CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 0.9030 0.9038 0.0008 0.1% 0.8877
High 0.9052 0.9060 0.0008 0.1% 0.9118
Low 0.9000 0.9007 0.0007 0.1% 0.8832
Close 0.9025 0.9040 0.0015 0.2% 0.9025
Range 0.0052 0.0054 0.0002 2.9% 0.0287
ATR 0.0076 0.0074 -0.0002 -2.1% 0.0000
Volume 125 88 -37 -29.6% 6,714
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 0.9196 0.9172 0.9069
R3 0.9143 0.9118 0.9055
R2 0.9089 0.9089 0.9050
R1 0.9065 0.9065 0.9045 0.9077
PP 0.9036 0.9036 0.9036 0.9042
S1 0.9011 0.9011 0.9035 0.9023
S2 0.8982 0.8982 0.9030
S3 0.8929 0.8958 0.9025
S4 0.8875 0.8904 0.9011
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 0.8838 0.0281 3.1% 0.0095 1.1% 72% False False 558
10 0.9118 0.8791 0.0327 3.6% 0.0080 0.9% 76% False False 911
20 0.9181 0.8791 0.0390 4.3% 0.0072 0.8% 64% False False 540
40 0.9308 0.8791 0.0517 5.7% 0.0069 0.8% 48% False False 396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9287
2.618 0.9200
1.618 0.9147
1.000 0.9114
0.618 0.9093
HIGH 0.9060
0.618 0.9040
0.500 0.9033
0.382 0.9027
LOW 0.9007
0.618 0.8973
1.000 0.8953
1.618 0.8920
2.618 0.8866
4.250 0.8779
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 0.9038 0.9058
PP 0.9036 0.9052
S1 0.9033 0.9046

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

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