CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 0.8536 0.8570 0.0034 0.4% 0.8515
High 0.8566 0.8570 0.0004 0.0% 0.8614
Low 0.8533 0.8532 -0.0001 0.0% 0.8490
Close 0.8564 0.8547 -0.0017 -0.2% 0.8564
Range 0.0033 0.0038 0.0005 15.2% 0.0124
ATR 0.0097 0.0093 -0.0004 -4.4% 0.0000
Volume 39,923 43,949 4,026 10.1% 484,547
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8664 0.8643 0.8567
R3 0.8626 0.8605 0.8557
R2 0.8588 0.8588 0.8553
R1 0.8567 0.8567 0.8550 0.8558
PP 0.8550 0.8550 0.8550 0.8545
S1 0.8529 0.8529 0.8543 0.8520
S2 0.8512 0.8512 0.8540
S3 0.8474 0.8491 0.8536
S4 0.8436 0.8453 0.8526
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8926 0.8868 0.8631
R3 0.8803 0.8745 0.8597
R2 0.8679 0.8679 0.8586
R1 0.8621 0.8621 0.8575 0.8650
PP 0.8556 0.8556 0.8556 0.8570
S1 0.8498 0.8498 0.8552 0.8527
S2 0.8432 0.8432 0.8541
S3 0.8309 0.8374 0.8530
S4 0.8185 0.8251 0.8496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8581 0.8490 0.0091 1.1% 0.0055 0.6% 62% False False 79,084
10 0.8752 0.8462 0.0290 3.4% 0.0080 0.9% 29% False False 94,645
20 0.9005 0.8462 0.0544 6.4% 0.0092 1.1% 16% False False 54,083
40 0.9937 0.8462 0.1476 17.3% 0.0107 1.3% 6% False False 27,487
60 0.9950 0.8462 0.1488 17.4% 0.0098 1.1% 6% False False 18,423
80 1.0066 0.8462 0.1605 18.8% 0.0097 1.1% 5% False False 13,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8732
2.618 0.8669
1.618 0.8631
1.000 0.8608
0.618 0.8593
HIGH 0.8570
0.618 0.8555
0.500 0.8551
0.382 0.8547
LOW 0.8532
0.618 0.8509
1.000 0.8494
1.618 0.8471
2.618 0.8433
4.250 0.8371
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 0.8551 0.8545
PP 0.8550 0.8543
S1 0.8548 0.8542

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

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