CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 0.9064 0.9021 -0.0044 -0.5% 0.9037
High 0.9075 0.9105 0.0030 0.3% 0.9105
Low 0.9013 0.8994 -0.0019 -0.2% 0.8994
Close 0.9027 0.9094 0.0067 0.7% 0.9094
Range 0.0063 0.0112 0.0049 78.4% 0.0112
ATR 0.0070 0.0073 0.0003 4.3% 0.0000
Volume 3,612 5,994 2,382 65.9% 14,799
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9399 0.9358 0.9155
R3 0.9287 0.9246 0.9124
R2 0.9176 0.9176 0.9114
R1 0.9135 0.9135 0.9104 0.9155
PP 0.9064 0.9064 0.9064 0.9074
S1 0.9023 0.9023 0.9083 0.9044
S2 0.8953 0.8953 0.9073
S3 0.8841 0.8912 0.9063
S4 0.8730 0.8800 0.9032
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9399 0.9358 0.9155
R3 0.9287 0.9246 0.9124
R2 0.9176 0.9176 0.9114
R1 0.9135 0.9135 0.9104 0.9155
PP 0.9064 0.9064 0.9064 0.9074
S1 0.9023 0.9023 0.9083 0.9044
S2 0.8953 0.8953 0.9073
S3 0.8841 0.8912 0.9063
S4 0.8730 0.8800 0.9032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9105 0.8985 0.0121 1.3% 0.0075 0.8% 90% True False 3,139
10 0.9105 0.8965 0.0141 1.5% 0.0065 0.7% 92% True False 1,759
20 0.9118 0.8791 0.0327 3.6% 0.0073 0.8% 93% False False 1,345
40 0.9308 0.8791 0.0517 5.7% 0.0070 0.8% 59% False False 811
60 0.9308 0.8736 0.0572 6.3% 0.0068 0.7% 63% False False 578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9579
2.618 0.9397
1.618 0.9285
1.000 0.9217
0.618 0.9174
HIGH 0.9105
0.618 0.9062
0.500 0.9049
0.382 0.9036
LOW 0.8994
0.618 0.8925
1.000 0.8882
1.618 0.8813
2.618 0.8702
4.250 0.8520
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 0.9079 0.9079
PP 0.9064 0.9064
S1 0.9049 0.9049

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

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