CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 0.9148 0.9137 -0.0011 -0.1% 0.9095
High 0.9182 0.9145 -0.0037 -0.4% 0.9205
Low 0.9099 0.9064 -0.0035 -0.4% 0.9064
Close 0.9137 0.9116 -0.0021 -0.2% 0.9116
Range 0.0084 0.0081 -0.0003 -3.0% 0.0141
ATR 0.0073 0.0073 0.0001 0.8% 0.0000
Volume 9,873 34,427 24,554 248.7% 81,084
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9351 0.9315 0.9161
R3 0.9270 0.9234 0.9138
R2 0.9189 0.9189 0.9131
R1 0.9153 0.9153 0.9123 0.9131
PP 0.9108 0.9108 0.9108 0.9097
S1 0.9072 0.9072 0.9109 0.9050
S2 0.9027 0.9027 0.9101
S3 0.8946 0.8991 0.9094
S4 0.8865 0.8910 0.9071
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9550 0.9473 0.9193
R3 0.9409 0.9333 0.9155
R2 0.9269 0.9269 0.9142
R1 0.9192 0.9192 0.9129 0.9231
PP 0.9128 0.9128 0.9128 0.9147
S1 0.9052 0.9052 0.9103 0.9090
S2 0.8988 0.8988 0.9090
S3 0.8847 0.8911 0.9077
S4 0.8707 0.8771 0.9039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9205 0.9064 0.0141 1.5% 0.0073 0.8% 37% False True 16,216
10 0.9205 0.8985 0.0220 2.4% 0.0074 0.8% 60% False False 9,678
20 0.9205 0.8825 0.0380 4.2% 0.0074 0.8% 77% False False 5,308
40 0.9308 0.8791 0.0517 5.7% 0.0069 0.8% 63% False False 2,795
60 0.9308 0.8791 0.0517 5.7% 0.0069 0.8% 63% False False 1,922
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 False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9489
2.618 0.9357
1.618 0.9276
1.000 0.9226
0.618 0.9195
HIGH 0.9145
0.618 0.9114
0.500 0.9105
0.382 0.9095
LOW 0.9064
0.618 0.9014
1.000 0.8983
1.618 0.8933
2.618 0.8852
4.250 0.8720
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 0.9112 0.9134
PP 0.9108 0.9128
S1 0.9105 0.9122

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

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