CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 0.8795 0.8839 0.0044 0.5% 0.8910
High 0.8861 0.8882 0.0021 0.2% 0.8947
Low 0.8791 0.8825 0.0034 0.4% 0.8791
Close 0.8830 0.8865 0.0035 0.4% 0.8865
Range 0.0070 0.0057 -0.0013 -18.6% 0.0156
ATR 0.0068 0.0067 -0.0001 -1.1% 0.0000
Volume 1,001 900 -101 -10.1% 2,454
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.9028 0.9003 0.8896
R3 0.8971 0.8946 0.8880
R2 0.8914 0.8914 0.8875
R1 0.8889 0.8889 0.8870 0.8902
PP 0.8857 0.8857 0.8857 0.8863
S1 0.8832 0.8832 0.8859 0.8845
S2 0.8800 0.8800 0.8854
S3 0.8743 0.8775 0.8849
S4 0.8686 0.8718 0.8833
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.9334 0.9255 0.8950
R3 0.9178 0.9099 0.8907
R2 0.9023 0.9023 0.8893
R1 0.8944 0.8944 0.8879 0.8906
PP 0.8867 0.8867 0.8867 0.8848
S1 0.8788 0.8788 0.8850 0.8750
S2 0.8712 0.8712 0.8836
S3 0.8556 0.8633 0.8822
S4 0.8401 0.8477 0.8779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8947 0.8791 0.0156 1.8% 0.0069 0.8% 47% False False 490
10 0.9043 0.8791 0.0252 2.8% 0.0062 0.7% 29% False False 332
20 0.9308 0.8791 0.0517 5.8% 0.0064 0.7% 14% False False 320
40 0.9308 0.8791 0.0517 5.8% 0.0067 0.8% 14% False False 248
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.9031
1.618 0.8974
1.000 0.8939
0.618 0.8917
HIGH 0.8882
0.618 0.8860
0.500 0.8853
0.382 0.8846
LOW 0.8825
0.618 0.8789
1.000 0.8768
1.618 0.8732
2.618 0.8675
4.250 0.8582
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 0.8861 0.8855
PP 0.8857 0.8846
S1 0.8853 0.8836

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

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