CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 0.9052 0.9092 0.0040 0.4% 0.9041
High 0.9087 0.9185 0.0098 1.1% 0.9139
Low 0.9025 0.9084 0.0059 0.7% 0.9026
Close 0.9075 0.9179 0.0104 1.1% 0.9060
Range 0.0062 0.0101 0.0039 63.4% 0.0114
ATR 0.0066 0.0069 0.0003 4.7% 0.0000
Volume 39 346 307 787.2% 1,427
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9451 0.9415 0.9234
R3 0.9350 0.9315 0.9206
R2 0.9250 0.9250 0.9197
R1 0.9214 0.9214 0.9188 0.9232
PP 0.9149 0.9149 0.9149 0.9158
S1 0.9114 0.9114 0.9169 0.9131
S2 0.9049 0.9049 0.9160
S3 0.8948 0.9013 0.9151
S4 0.8848 0.8913 0.9123
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 0.9185 0.9025 0.0160 1.7% 0.0079 0.9% 96% True False 301
10 0.9185 0.8978 0.0207 2.3% 0.0069 0.8% 97% True False 199
20 0.9185 0.8784 0.0401 4.4% 0.0072 0.8% 99% True False 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9612
2.618 0.9448
1.618 0.9347
1.000 0.9285
0.618 0.9247
HIGH 0.9185
0.618 0.9146
0.500 0.9134
0.382 0.9122
LOW 0.9084
0.618 0.9022
1.000 0.8984
1.618 0.8921
2.618 0.8821
4.250 0.8657
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 0.9164 0.9154
PP 0.9149 0.9129
S1 0.9134 0.9105

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

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