CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 0.8939 0.8910 -0.0029 -0.3% 0.9042
High 0.8972 0.8947 -0.0026 -0.3% 0.9043
Low 0.8917 0.8877 -0.0040 -0.4% 0.8898
Close 0.8931 0.8896 -0.0035 -0.4% 0.8931
Range 0.0056 0.0070 0.0015 26.1% 0.0145
ATR 0.0066 0.0066 0.0000 0.5% 0.0000
Volume 265 145 -120 -45.3% 872
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 0.9116 0.9076 0.8935
R3 0.9046 0.9006 0.8915
R2 0.8976 0.8976 0.8909
R1 0.8936 0.8936 0.8902 0.8921
PP 0.8906 0.8906 0.8906 0.8899
S1 0.8866 0.8866 0.8890 0.8851
S2 0.8836 0.8836 0.8883
S3 0.8766 0.8796 0.8877
S4 0.8696 0.8726 0.8858
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9306 0.9010
R3 0.9247 0.9161 0.8970
R2 0.9102 0.9102 0.8957
R1 0.9016 0.9016 0.8944 0.8987
PP 0.8957 0.8957 0.8957 0.8942
S1 0.8871 0.8871 0.8917 0.8842
S2 0.8812 0.8812 0.8904
S3 0.8667 0.8726 0.8891
S4 0.8522 0.8581 0.8851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8997 0.8877 0.0120 1.3% 0.0057 0.6% 16% False True 186
10 0.9181 0.8877 0.0304 3.4% 0.0064 0.7% 6% False True 170
20 0.9308 0.8877 0.0432 4.9% 0.0065 0.7% 5% False True 249
40 0.9308 0.8762 0.0546 6.1% 0.0066 0.7% 25% False False 198
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 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9244
2.618 0.9130
1.618 0.9060
1.000 0.9017
0.618 0.8990
HIGH 0.8947
0.618 0.8920
0.500 0.8912
0.382 0.8903
LOW 0.8877
0.618 0.8833
1.000 0.8807
1.618 0.8763
2.618 0.8693
4.250 0.8579
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 0.8912 0.8924
PP 0.8906 0.8915
S1 0.8901 0.8905

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

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