CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 0.8959 0.8961 0.0002 0.0% 0.8912
High 0.8993 0.9030 0.0037 0.4% 0.9030
Low 0.8917 0.8944 0.0027 0.3% 0.8884
Close 0.8953 0.9028 0.0075 0.8% 0.9028
Range 0.0076 0.0086 0.0010 13.2% 0.0147
ATR 0.0068 0.0069 0.0001 1.9% 0.0000
Volume 170,684 129,626 -41,058 -24.1% 654,298
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9259 0.9229 0.9075
R3 0.9173 0.9143 0.9051
R2 0.9087 0.9087 0.9043
R1 0.9057 0.9057 0.9035 0.9072
PP 0.9001 0.9001 0.9001 0.9008
S1 0.8971 0.8971 0.9020 0.8986
S2 0.8915 0.8915 0.9012
S3 0.8829 0.8885 0.9004
S4 0.8743 0.8799 0.8980
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9420 0.9370 0.9108
R3 0.9273 0.9224 0.9068
R2 0.9127 0.9127 0.9054
R1 0.9077 0.9077 0.9041 0.9102
PP 0.8980 0.8980 0.8980 0.8993
S1 0.8931 0.8931 0.9014 0.8956
S2 0.8834 0.8834 0.9001
S3 0.8687 0.8784 0.8987
S4 0.8541 0.8638 0.8947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9030 0.8884 0.0147 1.6% 0.0067 0.7% 98% True False 130,859
10 0.9030 0.8761 0.0270 3.0% 0.0067 0.7% 99% True False 131,856
20 0.9031 0.8761 0.0270 3.0% 0.0067 0.7% 99% False False 144,386
40 0.9228 0.8761 0.0468 5.2% 0.0069 0.8% 57% False False 96,436
60 0.9228 0.8761 0.0468 5.2% 0.0069 0.8% 57% False False 64,477
80 0.9308 0.8761 0.0548 6.1% 0.0069 0.8% 49% False False 48,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9396
2.618 0.9255
1.618 0.9169
1.000 0.9116
0.618 0.9083
HIGH 0.9030
0.618 0.8997
0.500 0.8987
0.382 0.8977
LOW 0.8944
0.618 0.8891
1.000 0.8858
1.618 0.8805
2.618 0.8719
4.250 0.8579
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 0.9014 0.9010
PP 0.9001 0.8992
S1 0.8987 0.8974

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

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