CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 0.8907 0.9075 0.0168 1.9% 0.8910
High 0.9073 0.9118 0.0045 0.5% 0.8947
Low 0.8889 0.8997 0.0108 1.2% 0.8791
Close 0.9048 0.9022 -0.0026 -0.3% 0.8865
Range 0.0184 0.0121 -0.0063 -34.2% 0.0156
ATR 0.0074 0.0077 0.0003 4.5% 0.0000
Volume 1,173 937 -236 -20.1% 2,454
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 0.9409 0.9336 0.9089
R3 0.9288 0.9215 0.9055
R2 0.9167 0.9167 0.9044
R1 0.9094 0.9094 0.9033 0.9070
PP 0.9046 0.9046 0.9046 0.9034
S1 0.8973 0.8973 0.9011 0.8949
S2 0.8925 0.8925 0.9000
S3 0.8804 0.8852 0.8989
S4 0.8683 0.8731 0.8955
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 0.9118 0.8825 0.0294 3.3% 0.0095 1.1% 67% True False 1,497
10 0.9118 0.8791 0.0327 3.6% 0.0082 0.9% 71% True False 930
20 0.9242 0.8791 0.0451 5.0% 0.0071 0.8% 51% False False 559
40 0.9308 0.8791 0.0517 5.7% 0.0070 0.8% 45% False False 394
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 True
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9632
2.618 0.9435
1.618 0.9314
1.000 0.9239
0.618 0.9193
HIGH 0.9118
0.618 0.9072
0.500 0.9058
0.382 0.9043
LOW 0.8997
0.618 0.8922
1.000 0.8876
1.618 0.8801
2.618 0.8680
4.250 0.8483
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 0.9058 0.9007
PP 0.9046 0.8993
S1 0.9034 0.8978

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

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