CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 0.8899 0.8880 -0.0019 -0.2% 0.8808
High 0.8926 0.8897 -0.0030 -0.3% 0.8926
Low 0.8871 0.8864 -0.0007 -0.1% 0.8793
Close 0.8880 0.8894 0.0014 0.2% 0.8880
Range 0.0056 0.0033 -0.0023 -40.5% 0.0133
ATR 0.0061 0.0059 -0.0002 -3.3% 0.0000
Volume 51,013 3,269 -47,744 -93.6% 757,070
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8984 0.8972 0.8912
R3 0.8951 0.8939 0.8903
R2 0.8918 0.8918 0.8900
R1 0.8906 0.8906 0.8897 0.8912
PP 0.8885 0.8885 0.8885 0.8888
S1 0.8873 0.8873 0.8890 0.8879
S2 0.8852 0.8852 0.8887
S3 0.8819 0.8840 0.8884
S4 0.8786 0.8807 0.8875
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9265 0.9206 0.8953
R3 0.9132 0.9073 0.8917
R2 0.8999 0.8999 0.8904
R1 0.8940 0.8940 0.8892 0.8970
PP 0.8866 0.8866 0.8866 0.8881
S1 0.8807 0.8807 0.8868 0.8837
S2 0.8733 0.8733 0.8856
S3 0.8600 0.8674 0.8843
S4 0.8467 0.8541 0.8807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8926 0.8793 0.0133 1.5% 0.0054 0.6% 76% False False 124,777
10 0.8934 0.8793 0.0141 1.6% 0.0051 0.6% 71% False False 134,545
20 0.9030 0.8793 0.0237 2.7% 0.0060 0.7% 42% False False 159,552
40 0.9030 0.8731 0.0299 3.4% 0.0060 0.7% 55% False False 161,848
60 0.9030 0.8731 0.0299 3.4% 0.0059 0.7% 55% False False 161,957
80 0.9360 0.8731 0.0629 7.1% 0.0065 0.7% 26% False False 139,480
100 0.9360 0.8731 0.0629 7.1% 0.0065 0.7% 26% False False 111,713
120 0.9360 0.8731 0.0629 7.1% 0.0066 0.7% 26% False False 93,116
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8983
1.618 0.8950
1.000 0.8930
0.618 0.8917
HIGH 0.8897
0.618 0.8884
0.500 0.8880
0.382 0.8876
LOW 0.8864
0.618 0.8843
1.000 0.8831
1.618 0.8810
2.618 0.8777
4.250 0.8723
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 0.8889 0.8893
PP 0.8885 0.8893
S1 0.8880 0.8893

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

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