CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 0.8852 0.8912 0.0060 0.7% 0.8794
High 0.8933 0.8927 -0.0006 -0.1% 0.8933
Low 0.8827 0.8884 0.0057 0.6% 0.8761
Close 0.8908 0.8904 -0.0004 -0.1% 0.8908
Range 0.0106 0.0044 -0.0062 -58.8% 0.0172
ATR 0.0069 0.0068 -0.0002 -2.7% 0.0000
Volume 140,107 85,677 -54,430 -38.8% 664,268
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9035 0.9013 0.8928
R3 0.8992 0.8970 0.8916
R2 0.8948 0.8948 0.8912
R1 0.8926 0.8926 0.8908 0.8916
PP 0.8905 0.8905 0.8905 0.8900
S1 0.8883 0.8883 0.8900 0.8872
S2 0.8861 0.8861 0.8896
S3 0.8818 0.8839 0.8892
S4 0.8774 0.8796 0.8880
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9383 0.9318 0.9003
R3 0.9211 0.9146 0.8956
R2 0.9039 0.9039 0.8940
R1 0.8974 0.8974 0.8924 0.9006
PP 0.8867 0.8867 0.8867 0.8883
S1 0.8802 0.8802 0.8893 0.8834
S2 0.8695 0.8695 0.8877
S3 0.8523 0.8630 0.8861
S4 0.8351 0.8458 0.8814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8933 0.8761 0.0172 1.9% 0.0069 0.8% 83% False False 129,759
10 0.8942 0.8761 0.0181 2.0% 0.0068 0.8% 79% False False 140,409
20 0.9064 0.8761 0.0303 3.4% 0.0062 0.7% 47% False False 138,207
40 0.9228 0.8761 0.0468 5.3% 0.0067 0.8% 31% False False 82,246
60 0.9242 0.8761 0.0481 5.4% 0.0069 0.8% 30% False False 55,017
80 0.9308 0.8761 0.0548 6.1% 0.0069 0.8% 26% False False 41,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 0.9112
2.618 0.9041
1.618 0.8997
1.000 0.8971
0.618 0.8954
HIGH 0.8927
0.618 0.8910
0.500 0.8905
0.382 0.8900
LOW 0.8884
0.618 0.8857
1.000 0.8840
1.618 0.8813
2.618 0.8770
4.250 0.8699
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 0.8905 0.8896
PP 0.8905 0.8888
S1 0.8904 0.8880

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

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