CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 0.8873 0.8957 0.0085 1.0% 0.8835
High 0.8968 0.8964 -0.0005 -0.1% 0.8968
Low 0.8867 0.8924 0.0058 0.6% 0.8800
Close 0.8948 0.8943 -0.0005 -0.1% 0.8948
Range 0.0102 0.0040 -0.0062 -61.1% 0.0168
ATR 0.0065 0.0063 -0.0002 -2.8% 0.0000
Volume 57 61 4 7.0% 260
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9062 0.9042 0.8965
R3 0.9023 0.9003 0.8954
R2 0.8983 0.8983 0.8950
R1 0.8963 0.8963 0.8947 0.8953
PP 0.8944 0.8944 0.8944 0.8939
S1 0.8924 0.8924 0.8939 0.8914
S2 0.8904 0.8904 0.8936
S3 0.8865 0.8884 0.8932
S4 0.8825 0.8845 0.8921
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% 0.0065 0.7% 85% False False 61
10 0.8979 0.8800 0.0179 2.0% 0.0065 0.7% 80% False False 56
20 0.9084 0.8800 0.0284 3.2% 0.0057 0.6% 50% False False 54
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9131
2.618 0.9067
1.618 0.9027
1.000 0.9003
0.618 0.8988
HIGH 0.8964
0.618 0.8948
0.500 0.8944
0.382 0.8939
LOW 0.8924
0.618 0.8900
1.000 0.8885
1.618 0.8860
2.618 0.8821
4.250 0.8756
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 0.8944 0.8934
PP 0.8944 0.8926
S1 0.8943 0.8917

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

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