CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 0.9042 0.8995 -0.0047 -0.5% 0.9132
High 0.9043 0.8997 -0.0047 -0.5% 0.9181
Low 0.8987 0.8957 -0.0031 -0.3% 0.9002
Close 0.8995 0.8981 -0.0014 -0.2% 0.9032
Range 0.0056 0.0040 -0.0016 -28.6% 0.0179
ATR 0.0070 0.0068 -0.0002 -3.0% 0.0000
Volume 84 69 -15 -17.9% 1,111
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 0.9098 0.9080 0.9003
R3 0.9058 0.9040 0.8992
R2 0.9018 0.9018 0.8988
R1 0.9000 0.9000 0.8985 0.8989
PP 0.8978 0.8978 0.8978 0.8973
S1 0.8960 0.8960 0.8977 0.8949
S2 0.8938 0.8938 0.8974
S3 0.8898 0.8920 0.8970
S4 0.8858 0.8880 0.8959
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9607 0.9498 0.9130
R3 0.9429 0.9320 0.9081
R2 0.9250 0.9250 0.9065
R1 0.9141 0.9141 0.9048 0.9106
PP 0.9071 0.9071 0.9071 0.9054
S1 0.8962 0.8962 0.9016 0.8928
S2 0.8893 0.8893 0.8999
S3 0.8714 0.8784 0.8983
S4 0.8536 0.8605 0.8934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9073 0.8957 0.0117 1.3% 0.0052 0.6% 21% False True 134
10 0.9281 0.8957 0.0325 3.6% 0.0062 0.7% 8% False True 253
20 0.9308 0.8957 0.0352 3.9% 0.0067 0.7% 7% False True 273
40 0.9308 0.8736 0.0572 6.4% 0.0065 0.7% 43% False False 189
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9167
2.618 0.9101
1.618 0.9061
1.000 0.9037
0.618 0.9021
HIGH 0.8997
0.618 0.8981
0.500 0.8977
0.382 0.8972
LOW 0.8957
0.618 0.8932
1.000 0.8917
1.618 0.8892
2.618 0.8852
4.250 0.8787
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 0.8980 0.9007
PP 0.8978 0.8998
S1 0.8977 0.8990

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

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