CME Japanese Yen Future September 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	0.9228	0.9243	0.0016	0.2%	0.9119
High	0.9321	0.9248	-0.0073	-0.8%	0.9321
Low	0.9221	0.9134	-0.0087	-0.9%	0.9102
Close	0.9279	0.9148	-0.0131	-1.4%	0.9279
Range	0.0101	0.0114	0.0014	13.4%	0.0219
ATR	0.0082	0.0087	0.0004	5.4%	0.0000
Volume	283,226	187,788	-95,438	-33.7%	1,003,200

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9519	0.9447	0.9211
R3	0.9405	0.9333	0.9179
R2	0.9291	0.9291	0.9169
R1	0.9219	0.9219	0.9158	0.9198
PP	0.9177	0.9177	0.9177	0.9166
S1	0.9105	0.9105	0.9138	0.9084
S2	0.9063	0.9063	0.9127
S3	0.8949	0.8991	0.9117
S4	0.8835	0.8877	0.9085

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9893	0.9805	0.9400
R3	0.9673	0.9586	0.9339
R2	0.9454	0.9454	0.9319
R1	0.9366	0.9366	0.9299	0.9410
PP	0.9234	0.9234	0.9234	0.9256
S1	0.9147	0.9147	0.9259	0.9191
S2	0.9015	0.9015	0.9239
S3	0.8795	0.8927	0.9219
S4	0.8576	0.8708	0.9158

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9321	0.9102	0.0219	2.4%	0.0102	1.1%	21%	False	False	238,197
10	0.9321	0.9041	0.0280	3.1%	0.0090	1.0%	38%	False	False	201,701
20	0.9321	0.9026	0.0295	3.2%	0.0082	0.9%	41%	False	False	171,513
40	0.9321	0.8884	0.0438	4.8%	0.0074	0.8%	60%	False	False	155,186
60	0.9321	0.8761	0.0561	6.1%	0.0071	0.8%	69%	False	False	150,641
80	0.9321	0.8761	0.0561	6.1%	0.0072	0.8%	69%	False	False	117,657
100	0.9321	0.8761	0.0561	6.1%	0.0071	0.8%	69%	False	False	94,234
120	0.9321	0.8761	0.0561	6.1%	0.0071	0.8%	69%	False	False	78,567

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	0.0019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9733
2.618	0.9546
1.618	0.9432
1.000	0.9362
0.618	0.9318
HIGH	0.9248
0.618	0.9204
0.500	0.9191
0.382	0.9178
LOW	0.9134
0.618	0.9064
1.000	0.9020
1.618	0.8950
2.618	0.8836
4.250	0.8650

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	0.9191	0.9228
PP	0.9177	0.9201
S1	0.9162	0.9175

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