CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 0.9071 0.9063 -0.0008 -0.1% 0.9062
High 0.9086 0.9104 0.0018 0.2% 0.9104
Low 0.9012 0.9044 0.0033 0.4% 0.8975
Close 0.9061 0.9100 0.0039 0.4% 0.9100
Range 0.0075 0.0060 -0.0015 -19.5% 0.0129
ATR 0.0069 0.0068 -0.0001 -0.9% 0.0000
Volume 415 701 286 68.9% 1,453
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9263 0.9241 0.9133
R3 0.9203 0.9181 0.9117
R2 0.9143 0.9143 0.9111
R1 0.9121 0.9121 0.9106 0.9132
PP 0.9083 0.9083 0.9083 0.9088
S1 0.9061 0.9061 0.9095 0.9072
S2 0.9023 0.9023 0.9089
S3 0.8963 0.9001 0.9084
S4 0.8903 0.8941 0.9067
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9447 0.9402 0.9171
R3 0.9318 0.9273 0.9135
R2 0.9189 0.9189 0.9124
R1 0.9144 0.9144 0.9112 0.9167
PP 0.9060 0.9060 0.9060 0.9071
S1 0.9015 0.9015 0.9088 0.9038
S2 0.8931 0.8931 0.9076
S3 0.8802 0.8886 0.9065
S4 0.8673 0.8757 0.9029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9104 0.8975 0.0129 1.4% 0.0074 0.8% 97% True False 290
10 0.9104 0.8924 0.0180 2.0% 0.0070 0.8% 98% True False 251
20 0.9104 0.8800 0.0304 3.3% 0.0069 0.8% 99% True False 152
40 0.9259 0.8800 0.0459 5.0% 0.0064 0.7% 65% False False 101
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9359
2.618 0.9261
1.618 0.9201
1.000 0.9164
0.618 0.9141
HIGH 0.9104
0.618 0.9081
0.500 0.9074
0.382 0.9067
LOW 0.9044
0.618 0.9007
1.000 0.8984
1.618 0.8947
2.618 0.8887
4.250 0.8789
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 0.9091 0.9080
PP 0.9083 0.9060
S1 0.9074 0.9040

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

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