CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 21-Apr-2017
Day Change Summary
Previous Current
20-Apr-2017 21-Apr-2017 Change Change % Previous Week
Open 0.9255 0.9199 -0.0057 -0.6% 0.9253
High 0.9255 0.9242 -0.0014 -0.1% 0.9308
Low 0.9192 0.9196 0.0005 0.0% 0.9192
Close 0.9206 0.9215 0.0009 0.1% 0.9215
Range 0.0064 0.0046 -0.0018 -28.3% 0.0117
ATR 0.0070 0.0069 -0.0002 -2.5% 0.0000
Volume 588 155 -433 -73.6% 1,972
Daily Pivots for day following 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9354 0.9330 0.9240
R3 0.9308 0.9284 0.9227
R2 0.9263 0.9263 0.9223
R1 0.9239 0.9239 0.9219 0.9251
PP 0.9217 0.9217 0.9217 0.9223
S1 0.9193 0.9193 0.9210 0.9205
S2 0.9172 0.9172 0.9206
S3 0.9126 0.9148 0.9202
S4 0.9081 0.9102 0.9189
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9588 0.9518 0.9279
R3 0.9471 0.9401 0.9247
R2 0.9355 0.9355 0.9236
R1 0.9285 0.9285 0.9225 0.9261
PP 0.9238 0.9238 0.9238 0.9226
S1 0.9168 0.9168 0.9204 0.9145
S2 0.9122 0.9122 0.9193
S3 0.9005 0.9052 0.9182
S4 0.8889 0.8935 0.9150
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% 0.0064 0.7% 20% False False 394
10 0.9308 0.9025 0.0283 3.1% 0.0071 0.8% 67% False False 349
20 0.9308 0.8978 0.0331 3.6% 0.0068 0.7% 72% False False 232
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9361
1.618 0.9315
1.000 0.9287
0.618 0.9270
HIGH 0.9242
0.618 0.9224
0.500 0.9219
0.382 0.9213
LOW 0.9196
0.618 0.9168
1.000 0.9151
1.618 0.9122
2.618 0.9077
4.250 0.9003
Fisher Pivots for day following 21-Apr-2017
Pivot 1 day 3 day
R1 0.9219 0.9236
PP 0.9217 0.9229
S1 0.9216 0.9222

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

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