CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 0.8823 0.8795 -0.0029 -0.3% 0.9042
High 0.8847 0.8861 0.0014 0.2% 0.9043
Low 0.8792 0.8791 -0.0001 0.0% 0.8898
Close 0.8794 0.8830 0.0037 0.4% 0.8931
Range 0.0056 0.0070 0.0014 25.0% 0.0145
ATR 0.0068 0.0068 0.0000 0.3% 0.0000
Volume 127 1,001 874 688.2% 872
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 0.9037 0.9004 0.8869
R3 0.8967 0.8934 0.8849
R2 0.8897 0.8897 0.8843
R1 0.8864 0.8864 0.8836 0.8881
PP 0.8827 0.8827 0.8827 0.8836
S1 0.8794 0.8794 0.8824 0.8811
S2 0.8757 0.8757 0.8817
S3 0.8687 0.8724 0.8811
S4 0.8617 0.8654 0.8792
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 0.8791 0.0181 2.0% 0.0069 0.8% 22% False True 363
10 0.9057 0.8791 0.0266 3.0% 0.0061 0.7% 15% False True 247
20 0.9308 0.8791 0.0517 5.9% 0.0064 0.7% 8% False True 282
40 0.9308 0.8791 0.0517 5.9% 0.0067 0.8% 8% False True 229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9159
2.618 0.9044
1.618 0.8974
1.000 0.8931
0.618 0.8904
HIGH 0.8861
0.618 0.8834
0.500 0.8826
0.382 0.8818
LOW 0.8791
0.618 0.8748
1.000 0.8721
1.618 0.8678
2.618 0.8608
4.250 0.8494
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 0.8829 0.8839
PP 0.8827 0.8836
S1 0.8826 0.8833

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

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