CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 06-Apr-2017
Day Change Summary
Previous Current
05-Apr-2017 06-Apr-2017 Change Change % Previous Week
Open 0.9096 0.9120 0.0024 0.3% 0.9079
High 0.9108 0.9125 0.0017 0.2% 0.9149
Low 0.9035 0.9060 0.0025 0.3% 0.8978
Close 0.9078 0.9091 0.0013 0.1% 0.9049
Range 0.0073 0.0065 -0.0008 -11.0% 0.0171
ATR 0.0064 0.0064 0.0000 0.1% 0.0000
Volume 150 340 190 126.7% 313
Daily Pivots for day following 06-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9285 0.9253 0.9126
R3 0.9221 0.9188 0.9109
R2 0.9156 0.9156 0.9103
R1 0.9124 0.9124 0.9097 0.9108
PP 0.9092 0.9092 0.9092 0.9084
S1 0.9059 0.9059 0.9085 0.9043
S2 0.9027 0.9027 0.9079
S3 0.8963 0.8995 0.9073
S4 0.8898 0.8930 0.9056
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9571 0.9481 0.9143
R3 0.9400 0.9310 0.9096
R2 0.9229 0.9229 0.9080
R1 0.9139 0.9139 0.9065 0.9099
PP 0.9058 0.9058 0.9058 0.9038
S1 0.8968 0.8968 0.9033 0.8928
S2 0.8887 0.8887 0.9018
S3 0.8716 0.8797 0.9002
S4 0.8545 0.8626 0.8955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9129 0.8978 0.0152 1.7% 0.0062 0.7% 75% False False 174
10 0.9149 0.8978 0.0171 1.9% 0.0065 0.7% 66% False False 115
20 0.9149 0.8736 0.0413 4.5% 0.0066 0.7% 86% False False 118
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9293
1.618 0.9229
1.000 0.9189
0.618 0.9164
HIGH 0.9125
0.618 0.9100
0.500 0.9092
0.382 0.9085
LOW 0.9060
0.618 0.9020
1.000 0.8996
1.618 0.8956
2.618 0.8891
4.250 0.8786
Fisher Pivots for day following 06-Apr-2017
Pivot 1 day 3 day
R1 0.9092 0.9088
PP 0.9092 0.9085
S1 0.9091 0.9082

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

View Archives - Comment on this page... - Back to Index of Symbols