CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 0.8986 0.9037 0.0052 0.6% 0.9038
High 0.9064 0.9081 0.0017 0.2% 0.9066
Low 0.8985 0.9017 0.0033 0.4% 0.8965
Close 0.9026 0.9070 0.0044 0.5% 0.9026
Range 0.0079 0.0064 -0.0016 -19.6% 0.0101
ATR 0.0071 0.0070 -0.0001 -0.7% 0.0000
Volume 898 1,525 627 69.8% 2,674
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 0.9246 0.9221 0.9104
R3 0.9183 0.9158 0.9087
R2 0.9119 0.9119 0.9081
R1 0.9094 0.9094 0.9075 0.9107
PP 0.9056 0.9056 0.9056 0.9062
S1 0.9031 0.9031 0.9064 0.9043
S2 0.8992 0.8992 0.9058
S3 0.8929 0.8967 0.9052
S4 0.8865 0.8904 0.9035
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.9322 0.9275 0.9081
R3 0.9221 0.9174 0.9053
R2 0.9120 0.9120 0.9044
R1 0.9073 0.9073 0.9035 0.9046
PP 0.9019 0.9019 0.9019 0.9005
S1 0.8972 0.8972 0.9016 0.8945
S2 0.8918 0.8918 0.9007
S3 0.8817 0.8871 0.8998
S4 0.8716 0.8770 0.8970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9081 0.8965 0.0116 1.3% 0.0061 0.7% 91% True False 822
10 0.9118 0.8838 0.0281 3.1% 0.0078 0.9% 83% False False 690
20 0.9118 0.8791 0.0327 3.6% 0.0069 0.8% 85% False False 707
40 0.9308 0.8791 0.0517 5.7% 0.0068 0.8% 54% False False 491
60 0.9308 0.8736 0.0572 6.3% 0.0066 0.7% 58% False False 361
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 True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9350
2.618 0.9247
1.618 0.9183
1.000 0.9144
0.618 0.9120
HIGH 0.9081
0.618 0.9056
0.500 0.9049
0.382 0.9041
LOW 0.9017
0.618 0.8978
1.000 0.8954
1.618 0.8914
2.618 0.8851
4.250 0.8747
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 0.9063 0.9056
PP 0.9056 0.9042
S1 0.9049 0.9029

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

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