CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 25-May-2017
Day Change Summary
Previous Current
24-May-2017 25-May-2017 Change Change % Previous Week
Open 0.8988 0.9008 0.0020 0.2% 0.8877
High 0.9016 0.9012 -0.0004 0.0% 0.9118
Low 0.8965 0.8977 0.0013 0.1% 0.8832
Close 0.8994 0.8990 -0.0004 0.0% 0.9025
Range 0.0051 0.0035 -0.0017 -32.4% 0.0287
ATR 0.0073 0.0070 -0.0003 -3.8% 0.0000
Volume 529 872 343 64.8% 6,714
Daily Pivots for day following 25-May-2017
Classic Woodie Camarilla DeMark
R4 0.9096 0.9077 0.9008
R3 0.9062 0.9043 0.8999
R2 0.9027 0.9027 0.8996
R1 0.9008 0.9008 0.8993 0.9001
PP 0.8993 0.8993 0.8993 0.8989
S1 0.8974 0.8974 0.8986 0.8966
S2 0.8958 0.8958 0.8983
S3 0.8924 0.8939 0.8980
S4 0.8889 0.8905 0.8971
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 0.9066 0.8965 0.0101 1.1% 0.0054 0.6% 25% False False 380
10 0.9118 0.8825 0.0294 3.3% 0.0074 0.8% 56% False False 939
20 0.9118 0.8791 0.0327 3.6% 0.0068 0.8% 61% False False 593
40 0.9308 0.8791 0.0517 5.8% 0.0069 0.8% 38% False False 433
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.9158
2.618 0.9102
1.618 0.9067
1.000 0.9046
0.618 0.9033
HIGH 0.9012
0.618 0.8998
0.500 0.8994
0.382 0.8990
LOW 0.8977
0.618 0.8956
1.000 0.8943
1.618 0.8921
2.618 0.8887
4.250 0.8830
Fisher Pivots for day following 25-May-2017
Pivot 1 day 3 day
R1 0.8994 0.9015
PP 0.8993 0.9007
S1 0.8991 0.8998

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

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