CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 0.8994 0.9071 0.0077 0.9% 0.8957
High 0.9064 0.9086 0.0022 0.2% 0.9069
Low 0.8975 0.9012 0.0037 0.4% 0.8924
Close 0.9044 0.9061 0.0017 0.2% 0.9067
Range 0.0089 0.0075 -0.0015 -16.3% 0.0145
ATR 0.0068 0.0069 0.0000 0.6% 0.0000
Volume 89 415 326 366.3% 1,062
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9276 0.9243 0.9102
R3 0.9202 0.9169 0.9081
R2 0.9127 0.9127 0.9075
R1 0.9094 0.9094 0.9068 0.9074
PP 0.9053 0.9053 0.9053 0.9043
S1 0.9020 0.9020 0.9054 0.8999
S2 0.8978 0.8978 0.9047
S3 0.8904 0.8945 0.9041
S4 0.8829 0.8871 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 0.9100 0.8975 0.0125 1.4% 0.0079 0.9% 69% False False 185
10 0.9100 0.8867 0.0234 2.6% 0.0074 0.8% 83% False False 187
20 0.9100 0.8800 0.0300 3.3% 0.0070 0.8% 87% False False 128
40 0.9259 0.8800 0.0459 5.1% 0.0062 0.7% 57% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9403
2.618 0.9281
1.618 0.9207
1.000 0.9161
0.618 0.9132
HIGH 0.9086
0.618 0.9058
0.500 0.9049
0.382 0.9040
LOW 0.9012
0.618 0.8965
1.000 0.8937
1.618 0.8891
2.618 0.8816
4.250 0.8695
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 0.9057 0.9051
PP 0.9053 0.9041
S1 0.9049 0.9031

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

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