CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 0.9075 0.9030 -0.0045 -0.5% 0.8877
High 0.9118 0.9052 -0.0066 -0.7% 0.9118
Low 0.8997 0.9000 0.0003 0.0% 0.8832
Close 0.9022 0.9025 0.0003 0.0% 0.9025
Range 0.0121 0.0052 -0.0069 -57.0% 0.0287
ATR 0.0077 0.0076 -0.0002 -2.3% 0.0000
Volume 937 125 -812 -86.7% 6,714
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.9182 0.9155 0.9054
R3 0.9130 0.9103 0.9039
R2 0.9078 0.9078 0.9035
R1 0.9051 0.9051 0.9030 0.9039
PP 0.9026 0.9026 0.9026 0.9019
S1 0.8999 0.8999 0.9020 0.8987
S2 0.8974 0.8974 0.9015
S3 0.8922 0.8947 0.9011
S4 0.8870 0.8895 0.8996
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.9851 0.9725 0.9183
R3 0.9565 0.9438 0.9104
R2 0.9278 0.9278 0.9078
R1 0.9152 0.9152 0.9051 0.9215
PP 0.8992 0.8992 0.8992 0.9023
S1 0.8865 0.8865 0.8999 0.8928
S2 0.8705 0.8705 0.8972
S3 0.8419 0.8579 0.8946
S4 0.8132 0.8292 0.8867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9118 0.8832 0.0287 3.2% 0.0094 1.0% 68% False False 1,342
10 0.9118 0.8791 0.0327 3.6% 0.0081 0.9% 72% False False 916
20 0.9181 0.8791 0.0390 4.3% 0.0072 0.8% 60% False False 557
40 0.9308 0.8791 0.0517 5.7% 0.0070 0.8% 45% False False 394
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9273
2.618 0.9188
1.618 0.9136
1.000 0.9104
0.618 0.9084
HIGH 0.9052
0.618 0.9032
0.500 0.9026
0.382 0.9020
LOW 0.9000
0.618 0.8968
1.000 0.8948
1.618 0.8916
2.618 0.8864
4.250 0.8779
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 0.9026 0.9018
PP 0.9026 0.9011
S1 0.9025 0.9004

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

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