CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 0.9092 0.9181 0.0090 1.0% 0.9041
High 0.9185 0.9237 0.0053 0.6% 0.9139
Low 0.9084 0.9163 0.0079 0.9% 0.9026
Close 0.9179 0.9174 -0.0005 0.0% 0.9060
Range 0.0101 0.0074 -0.0027 -26.9% 0.0114
ATR 0.0069 0.0069 0.0000 0.5% 0.0000
Volume 346 366 20 5.8% 1,427
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9412 0.9367 0.9214
R3 0.9339 0.9293 0.9194
R2 0.9265 0.9265 0.9187
R1 0.9220 0.9220 0.9181 0.9206
PP 0.9191 0.9191 0.9191 0.9184
S1 0.9146 0.9146 0.9167 0.9132
S2 0.9118 0.9118 0.9161
S3 0.9044 0.9072 0.9154
S4 0.8971 0.8999 0.9134
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 0.9237 0.9025 0.0212 2.3% 0.0079 0.9% 70% True False 345
10 0.9237 0.8978 0.0260 2.8% 0.0072 0.8% 76% True False 231
20 0.9237 0.8886 0.0351 3.8% 0.0069 0.8% 82% True False 176
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9549
2.618 0.9429
1.618 0.9356
1.000 0.9311
0.618 0.9282
HIGH 0.9237
0.618 0.9209
0.500 0.9200
0.382 0.9192
LOW 0.9163
0.618 0.9118
1.000 0.9090
1.618 0.9045
2.618 0.8971
4.250 0.8851
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 0.9200 0.9160
PP 0.9191 0.9145
S1 0.9183 0.9131

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

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