CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 0.8887 0.8823 -0.0064 -0.7% 0.9042
High 0.8887 0.8847 -0.0040 -0.4% 0.9043
Low 0.8795 0.8792 -0.0004 0.0% 0.8898
Close 0.8799 0.8794 -0.0006 -0.1% 0.8931
Range 0.0092 0.0056 -0.0036 -39.1% 0.0145
ATR 0.0068 0.0068 -0.0001 -1.3% 0.0000
Volume 281 127 -154 -54.8% 872
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 0.8979 0.8942 0.8824
R3 0.8923 0.8886 0.8809
R2 0.8867 0.8867 0.8804
R1 0.8830 0.8830 0.8799 0.8820
PP 0.8811 0.8811 0.8811 0.8806
S1 0.8774 0.8774 0.8788 0.8765
S2 0.8755 0.8755 0.8783
S3 0.8699 0.8718 0.8778
S4 0.8643 0.8662 0.8763
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9306 0.9010
R3 0.9247 0.9161 0.8970
R2 0.9102 0.9102 0.8957
R1 0.9016 0.9016 0.8944 0.8987
PP 0.8957 0.8957 0.8957 0.8942
S1 0.8871 0.8871 0.8917 0.8842
S2 0.8812 0.8812 0.8904
S3 0.8667 0.8726 0.8891
S4 0.8522 0.8581 0.8851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8972 0.8792 0.0181 2.1% 0.0066 0.7% 1% False True 228
10 0.9058 0.8792 0.0267 3.0% 0.0058 0.7% 1% False True 166
20 0.9308 0.8792 0.0517 5.9% 0.0064 0.7% 0% False True 250
40 0.9308 0.8784 0.0524 6.0% 0.0068 0.8% 2% False False 208
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9085
2.618 0.8994
1.618 0.8938
1.000 0.8903
0.618 0.8882
HIGH 0.8847
0.618 0.8826
0.500 0.8819
0.382 0.8813
LOW 0.8792
0.618 0.8757
1.000 0.8736
1.618 0.8701
2.618 0.8645
4.250 0.8554
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 0.8819 0.8869
PP 0.8811 0.8844
S1 0.8802 0.8819

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

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