CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 0.8972 0.8900 -0.0073 -0.8% 0.9025
High 0.8979 0.8934 -0.0045 -0.5% 0.9063
Low 0.8880 0.8863 -0.0017 -0.2% 0.8923
Close 0.8885 0.8889 0.0005 0.1% 0.8949
Range 0.0099 0.0071 -0.0028 -27.9% 0.0140
ATR 0.0065 0.0066 0.0000 0.6% 0.0000
Volume 38 78 40 105.3% 372
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9108 0.9070 0.8928
R3 0.9037 0.8999 0.8909
R2 0.8966 0.8966 0.8902
R1 0.8928 0.8928 0.8896 0.8912
PP 0.8895 0.8895 0.8895 0.8887
S1 0.8857 0.8857 0.8882 0.8841
S2 0.8824 0.8824 0.8876
S3 0.8753 0.8786 0.8869
S4 0.8682 0.8715 0.8850
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9400 0.9315 0.9026
R3 0.9259 0.9174 0.8988
R2 0.9119 0.9119 0.8975
R1 0.9034 0.9034 0.8962 0.9006
PP 0.8978 0.8978 0.8978 0.8964
S1 0.8893 0.8893 0.8936 0.8866
S2 0.8838 0.8838 0.8923
S3 0.8697 0.8753 0.8910
S4 0.8557 0.8612 0.8872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9016 0.8863 0.0153 1.7% 0.0071 0.8% 17% False True 83
10 0.9084 0.8863 0.0221 2.5% 0.0060 0.7% 12% False True 59
20 0.9259 0.8863 0.0396 4.5% 0.0062 0.7% 7% False True 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9236
2.618 0.9120
1.618 0.9049
1.000 0.9005
0.618 0.8978
HIGH 0.8934
0.618 0.8907
0.500 0.8899
0.382 0.8890
LOW 0.8863
0.618 0.8819
1.000 0.8792
1.618 0.8748
2.618 0.8677
4.250 0.8561
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 0.8899 0.8940
PP 0.8895 0.8923
S1 0.8892 0.8906

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

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