CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 0.8900 0.8908 0.0008 0.1% 0.9025
High 0.8934 0.8922 -0.0012 -0.1% 0.9063
Low 0.8863 0.8879 0.0016 0.2% 0.8923
Close 0.8889 0.8895 0.0006 0.1% 0.8949
Range 0.0071 0.0044 -0.0028 -38.7% 0.0140
ATR 0.0066 0.0064 -0.0002 -2.4% 0.0000
Volume 78 71 -7 -9.0% 372
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9029 0.9005 0.8918
R3 0.8985 0.8962 0.8906
R2 0.8942 0.8942 0.8902
R1 0.8918 0.8918 0.8898 0.8908
PP 0.8898 0.8898 0.8898 0.8893
S1 0.8875 0.8875 0.8891 0.8865
S2 0.8855 0.8855 0.8887
S3 0.8811 0.8831 0.8883
S4 0.8768 0.8788 0.8871
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% 0.0074 0.8% 21% False False 89
10 0.9084 0.8863 0.0221 2.5% 0.0059 0.7% 14% False False 63
20 0.9259 0.8863 0.0396 4.5% 0.0062 0.7% 8% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9107
2.618 0.9036
1.618 0.8992
1.000 0.8966
0.618 0.8949
HIGH 0.8922
0.618 0.8905
0.500 0.8900
0.382 0.8895
LOW 0.8879
0.618 0.8852
1.000 0.8835
1.618 0.8808
2.618 0.8765
4.250 0.8694
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 0.8900 0.8921
PP 0.8898 0.8912
S1 0.8896 0.8903

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

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