CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 0.9179 0.9138 -0.0041 -0.4% 0.9047
High 0.9180 0.9138 -0.0042 -0.5% 0.9213
Low 0.9121 0.9035 -0.0087 -0.9% 0.9032
Close 0.9137 0.9057 -0.0080 -0.9% 0.9190
Range 0.0059 0.0104 0.0045 75.4% 0.0181
ATR 0.0067 0.0070 0.0003 3.9% 0.0000
Volume 114,779 132,927 18,148 15.8% 720,501
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9387 0.9326 0.9114
R3 0.9284 0.9222 0.9085
R2 0.9180 0.9180 0.9076
R1 0.9119 0.9119 0.9066 0.9098
PP 0.9077 0.9077 0.9077 0.9066
S1 0.9015 0.9015 0.9048 0.8994
S2 0.8973 0.8973 0.9038
S3 0.8870 0.8912 0.9029
S4 0.8766 0.8808 0.9000
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9688 0.9620 0.9289
R3 0.9507 0.9439 0.9239
R2 0.9326 0.9326 0.9223
R1 0.9258 0.9258 0.9206 0.9292
PP 0.9145 0.9145 0.9145 0.9162
S1 0.9077 0.9077 0.9173 0.9111
S2 0.8964 0.8964 0.9156
S3 0.8783 0.8896 0.9140
S4 0.8602 0.8715 0.9090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9213 0.9035 0.0178 2.0% 0.0074 0.8% 13% False True 153,037
10 0.9213 0.9021 0.0192 2.1% 0.0068 0.8% 19% False False 139,278
20 0.9213 0.8917 0.0296 3.3% 0.0069 0.8% 47% False False 139,145
40 0.9213 0.8761 0.0452 5.0% 0.0066 0.7% 66% False False 140,046
60 0.9228 0.8761 0.0468 5.2% 0.0068 0.8% 63% False False 103,815
80 0.9228 0.8761 0.0468 5.2% 0.0069 0.8% 63% False False 78,001
100 0.9308 0.8761 0.0548 6.0% 0.0069 0.8% 54% False False 62,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9578
2.618 0.9409
1.618 0.9305
1.000 0.9242
0.618 0.9202
HIGH 0.9138
0.618 0.9098
0.500 0.9086
0.382 0.9074
LOW 0.9035
0.618 0.8971
1.000 0.8931
1.618 0.8867
2.618 0.8764
4.250 0.8595
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 0.9086 0.9124
PP 0.9077 0.9101
S1 0.9067 0.9079

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

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