CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 10-Apr-2017
Day Change Summary
Previous Current
07-Apr-2017 10-Apr-2017 Change Change % Previous Week
Open 0.9078 0.9052 -0.0026 -0.3% 0.9041
High 0.9139 0.9087 -0.0053 -0.6% 0.9139
Low 0.9043 0.9025 -0.0018 -0.2% 0.9026
Close 0.9060 0.9075 0.0015 0.2% 0.9060
Range 0.0096 0.0062 -0.0035 -35.9% 0.0114
ATR 0.0066 0.0066 0.0000 -0.5% 0.0000
Volume 634 39 -595 -93.8% 1,427
Daily Pivots for day following 10-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9247 0.9222 0.9109
R3 0.9185 0.9161 0.9092
R2 0.9124 0.9124 0.9086
R1 0.9099 0.9099 0.9081 0.9112
PP 0.9062 0.9062 0.9062 0.9068
S1 0.9038 0.9038 0.9069 0.9050
S2 0.9001 0.9001 0.9064
S3 0.8939 0.8976 0.9058
S4 0.8878 0.8915 0.9041
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9415 0.9351 0.9122
R3 0.9302 0.9238 0.9091
R2 0.9188 0.9188 0.9081
R1 0.9124 0.9124 0.9070 0.9156
PP 0.9075 0.9075 0.9075 0.9091
S1 0.9011 0.9011 0.9050 0.9043
S2 0.8961 0.8961 0.9039
S3 0.8848 0.8897 0.9029
S4 0.8734 0.8784 0.8998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9139 0.9025 0.0114 1.3% 0.0067 0.7% 44% False True 277
10 0.9143 0.8978 0.0166 1.8% 0.0067 0.7% 59% False False 169
20 0.9149 0.8762 0.0387 4.3% 0.0069 0.8% 81% False False 148
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9348
2.618 0.9248
1.618 0.9186
1.000 0.9148
0.618 0.9125
HIGH 0.9087
0.618 0.9063
0.500 0.9056
0.382 0.9048
LOW 0.9025
0.618 0.8987
1.000 0.8964
1.618 0.8925
2.618 0.8864
4.250 0.8764
Fisher Pivots for day following 10-Apr-2017
Pivot 1 day 3 day
R1 0.9069 0.9082
PP 0.9062 0.9080
S1 0.9056 0.9077

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

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