CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 0.9032 0.8988 -0.0044 -0.5% 0.8877
High 0.9066 0.9016 -0.0050 -0.6% 0.9118
Low 0.8987 0.8965 -0.0022 -0.2% 0.8832
Close 0.8996 0.8994 -0.0003 0.0% 0.9025
Range 0.0079 0.0051 -0.0028 -35.4% 0.0287
ATR 0.0074 0.0073 -0.0002 -2.2% 0.0000
Volume 287 529 242 84.3% 6,714
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 0.9144 0.9120 0.9022
R3 0.9093 0.9069 0.9008
R2 0.9042 0.9042 0.9003
R1 0.9018 0.9018 0.8998 0.9030
PP 0.8991 0.8991 0.8991 0.8997
S1 0.8967 0.8967 0.8989 0.8979
S2 0.8940 0.8940 0.8984
S3 0.8889 0.8916 0.8979
S4 0.8838 0.8865 0.8965
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 0.8965 0.0154 1.7% 0.0071 0.8% 19% False True 393
10 0.9118 0.8791 0.0327 3.6% 0.0078 0.9% 62% False False 951
20 0.9118 0.8791 0.0327 3.6% 0.0068 0.8% 62% False False 559
40 0.9308 0.8791 0.0517 5.7% 0.0069 0.8% 39% False False 413
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.9149
1.618 0.9098
1.000 0.9067
0.618 0.9047
HIGH 0.9016
0.618 0.8996
0.500 0.8990
0.382 0.8984
LOW 0.8965
0.618 0.8933
1.000 0.8914
1.618 0.8882
2.618 0.8831
4.250 0.8748
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 0.8992 0.9015
PP 0.8991 0.9008
S1 0.8990 0.9001

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

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