CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	0.9188	0.9136	-0.0053	-0.6%	0.9179
High	0.9194	0.9192	-0.0003	0.0%	0.9220
Low	0.9130	0.9115	-0.0015	-0.2%	0.9026
Close	0.9142	0.9184	0.0042	0.5%	0.9166
Range	0.0065	0.0077	0.0012	18.6%	0.0194
ATR	0.0071	0.0072	0.0000	0.5%	0.0000
Volume	119,634	132,361	12,727	10.6%	765,806

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9393	0.9365	0.9226
R3	0.9316	0.9288	0.9205
R2	0.9240	0.9240	0.9198
R1	0.9212	0.9212	0.9191	0.9226
PP	0.9163	0.9163	0.9163	0.9170
S1	0.9135	0.9135	0.9176	0.9149
S2	0.9087	0.9087	0.9169
S3	0.9010	0.9059	0.9162
S4	0.8934	0.8982	0.9141

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9718	0.9635	0.9272
R3	0.9524	0.9442	0.9219
R2	0.9331	0.9331	0.9201
R1	0.9248	0.9248	0.9183	0.9193
PP	0.9137	0.9137	0.9137	0.9109
S1	0.9055	0.9055	0.9148	0.8999
S2	0.8944	0.8944	0.9130
S3	0.8750	0.8861	0.9112
S4	0.8557	0.8668	0.9059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9220	0.9072	0.0148	1.6%	0.0074	0.8%	76%	False	False	153,312
10	0.9220	0.9026	0.0194	2.1%	0.0075	0.8%	81%	False	False	147,642
20	0.9220	0.8971	0.0249	2.7%	0.0068	0.7%	86%	False	False	143,278
40	0.9220	0.8761	0.0459	5.0%	0.0070	0.8%	92%	False	False	144,594
60	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	90%	False	False	118,743
80	0.9228	0.8761	0.0468	5.1%	0.0070	0.8%	90%	False	False	89,234
100	0.9308	0.8761	0.0548	6.0%	0.0069	0.8%	77%	False	False	71,442
120	0.9308	0.8736	0.0572	6.2%	0.0068	0.7%	78%	False	False	59,552

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9517
2.618	0.9392
1.618	0.9315
1.000	0.9268
0.618	0.9239
HIGH	0.9192
0.618	0.9162
0.500	0.9153
0.382	0.9144
LOW	0.9115
0.618	0.9068
1.000	0.9039
1.618	0.8991
2.618	0.8915
4.250	0.8790

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	0.9173	0.9178
PP	0.9163	0.9172
S1	0.9153	0.9166

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