CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 0.9002 0.9002 0.0000 0.0% 0.8957
High 0.9031 0.9069 0.0038 0.4% 0.9069
Low 0.8957 0.8984 0.0027 0.3% 0.8924
Close 0.8992 0.9067 0.0075 0.8% 0.9067
Range 0.0074 0.0085 0.0012 15.6% 0.0145
ATR 0.0064 0.0066 0.0001 2.3% 0.0000
Volume 210 173 -37 -17.6% 1,062
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9295 0.9266 0.9114
R3 0.9210 0.9181 0.9090
R2 0.9125 0.9125 0.9083
R1 0.9096 0.9096 0.9075 0.9110
PP 0.9040 0.9040 0.9040 0.9047
S1 0.9011 0.9011 0.9059 0.9025
S2 0.8955 0.8955 0.9051
S3 0.8870 0.8926 0.9044
S4 0.8785 0.8841 0.9020
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9453 0.9405 0.9146
R3 0.9309 0.9260 0.9107
R2 0.9164 0.9164 0.9093
R1 0.9116 0.9116 0.9080 0.9140
PP 0.9020 0.9020 0.9020 0.9032
S1 0.8971 0.8971 0.9054 0.8996
S2 0.8875 0.8875 0.9041
S3 0.8731 0.8827 0.9027
S4 0.8586 0.8682 0.8988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9069 0.8924 0.0145 1.6% 0.0066 0.7% 99% True False 212
10 0.9069 0.8800 0.0269 3.0% 0.0064 0.7% 99% True False 132
20 0.9069 0.8800 0.0269 3.0% 0.0064 0.7% 99% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9430
2.618 0.9291
1.618 0.9206
1.000 0.9154
0.618 0.9121
HIGH 0.9069
0.618 0.9036
0.500 0.9026
0.382 0.9016
LOW 0.8984
0.618 0.8931
1.000 0.8899
1.618 0.8846
2.618 0.8761
4.250 0.8622
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 0.9053 0.9049
PP 0.9040 0.9031
S1 0.9026 0.9013

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

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