CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 0.8887 0.8873 -0.0014 -0.2% 0.8835
High 0.8922 0.8968 0.0047 0.5% 0.8968
Low 0.8872 0.8867 -0.0005 -0.1% 0.8800
Close 0.8894 0.8948 0.0054 0.6% 0.8948
Range 0.0050 0.0102 0.0052 103.0% 0.0168
ATR 0.0062 0.0065 0.0003 4.5% 0.0000
Volume 46 57 11 23.9% 260
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9232 0.9191 0.9003
R3 0.9130 0.9090 0.8975
R2 0.9029 0.9029 0.8966
R1 0.8988 0.8988 0.8957 0.9009
PP 0.8927 0.8927 0.8927 0.8938
S1 0.8887 0.8887 0.8938 0.8907
S2 0.8826 0.8826 0.8929
S3 0.8724 0.8785 0.8920
S4 0.8623 0.8684 0.8892
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9409 0.9346 0.9040
R3 0.9241 0.9178 0.8994
R2 0.9073 0.9073 0.8978
R1 0.9010 0.9010 0.8963 0.9042
PP 0.8905 0.8905 0.8905 0.8921
S1 0.8842 0.8842 0.8932 0.8874
S2 0.8737 0.8737 0.8917
S3 0.8569 0.8674 0.8901
S4 0.8401 0.8506 0.8855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8968 0.8800 0.0168 1.9% 0.0063 0.7% 88% True False 52
10 0.9016 0.8800 0.0216 2.4% 0.0068 0.8% 68% False False 53
20 0.9110 0.8800 0.0310 3.5% 0.0058 0.7% 48% False False 54
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 0.0012
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9234
1.618 0.9132
1.000 0.9070
0.618 0.9031
HIGH 0.8968
0.618 0.8929
0.500 0.8917
0.382 0.8905
LOW 0.8867
0.618 0.8804
1.000 0.8765
1.618 0.8702
2.618 0.8601
4.250 0.8435
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 0.8937 0.8933
PP 0.8927 0.8919
S1 0.8917 0.8904

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

View Archives - Comment on this page... - Back to Index of Symbols