CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 0.8801 0.8858 0.0057 0.6% 0.8939
High 0.8882 0.8884 0.0003 0.0% 0.8942
Low 0.8800 0.8832 0.0032 0.4% 0.8784
Close 0.8854 0.8855 0.0001 0.0% 0.8799
Range 0.0082 0.0052 -0.0030 -36.2% 0.0158
ATR 0.0068 0.0067 -0.0001 -1.7% 0.0000
Volume 150,657 123,686 -26,971 -17.9% 654,151
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9013 0.8986 0.8883
R3 0.8961 0.8934 0.8869
R2 0.8909 0.8909 0.8864
R1 0.8882 0.8882 0.8859 0.8869
PP 0.8857 0.8857 0.8857 0.8851
S1 0.8830 0.8830 0.8850 0.8817
S2 0.8805 0.8805 0.8845
S3 0.8753 0.8778 0.8840
S4 0.8701 0.8726 0.8826
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9314 0.9214 0.8886
R3 0.9157 0.9057 0.8842
R2 0.8999 0.8999 0.8828
R1 0.8899 0.8899 0.8813 0.8870
PP 0.8842 0.8842 0.8842 0.8827
S1 0.8742 0.8742 0.8785 0.8713
S2 0.8684 0.8684 0.8770
S3 0.8527 0.8584 0.8756
S4 0.8369 0.8427 0.8712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8884 0.8761 0.0124 1.4% 0.0061 0.7% 76% True False 141,368
10 0.8979 0.8761 0.0219 2.5% 0.0069 0.8% 43% False False 154,394
20 0.9189 0.8761 0.0429 4.8% 0.0065 0.7% 22% False False 139,150
40 0.9228 0.8761 0.0468 5.3% 0.0071 0.8% 20% False False 76,654
60 0.9281 0.8761 0.0521 5.9% 0.0068 0.8% 18% False False 51,272
80 0.9308 0.8761 0.0548 6.2% 0.0069 0.8% 17% False False 38,507
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9105
2.618 0.9020
1.618 0.8968
1.000 0.8936
0.618 0.8916
HIGH 0.8884
0.618 0.8864
0.500 0.8858
0.382 0.8852
LOW 0.8832
0.618 0.8800
1.000 0.8780
1.618 0.8748
2.618 0.8696
4.250 0.8611
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 0.8858 0.8844
PP 0.8857 0.8833
S1 0.8856 0.8822

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

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