CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 03-Jul-2017

Day Change Summary
	Previous	Current
	30-Jun-2017	03-Jul-2017	Change	Change %	Previous Week
Open	0.8945	0.8939	-0.0007	-0.1%	0.9020
High	0.8979	0.8942	-0.0038	-0.4%	0.9027
Low	0.8908	0.8841	-0.0068	-0.8%	0.8884
Close	0.8910	0.8845	-0.0065	-0.7%	0.8910
Range	0.0071	0.0101	0.0030	42.3%	0.0143
ATR	0.0068	0.0071	0.0002	3.4%	0.0000
Volume	162,891	124,091	-38,800	-23.8%	837,924

Daily Pivots for day following 03-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9179	0.9113	0.8901
R3	0.9078	0.9012	0.8873
R2	0.8977	0.8977	0.8864
R1	0.8911	0.8911	0.8854	0.8893
PP	0.8876	0.8876	0.8876	0.8867
S1	0.8810	0.8810	0.8836	0.8792
S2	0.8775	0.8775	0.8826
S3	0.8674	0.8709	0.8817
S4	0.8573	0.8608	0.8789

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9368	0.9281	0.8988
R3	0.9225	0.9139	0.8949
R2	0.9083	0.9083	0.8936
R1	0.8996	0.8996	0.8923	0.8968
PP	0.8940	0.8940	0.8940	0.8926
S1	0.8854	0.8854	0.8897	0.8826
S2	0.8798	0.8798	0.8884
S3	0.8655	0.8711	0.8871
S4	0.8513	0.8569	0.8832

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9005	0.8841	0.0164	1.9%	0.0078	0.9%	3%	False	True	167,610
10	0.9048	0.8841	0.0207	2.3%	0.0061	0.7%	2%	False	True	138,261
20	0.9228	0.8841	0.0388	4.4%	0.0072	0.8%	1%	False	True	99,516
40	0.9228	0.8791	0.0437	4.9%	0.0072	0.8%	12%	False	False	50,472
60	0.9308	0.8791	0.0517	5.8%	0.0070	0.8%	10%	False	False	33,739
80	0.9308	0.8736	0.0572	6.5%	0.0069	0.8%	19%	False	False	25,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9371
2.618	0.9206
1.618	0.9105
1.000	0.9043
0.618	0.9004
HIGH	0.8942
0.618	0.8903
0.500	0.8891
0.382	0.8879
LOW	0.8841
0.618	0.8778
1.000	0.8740
1.618	0.8677
2.618	0.8576
4.250	0.8411

Fisher Pivots for day following 03-Jul-2017
Pivot	1 day	3 day
R1	0.8891	0.8910
PP	0.8876	0.8888
S1	0.8860	0.8867

Download as Excel Spreadsheet

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

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