CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 0.8997 0.9002 0.0005 0.1% 0.8835
High 0.9027 0.9031 0.0004 0.0% 0.8968
Low 0.8974 0.8957 -0.0017 -0.2% 0.8800
Close 0.9009 0.8992 -0.0017 -0.2% 0.8948
Range 0.0053 0.0074 0.0021 40.0% 0.0168
ATR 0.0063 0.0064 0.0001 1.1% 0.0000
Volume 247 210 -37 -15.0% 260
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9214 0.9176 0.9032
R3 0.9140 0.9103 0.9012
R2 0.9067 0.9067 0.9005
R1 0.9029 0.9029 0.8999 0.9011
PP 0.8993 0.8993 0.8993 0.8984
S1 0.8956 0.8956 0.8985 0.8938
S2 0.8920 0.8920 0.8979
S3 0.8846 0.8882 0.8972
S4 0.8773 0.8809 0.8952
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 0.9031 0.8867 0.0164 1.8% 0.0069 0.8% 77% True False 189
10 0.9031 0.8800 0.0231 2.6% 0.0064 0.7% 83% True False 120
20 0.9084 0.8800 0.0284 3.2% 0.0062 0.7% 68% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9343
2.618 0.9223
1.618 0.9149
1.000 0.9104
0.618 0.9076
HIGH 0.9031
0.618 0.9002
0.500 0.8994
0.382 0.8985
LOW 0.8957
0.618 0.8912
1.000 0.8884
1.618 0.8838
2.618 0.8765
4.250 0.8645
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 0.8994 0.8990
PP 0.8993 0.8987
S1 0.8993 0.8985

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

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