CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 0.9280 0.9255 -0.0025 -0.3% 0.9052
High 0.9281 0.9255 -0.0026 -0.3% 0.9255
Low 0.9219 0.9192 -0.0027 -0.3% 0.9025
Close 0.9259 0.9206 -0.0054 -0.6% 0.9228
Range 0.0063 0.0064 0.0001 1.6% 0.0230
ATR 0.0071 0.0070 0.0000 -0.3% 0.0000
Volume 525 588 63 12.0% 892
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9408 0.9370 0.9240
R3 0.9344 0.9307 0.9223
R2 0.9281 0.9281 0.9217
R1 0.9243 0.9243 0.9211 0.9230
PP 0.9217 0.9217 0.9217 0.9211
S1 0.9180 0.9180 0.9200 0.9167
S2 0.9154 0.9154 0.9194
S3 0.9090 0.9116 0.9188
S4 0.9027 0.9053 0.9171
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9859 0.9774 0.9355
R3 0.9629 0.9544 0.9291
R2 0.9399 0.9399 0.9270
R1 0.9314 0.9314 0.9249 0.9357
PP 0.9169 0.9169 0.9169 0.9191
S1 0.9084 0.9084 0.9207 0.9127
S2 0.8939 0.8939 0.9186
S3 0.8709 0.8854 0.9165
S4 0.8479 0.8624 0.9102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9308 0.9192 0.0117 1.3% 0.0066 0.7% 12% False True 391
10 0.9308 0.9025 0.0283 3.1% 0.0072 0.8% 64% False False 368
20 0.9308 0.8978 0.0331 3.6% 0.0069 0.8% 69% False False 230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9525
2.618 0.9421
1.618 0.9358
1.000 0.9319
0.618 0.9294
HIGH 0.9255
0.618 0.9231
0.500 0.9223
0.382 0.9216
LOW 0.9192
0.618 0.9152
1.000 0.9128
1.618 0.9089
2.618 0.9025
4.250 0.8922
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 0.9223 0.9242
PP 0.9217 0.9230
S1 0.9211 0.9218

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

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