CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 0.9025 0.9002 -0.0023 -0.3% 0.9068
High 0.9063 0.9041 -0.0022 -0.2% 0.9084
Low 0.9005 0.8964 -0.0042 -0.5% 0.9022
Close 0.9010 0.8987 -0.0022 -0.2% 0.9060
Range 0.0058 0.0078 0.0020 35.7% 0.0062
ATR 0.0061 0.0063 0.0001 1.9% 0.0000
Volume 34 39 5 14.7% 166
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9231 0.9187 0.9030
R3 0.9153 0.9109 0.9009
R2 0.9075 0.9075 0.9002
R1 0.9031 0.9031 0.8995 0.9014
PP 0.8997 0.8997 0.8997 0.8989
S1 0.8953 0.8953 0.8980 0.8937
S2 0.8920 0.8920 0.8973
S3 0.8842 0.8876 0.8966
S4 0.8764 0.8798 0.8945
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9241 0.9213 0.9094
R3 0.9179 0.9151 0.9077
R2 0.9117 0.9117 0.9071
R1 0.9089 0.9089 0.9066 0.9072
PP 0.9055 0.9055 0.9055 0.9047
S1 0.9027 0.9027 0.9054 0.9010
S2 0.8993 0.8993 0.9049
S3 0.8931 0.8965 0.9043
S4 0.8869 0.8903 0.9026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9084 0.8964 0.0120 1.3% 0.0049 0.5% 20% False True 35
10 0.9259 0.8964 0.0296 3.3% 0.0062 0.7% 8% False True 63
20 0.9259 0.8964 0.0296 3.3% 0.0056 0.6% 8% False True 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9373
2.618 0.9246
1.618 0.9168
1.000 0.9119
0.618 0.9090
HIGH 0.9041
0.618 0.9012
0.500 0.9002
0.382 0.8993
LOW 0.8964
0.618 0.8915
1.000 0.8886
1.618 0.8837
2.618 0.8759
4.250 0.8632
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 0.9002 0.9016
PP 0.8997 0.9007
S1 0.8992 0.8997

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

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