CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.8701 0.8745 0.0045 0.5% 0.8888
High 0.8746 0.8752 0.0006 0.1% 0.8893
Low 0.8651 0.8699 0.0049 0.6% 0.8704
Close 0.8727 0.8715 -0.0012 -0.1% 0.8718
Range 0.0096 0.0053 -0.0043 -45.0% 0.0189
ATR 0.0108 0.0104 -0.0004 -3.7% 0.0000
Volume 57,400 49,639 -7,761 -13.5% 55,597
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8879 0.8850 0.8744
R3 0.8827 0.8797 0.8729
R2 0.8774 0.8774 0.8725
R1 0.8745 0.8745 0.8720 0.8733
PP 0.8722 0.8722 0.8722 0.8716
S1 0.8692 0.8692 0.8710 0.8681
S2 0.8669 0.8669 0.8705
S3 0.8617 0.8640 0.8701
S4 0.8564 0.8587 0.8686
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 0.8882 0.8651 0.0231 2.7% 0.0086 1.0% 28% False False 30,572
10 0.8971 0.8651 0.0321 3.7% 0.0096 1.1% 20% False False 18,133
20 0.9329 0.8651 0.0678 7.8% 0.0105 1.2% 10% False False 9,678
40 0.9937 0.8651 0.1287 14.8% 0.0104 1.2% 5% False False 5,135
60 1.0066 0.8651 0.1416 16.2% 0.0100 1.1% 5% False False 3,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8975
2.618 0.8889
1.618 0.8836
1.000 0.8804
0.618 0.8784
HIGH 0.8752
0.618 0.8731
0.500 0.8725
0.382 0.8719
LOW 0.8699
0.618 0.8667
1.000 0.8647
1.618 0.8614
2.618 0.8562
4.250 0.8476
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.8725 0.8730
PP 0.8722 0.8725
S1 0.8718 0.8720

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

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