CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 0.8840 0.8800 -0.0040 -0.5% 0.8888
High 0.8882 0.8810 -0.0072 -0.8% 0.8893
Low 0.8781 0.8704 -0.0077 -0.9% 0.8704
Close 0.8808 0.8718 -0.0090 -1.0% 0.8718
Range 0.0101 0.0106 0.0005 5.0% 0.0189
ATR 0.0109 0.0109 0.0000 -0.2% 0.0000
Volume 16,994 24,203 7,209 42.4% 55,597
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9062 0.8996 0.8776
R3 0.8956 0.8890 0.8747
R2 0.8850 0.8850 0.8737
R1 0.8784 0.8784 0.8728 0.8764
PP 0.8744 0.8744 0.8744 0.8734
S1 0.8678 0.8678 0.8708 0.8658
S2 0.8638 0.8638 0.8699
S3 0.8532 0.8572 0.8689
S4 0.8426 0.8466 0.8660
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9337 0.9216 0.8822
R3 0.9149 0.9028 0.8770
R2 0.8960 0.8960 0.8753
R1 0.8839 0.8839 0.8735 0.8805
PP 0.8772 0.8772 0.8772 0.8755
S1 0.8651 0.8651 0.8701 0.8617
S2 0.8583 0.8583 0.8683
S3 0.8395 0.8462 0.8666
S4 0.8206 0.8274 0.8614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8893 0.8704 0.0189 2.2% 0.0094 1.1% 7% False True 11,119
10 0.9028 0.8704 0.0324 3.7% 0.0107 1.2% 4% False True 7,974
20 0.9481 0.8704 0.0777 8.9% 0.0109 1.3% 2% False True 4,390
40 0.9937 0.8704 0.1233 14.1% 0.0103 1.2% 1% False True 2,473
60 1.0066 0.8704 0.1362 15.6% 0.0099 1.1% 1% False True 1,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9261
2.618 0.9088
1.618 0.8982
1.000 0.8916
0.618 0.8876
HIGH 0.8810
0.618 0.8770
0.500 0.8757
0.382 0.8744
LOW 0.8704
0.618 0.8638
1.000 0.8598
1.618 0.8532
2.618 0.8426
4.250 0.8254
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 0.8757 0.8793
PP 0.8744 0.8768
S1 0.8731 0.8743

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

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