CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 0.9050 0.9046 -0.0004 0.0% 0.9253
High 0.9073 0.9058 -0.0015 -0.2% 0.9308
Low 0.9002 0.9015 0.0013 0.1% 0.9192
Close 0.9034 0.9045 0.0011 0.1% 0.9215
Range 0.0071 0.0043 -0.0028 -39.4% 0.0117
ATR 0.0074 0.0072 -0.0002 -3.0% 0.0000
Volume 279 192 -87 -31.2% 1,972
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9168 0.9149 0.9068
R3 0.9125 0.9106 0.9056
R2 0.9082 0.9082 0.9052
R1 0.9063 0.9063 0.9048 0.9051
PP 0.9039 0.9039 0.9039 0.9033
S1 0.9020 0.9020 0.9041 0.9008
S2 0.8996 0.8996 0.9037
S3 0.8953 0.8977 0.9033
S4 0.8910 0.8934 0.9021
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 0.9242 0.9002 0.0240 2.6% 0.0069 0.8% 18% False False 243
10 0.9308 0.9002 0.0306 3.4% 0.0067 0.7% 14% False False 317
20 0.9308 0.8978 0.0331 3.7% 0.0070 0.8% 20% False False 274
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9241
2.618 0.9171
1.618 0.9128
1.000 0.9101
0.618 0.9085
HIGH 0.9058
0.618 0.9042
0.500 0.9037
0.382 0.9031
LOW 0.9015
0.618 0.8988
1.000 0.8972
1.618 0.8945
2.618 0.8902
4.250 0.8832
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 0.9042 0.9091
PP 0.9039 0.9076
S1 0.9037 0.9060

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

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