CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 0.9138 0.9055 -0.0083 -0.9% 0.9047
High 0.9138 0.9102 -0.0036 -0.4% 0.9213
Low 0.9035 0.9026 -0.0009 -0.1% 0.9032
Close 0.9057 0.9091 0.0034 0.4% 0.9190
Range 0.0104 0.0076 -0.0028 -26.6% 0.0181
ATR 0.0070 0.0070 0.0000 0.6% 0.0000
Volume 132,927 133,317 390 0.3% 720,501
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9301 0.9272 0.9132
R3 0.9225 0.9196 0.9111
R2 0.9149 0.9149 0.9104
R1 0.9120 0.9120 0.9097 0.9134
PP 0.9073 0.9073 0.9073 0.9080
S1 0.9044 0.9044 0.9084 0.9058
S2 0.8997 0.8997 0.9077
S3 0.8921 0.8968 0.9070
S4 0.8845 0.8892 0.9049
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 0.9026 0.0187 2.1% 0.0077 0.8% 35% False True 141,973
10 0.9213 0.9021 0.0192 2.1% 0.0070 0.8% 36% False False 138,810
20 0.9213 0.8917 0.0296 3.3% 0.0070 0.8% 59% False False 140,211
40 0.9213 0.8761 0.0452 5.0% 0.0067 0.7% 73% False False 140,350
60 0.9228 0.8761 0.0468 5.1% 0.0069 0.8% 71% False False 106,036
80 0.9228 0.8761 0.0468 5.1% 0.0069 0.8% 71% False False 79,662
100 0.9308 0.8761 0.0548 6.0% 0.0069 0.8% 60% False False 63,780
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9425
2.618 0.9301
1.618 0.9225
1.000 0.9178
0.618 0.9149
HIGH 0.9102
0.618 0.9073
0.500 0.9064
0.382 0.9055
LOW 0.9026
0.618 0.8979
1.000 0.8950
1.618 0.8903
2.618 0.8827
4.250 0.8703
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 0.9082 0.9103
PP 0.9073 0.9099
S1 0.9064 0.9095

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

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