CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 0.8980 0.8965 -0.0016 -0.2% 0.9068
High 0.8999 0.9011 0.0012 0.1% 0.9084
Low 0.8970 0.8923 -0.0048 -0.5% 0.9022
Close 0.8976 0.8991 0.0015 0.2% 0.9060
Range 0.0029 0.0088 0.0060 208.8% 0.0062
ATR 0.0060 0.0062 0.0002 3.3% 0.0000
Volume 38 224 186 489.5% 166
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9239 0.9203 0.9039
R3 0.9151 0.9115 0.9015
R2 0.9063 0.9063 0.9007
R1 0.9027 0.9027 0.8999 0.9045
PP 0.8975 0.8975 0.8975 0.8984
S1 0.8939 0.8939 0.8983 0.8957
S2 0.8887 0.8887 0.8975
S3 0.8799 0.8851 0.8967
S4 0.8711 0.8763 0.8943
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 0.9069 0.8923 0.0147 1.6% 0.0055 0.6% 47% False True 81
10 0.9110 0.8923 0.0188 2.1% 0.0049 0.5% 37% False True 56
20 0.9259 0.8923 0.0337 3.7% 0.0058 0.7% 20% False True 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9385
2.618 0.9241
1.618 0.9153
1.000 0.9099
0.618 0.9065
HIGH 0.9011
0.618 0.8977
0.500 0.8967
0.382 0.8956
LOW 0.8923
0.618 0.8868
1.000 0.8835
1.618 0.8780
2.618 0.8692
4.250 0.8549
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 0.8983 0.8988
PP 0.8975 0.8985
S1 0.8967 0.8982

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

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