CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 26-Apr-2017
Day Change Summary
Previous Current
25-Apr-2017 26-Apr-2017 Change Change % Previous Week
Open 0.9180 0.9050 -0.0130 -1.4% 0.9253
High 0.9181 0.9073 -0.0108 -1.2% 0.9308
Low 0.9051 0.9002 -0.0049 -0.5% 0.9192
Close 0.9059 0.9034 -0.0025 -0.3% 0.9215
Range 0.0130 0.0071 -0.0058 -45.2% 0.0117
ATR 0.0075 0.0074 0.0000 -0.4% 0.0000
Volume 166 279 113 68.1% 1,972
Daily Pivots for day following 26-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9249 0.9213 0.9073
R3 0.9178 0.9142 0.9054
R2 0.9107 0.9107 0.9047
R1 0.9071 0.9071 0.9041 0.9054
PP 0.9036 0.9036 0.9036 0.9028
S1 0.9000 0.9000 0.9027 0.8982
S2 0.8965 0.8965 0.9021
S3 0.8894 0.8929 0.9014
S4 0.8823 0.8858 0.8995
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 0.9255 0.9002 0.0253 2.8% 0.0073 0.8% 13% False True 322
10 0.9308 0.9002 0.0306 3.4% 0.0070 0.8% 10% False True 335
20 0.9308 0.8978 0.0331 3.7% 0.0070 0.8% 17% False False 267
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9375
2.618 0.9259
1.618 0.9188
1.000 0.9144
0.618 0.9117
HIGH 0.9073
0.618 0.9046
0.500 0.9037
0.382 0.9029
LOW 0.9002
0.618 0.8958
1.000 0.8931
1.618 0.8887
2.618 0.8816
4.250 0.8700
Fisher Pivots for day following 26-Apr-2017
Pivot 1 day 3 day
R1 0.9037 0.9091
PP 0.9036 0.9072
S1 0.9035 0.9053

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

View Archives - Comment on this page... - Back to Index of Symbols