0.8978 0.0166 1.8% 0.0067 0.7% 59% False False 61
10 0.9149 0.8937 0.0212 2.3% 0.0073 0.8% 65% False False 126
20 0.9149 0.8736 0.0413 4.5% 0.0063 0.7% 82% False False 105
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9327
2.618 0.9234
1.618 0.9176
1.000 0.9141
0.618 0.9119
HIGH 0.9083
0.618 0.9061
0.500 0.9054
0.382 0.9047
LOW 0.9026
0.618 0.8990
1.000 0.8968
1.618 0.8932
2.618 0.8875
4.250 0.8781
Fisher Pivots for day following 03-Apr-2017
Pivot 1 day 3 day
R1 0.9068 0.9060
PP 0.9061 0.9045
S1 0.9054 0.9030

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

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