CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 0.8972 0.8939 -0.0033 -0.4% 0.9062
High 0.9005 0.8974 -0.0031 -0.3% 0.9064
Low 0.8924 0.8926 0.0002 0.0% 0.8982
Close 0.8950 0.8939 -0.0011 -0.1% 0.9022
Range 0.0081 0.0047 -0.0033 -41.6% 0.0082
ATR 0.0068 0.0066 -0.0001 -2.2% 0.0000
Volume 173,371 174,957 1,586 0.9% 522,127
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9087 0.9060 0.8964
R3 0.9040 0.9013 0.8951
R2 0.8993 0.8993 0.8947
R1 0.8966 0.8966 0.8943 0.8956
PP 0.8946 0.8946 0.8946 0.8941
S1 0.8919 0.8919 0.8934 0.8909
S2 0.8899 0.8899 0.8930
S3 0.8852 0.8872 0.8926
S4 0.8805 0.8825 0.8913
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9268 0.9227 0.9067
R3 0.9186 0.9145 0.9044
R2 0.9104 0.9104 0.9037
R1 0.9063 0.9063 0.9029 0.9043
PP 0.9022 0.9022 0.9022 0.9012
S1 0.8981 0.8981 0.9014 0.8961
S2 0.8940 0.8940 0.9006
S3 0.8858 0.8899 0.8999
S4 0.8776 0.8817 0.8976
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9048 0.8924 0.0124 1.4% 0.0050 0.6% 12% False False 131,779
10 0.9189 0.8924 0.0265 3.0% 0.0062 0.7% 5% False False 123,906
20 0.9228 0.8924 0.0304 3.4% 0.0069 0.8% 5% False False 75,606
40 0.9228 0.8791 0.0437 4.9% 0.0070 0.8% 34% False False 38,246
60 0.9308 0.8791 0.0517 5.8% 0.0069 0.8% 29% False False 25,589
80 0.9308 0.8736 0.0572 6.4% 0.0067 0.8% 35% False False 19,218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9173
2.618 0.9097
1.618 0.9050
1.000 0.9021
0.618 0.9003
HIGH 0.8974
0.618 0.8956
0.500 0.8950
0.382 0.8944
LOW 0.8926
0.618 0.8897
1.000 0.8879
1.618 0.8850
2.618 0.8803
4.250 0.8727
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 0.8950 0.8975
PP 0.8946 0.8963
S1 0.8942 0.8951

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

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