CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 0.8877 0.8844 -0.0034 -0.4% 0.8910
High 0.8879 0.8902 0.0023 0.3% 0.8947
Low 0.8832 0.8838 0.0006 0.1% 0.8791
Close 0.8845 0.8895 0.0050 0.6% 0.8865
Range 0.0048 0.0065 0.0017 35.8% 0.0156
ATR 0.0066 0.0066 0.0000 -0.1% 0.0000
Volume 4,010 469 -3,541 -88.3% 2,454
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 0.9072 0.9048 0.8930
R3 0.9007 0.8983 0.8913
R2 0.8943 0.8943 0.8907
R1 0.8919 0.8919 0.8901 0.8931
PP 0.8878 0.8878 0.8878 0.8884
S1 0.8854 0.8854 0.8889 0.8866
S2 0.8814 0.8814 0.8883
S3 0.8749 0.8790 0.8877
S4 0.8685 0.8725 0.8860
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 0.9334 0.9255 0.8950
R3 0.9178 0.9099 0.8907
R2 0.9023 0.9023 0.8893
R1 0.8944 0.8944 0.8879 0.8906
PP 0.8867 0.8867 0.8867 0.8848
S1 0.8788 0.8788 0.8850 0.8750
S2 0.8712 0.8712 0.8836
S3 0.8556 0.8633 0.8822
S4 0.8401 0.8477 0.8779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8902 0.8791 0.0111 1.2% 0.0059 0.7% 94% True False 1,301
10 0.8982 0.8791 0.0191 2.1% 0.0063 0.7% 54% False False 765
20 0.9281 0.8791 0.0490 5.5% 0.0062 0.7% 21% False False 509
40 0.9308 0.8791 0.0517 5.8% 0.0067 0.8% 20% False False 359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9176
2.618 0.9071
1.618 0.9006
1.000 0.8967
0.618 0.8942
HIGH 0.8902
0.618 0.8877
0.500 0.8870
0.382 0.8862
LOW 0.8838
0.618 0.8798
1.000 0.8773
1.618 0.8733
2.618 0.8669
4.250 0.8563
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 0.8887 0.8884
PP 0.8878 0.8874
S1 0.8870 0.8863

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

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