CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 0.8794 0.8801 0.0007 0.1% 0.8939
High 0.8821 0.8882 0.0061 0.7% 0.8942
Low 0.8761 0.8800 0.0040 0.5% 0.8784
Close 0.8811 0.8854 0.0043 0.5% 0.8799
Range 0.0060 0.0082 0.0022 35.8% 0.0158
ATR 0.0067 0.0068 0.0001 1.6% 0.0000
Volume 148,669 150,657 1,988 1.3% 654,151
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9090 0.9053 0.8899
R3 0.9008 0.8972 0.8876
R2 0.8927 0.8927 0.8869
R1 0.8890 0.8890 0.8861 0.8909
PP 0.8845 0.8845 0.8845 0.8854
S1 0.8809 0.8809 0.8847 0.8827
S2 0.8764 0.8764 0.8839
S3 0.8682 0.8727 0.8832
S4 0.8601 0.8646 0.8809
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9314 0.9214 0.8886
R3 0.9157 0.9057 0.8842
R2 0.8999 0.8999 0.8828
R1 0.8899 0.8899 0.8813 0.8870
PP 0.8842 0.8842 0.8842 0.8827
S1 0.8742 0.8742 0.8785 0.8713
S2 0.8684 0.8684 0.8770
S3 0.8527 0.8584 0.8756
S4 0.8369 0.8427 0.8712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8885 0.8761 0.0125 1.4% 0.0060 0.7% 75% False False 144,863
10 0.8979 0.8761 0.0219 2.5% 0.0068 0.8% 43% False False 159,521
20 0.9228 0.8761 0.0468 5.3% 0.0069 0.8% 20% False False 139,316
40 0.9228 0.8761 0.0468 5.3% 0.0072 0.8% 20% False False 73,573
60 0.9292 0.8761 0.0531 6.0% 0.0069 0.8% 18% False False 49,212
80 0.9308 0.8761 0.0548 6.2% 0.0069 0.8% 17% False False 36,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9228
2.618 0.9095
1.618 0.9013
1.000 0.8963
0.618 0.8932
HIGH 0.8882
0.618 0.8850
0.500 0.8841
0.382 0.8831
LOW 0.8800
0.618 0.8750
1.000 0.8719
1.618 0.8668
2.618 0.8587
4.250 0.8454
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 0.8850 0.8843
PP 0.8845 0.8832
S1 0.8841 0.8821

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

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