CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 0.9079 0.9109 0.0031 0.3% 0.8957
High 0.9149 0.9143 -0.0006 -0.1% 0.9108
Low 0.9079 0.9062 -0.0017 -0.2% 0.8936
Close 0.9112 0.9071 -0.0042 -0.5% 0.9096
Range 0.0070 0.0081 0.0011 15.7% 0.0172
ATR 0.0062 0.0064 0.0001 2.1% 0.0000
Volume 82 52 -30 -36.6% 887
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9335 0.9284 0.9115
R3 0.9254 0.9203 0.9093
R2 0.9173 0.9173 0.9085
R1 0.9122 0.9122 0.9078 0.9107
PP 0.9092 0.9092 0.9092 0.9084
S1 0.9041 0.9041 0.9063 0.9026
S2 0.9011 0.9011 0.9056
S3 0.8930 0.8960 0.9048
S4 0.8849 0.8879 0.9026
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9561 0.9500 0.9190
R3 0.9390 0.9329 0.9143
R2 0.9218 0.9218 0.9127
R1 0.9157 0.9157 0.9112 0.9188
PP 0.9047 0.9047 0.9047 0.9062
S1 0.8986 0.8986 0.9080 0.9016
S2 0.8875 0.8875 0.9065
S3 0.8704 0.8814 0.9049
S4 0.8532 0.8643 0.9002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9149 0.9026 0.0123 1.4% 0.0073 0.8% 36% False False 180
10 0.9149 0.8784 0.0365 4.0% 0.0074 0.8% 79% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9487
2.618 0.9355
1.618 0.9274
1.000 0.9224
0.618 0.9193
HIGH 0.9143
0.618 0.9112
0.500 0.9103
0.382 0.9093
LOW 0.9062
0.618 0.9012
1.000 0.8981
1.618 0.8931
2.618 0.8850
4.250 0.8718
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 0.9103 0.9094
PP 0.9092 0.9086
S1 0.9081 0.9078

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

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