CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 0.9145 0.9081 -0.0064 -0.7% 0.9119
High 0.9156 0.9101 -0.0055 -0.6% 0.9321
Low 0.9072 0.9036 -0.0036 -0.4% 0.9102
Close 0.9084 0.9038 -0.0047 -0.5% 0.9279
Range 0.0085 0.0065 -0.0020 -23.1% 0.0219
ATR 0.0087 0.0085 -0.0002 -1.8% 0.0000
Volume 230,912 247,249 16,337 7.1% 1,003,200
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9253 0.9210 0.9073
R3 0.9188 0.9145 0.9055
R2 0.9123 0.9123 0.9049
R1 0.9080 0.9080 0.9043 0.9069
PP 0.9058 0.9058 0.9058 0.9053
S1 0.9015 0.9015 0.9032 0.9004
S2 0.8993 0.8993 0.9026
S3 0.8928 0.8950 0.9020
S4 0.8863 0.8885 0.9002
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 0.9036 0.0285 3.2% 0.0094 1.0% 1% False True 235,694
10 0.9321 0.9036 0.0285 3.2% 0.0088 1.0% 1% False True 214,812
20 0.9321 0.9026 0.0295 3.3% 0.0081 0.9% 4% False False 183,036
40 0.9321 0.8917 0.0404 4.5% 0.0075 0.8% 30% False False 161,091
60 0.9321 0.8761 0.0561 6.2% 0.0071 0.8% 49% False False 154,376
80 0.9321 0.8761 0.0561 6.2% 0.0071 0.8% 49% False False 123,621
100 0.9321 0.8761 0.0561 6.2% 0.0072 0.8% 49% False False 99,008
120 0.9321 0.8761 0.0561 6.2% 0.0071 0.8% 49% False False 82,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9377
2.618 0.9271
1.618 0.9206
1.000 0.9166
0.618 0.9141
HIGH 0.9101
0.618 0.9076
0.500 0.9069
0.382 0.9061
LOW 0.9036
0.618 0.8996
1.000 0.8971
1.618 0.8931
2.618 0.8866
4.250 0.8760
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 0.9069 0.9142
PP 0.9058 0.9107
S1 0.9048 0.9072

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

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