CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 0.8895 0.8835 -0.0060 -0.7% 0.8972
High 0.8905 0.8842 -0.0063 -0.7% 0.8979
Low 0.8824 0.8814 -0.0010 -0.1% 0.8824
Close 0.8838 0.8833 -0.0005 -0.1% 0.8838
Range 0.0081 0.0029 -0.0053 -64.8% 0.0155
ATR 0.0065 0.0063 -0.0003 -4.0% 0.0000
Volume 52 14 -38 -73.1% 239
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.8915 0.8903 0.8849
R3 0.8887 0.8874 0.8841
R2 0.8858 0.8858 0.8838
R1 0.8846 0.8846 0.8836 0.8838
PP 0.8830 0.8830 0.8830 0.8826
S1 0.8817 0.8817 0.8830 0.8809
S2 0.8801 0.8801 0.8828
S3 0.8773 0.8789 0.8825
S4 0.8744 0.8760 0.8817
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9345 0.9246 0.8923
R3 0.9190 0.9091 0.8880
R2 0.9035 0.9035 0.8866
R1 0.8936 0.8936 0.8852 0.8908
PP 0.8880 0.8880 0.8880 0.8866
S1 0.8781 0.8781 0.8823 0.8753
S2 0.8725 0.8725 0.8809
S3 0.8570 0.8626 0.8795
S4 0.8415 0.8471 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8979 0.8814 0.0165 1.9% 0.0065 0.7% 12% False True 50
10 0.9063 0.8814 0.0249 2.8% 0.0064 0.7% 8% False True 62
20 0.9259 0.8814 0.0446 5.0% 0.0060 0.7% 4% False True 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8963
2.618 0.8917
1.618 0.8888
1.000 0.8871
0.618 0.8860
HIGH 0.8842
0.618 0.8831
0.500 0.8828
0.382 0.8824
LOW 0.8814
0.618 0.8796
1.000 0.8785
1.618 0.8767
2.618 0.8739
4.250 0.8692
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 0.8831 0.8868
PP 0.8830 0.8856
S1 0.8828 0.8845

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

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