CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	0.8961	0.9020	0.0059	0.7%	0.8912
High	0.9030	0.9062	0.0032	0.3%	0.9030
Low	0.8944	0.9005	0.0061	0.7%	0.8884
Close	0.9028	0.9022	-0.0006	-0.1%	0.9028
Range	0.0086	0.0057	-0.0029	-33.7%	0.0147
ATR	0.0069	0.0068	-0.0001	-1.3%	0.0000
Volume	129,626	118,074	-11,552	-8.9%	654,298

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9200	0.9168	0.9053
R3	0.9143	0.9111	0.9038
R2	0.9086	0.9086	0.9032
R1	0.9054	0.9054	0.9027	0.9070
PP	0.9029	0.9029	0.9029	0.9037
S1	0.8997	0.8997	0.9017	0.9013
S2	0.8972	0.8972	0.9012
S3	0.8915	0.8940	0.9006
S4	0.8858	0.8883	0.8991

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	0.9062	0.8901	0.0161	1.8%	0.0070	0.8%	75%	True	False	137,339
10	0.9062	0.8761	0.0301	3.3%	0.0069	0.8%	87%	True	False	133,549
20	0.9062	0.8761	0.0301	3.3%	0.0069	0.8%	87%	True	False	146,435
40	0.9228	0.8761	0.0468	5.2%	0.0069	0.8%	56%	False	False	99,366
60	0.9228	0.8761	0.0468	5.2%	0.0069	0.8%	56%	False	False	66,441
80	0.9308	0.8761	0.0548	6.1%	0.0069	0.8%	48%	False	False	49,899

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9304
2.618	0.9211
1.618	0.9154
1.000	0.9119
0.618	0.9097
HIGH	0.9062
0.618	0.9040
0.500	0.9033
0.382	0.9026
LOW	0.9005
0.618	0.8969
1.000	0.8948
1.618	0.8912
2.618	0.8855
4.250	0.8762

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	0.9033	0.9011
PP	0.9029	0.9000
S1	0.9026	0.8989

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