CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 0.9062 0.9000 -0.0062 -0.7% 0.9095
High 0.9064 0.9020 -0.0044 -0.5% 0.9228
Low 0.8996 0.8982 -0.0014 -0.2% 0.9012
Close 0.9002 0.9013 0.0011 0.1% 0.9059
Range 0.0068 0.0038 -0.0030 -44.1% 0.0217
ATR 0.0078 0.0075 -0.0003 -3.6% 0.0000
Volume 101,524 121,130 19,606 19.3% 427,019
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9119 0.9104 0.9033
R3 0.9081 0.9066 0.9023
R2 0.9043 0.9043 0.9019
R1 0.9028 0.9028 0.9016 0.9035
PP 0.9005 0.9005 0.9005 0.9008
S1 0.8990 0.8990 0.9009 0.8997
S2 0.8967 0.8967 0.9006
S3 0.8929 0.8952 0.9002
S4 0.8891 0.8914 0.8992
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9749 0.9621 0.9178
R3 0.9533 0.9404 0.9119
R2 0.9316 0.9316 0.9099
R1 0.9188 0.9188 0.9079 0.9144
PP 0.9100 0.9100 0.9100 0.9078
S1 0.8971 0.8971 0.9039 0.8927
S2 0.8883 0.8883 0.9019
S3 0.8667 0.8755 0.8999
S4 0.8450 0.8538 0.8940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9228 0.8982 0.0247 2.7% 0.0088 1.0% 13% False True 118,863
10 0.9228 0.8982 0.0247 2.7% 0.0077 0.9% 13% False True 70,190
20 0.9228 0.8965 0.0264 2.9% 0.0072 0.8% 18% False False 37,407
40 0.9228 0.8791 0.0437 4.8% 0.0072 0.8% 51% False False 18,973
60 0.9308 0.8791 0.0517 5.7% 0.0070 0.8% 43% False False 12,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.9119
1.618 0.9081
1.000 0.9058
0.618 0.9043
HIGH 0.9020
0.618 0.9005
0.500 0.9001
0.382 0.8996
LOW 0.8982
0.618 0.8958
1.000 0.8944
1.618 0.8920
2.618 0.8882
4.250 0.8820
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 0.9009 0.9029
PP 0.9005 0.9023
S1 0.9001 0.9018

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

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