CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 0.9046 0.9109 0.0063 0.7% 0.9057
High 0.9120 0.9120 0.0000 0.0% 0.9120
Low 0.9040 0.9021 -0.0019 -0.2% 0.9021
Close 0.9105 0.9049 -0.0056 -0.6% 0.9049
Range 0.0081 0.0099 0.0019 23.6% 0.0099
ATR 0.0069 0.0071 0.0002 3.2% 0.0000
Volume 141,292 145,285 3,993 2.8% 686,599
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9362 0.9305 0.9104
R3 0.9262 0.9205 0.9076
R2 0.9163 0.9163 0.9067
R1 0.9106 0.9106 0.9058 0.9085
PP 0.9063 0.9063 0.9063 0.9053
S1 0.9007 0.9007 0.9040 0.8985
S2 0.8964 0.8964 0.9031
S3 0.8865 0.8907 0.9022
S4 0.8765 0.8808 0.8994
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9362 0.9305 0.9104
R3 0.9262 0.9205 0.9076
R2 0.9163 0.9163 0.9067
R1 0.9106 0.9106 0.9058 0.9085
PP 0.9063 0.9063 0.9063 0.9053
S1 0.9007 0.9007 0.9040 0.8985
S2 0.8964 0.8964 0.9031
S3 0.8865 0.8907 0.9022
S4 0.8765 0.8808 0.8994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9120 0.9021 0.0099 1.1% 0.0068 0.7% 28% True True 137,319
10 0.9120 0.8933 0.0187 2.1% 0.0072 0.8% 62% True False 140,240
20 0.9120 0.8761 0.0360 4.0% 0.0069 0.8% 80% True False 136,048
40 0.9228 0.8761 0.0468 5.2% 0.0069 0.8% 62% False False 129,915
60 0.9228 0.8761 0.0468 5.2% 0.0071 0.8% 62% False False 87,822
80 0.9308 0.8761 0.0548 6.1% 0.0069 0.8% 53% False False 65,929
100 0.9308 0.8761 0.0548 6.1% 0.0070 0.8% 53% False False 52,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9381
1.618 0.9281
1.000 0.9220
0.618 0.9182
HIGH 0.9120
0.618 0.9082
0.500 0.9071
0.382 0.9059
LOW 0.9021
0.618 0.8960
1.000 0.8922
1.618 0.8860
2.618 0.8761
4.250 0.8598
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 0.9071 0.9071
PP 0.9063 0.9063
S1 0.9056 0.9056

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.