CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 0.9090 0.9077 -0.0013 -0.1% 0.9020
High 0.9116 0.9086 -0.0031 -0.3% 0.9066
Low 0.9061 0.9028 -0.0033 -0.4% 0.8933
Close 0.9085 0.9062 -0.0024 -0.3% 0.9061
Range 0.0056 0.0058 0.0002 3.6% 0.0133
ATR 0.0068 0.0068 -0.0001 -1.1% 0.0000
Volume 146,946 138,002 -8,944 -6.1% 715,801
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9231 0.9204 0.9093
R3 0.9173 0.9146 0.9077
R2 0.9116 0.9116 0.9072
R1 0.9089 0.9089 0.9067 0.9074
PP 0.9058 0.9058 0.9058 0.9051
S1 0.9031 0.9031 0.9056 0.9016
S2 0.9001 0.9001 0.9051
S3 0.8943 0.8974 0.9046
S4 0.8886 0.8916 0.9030
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9417 0.9371 0.9133
R3 0.9285 0.9239 0.9097
R2 0.9152 0.9152 0.9085
R1 0.9106 0.9106 0.9073 0.9129
PP 0.9020 0.9020 0.9020 0.9031
S1 0.8974 0.8974 0.9048 0.8997
S2 0.8887 0.8887 0.9036
S3 0.8755 0.8841 0.9024
S4 0.8622 0.8709 0.8988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9116 0.8971 0.0146 1.6% 0.0060 0.7% 63% False False 142,182
10 0.9116 0.8917 0.0199 2.2% 0.0070 0.8% 73% False False 141,613
20 0.9116 0.8761 0.0356 3.9% 0.0067 0.7% 85% False False 137,911
40 0.9228 0.8761 0.0468 5.2% 0.0069 0.8% 64% False False 123,196
60 0.9228 0.8761 0.0468 5.2% 0.0070 0.8% 64% False False 83,053
80 0.9308 0.8761 0.0548 6.0% 0.0069 0.8% 55% False False 62,352
100 0.9308 0.8761 0.0548 6.0% 0.0069 0.8% 55% False False 49,911
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9330
2.618 0.9236
1.618 0.9179
1.000 0.9143
0.618 0.9121
HIGH 0.9086
0.618 0.9064
0.500 0.9057
0.382 0.9050
LOW 0.9028
0.618 0.8992
1.000 0.8971
1.618 0.8935
2.618 0.8877
4.250 0.8784
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 0.9060 0.9072
PP 0.9058 0.9069
S1 0.9057 0.9065

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

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