CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 0.9063 0.9102 0.0040 0.4% 0.9062
High 0.9104 0.9132 0.0028 0.3% 0.9104
Low 0.9044 0.9088 0.0044 0.5% 0.8975
Close 0.9100 0.9131 0.0031 0.3% 0.9100
Range 0.0060 0.0044 -0.0016 -26.7% 0.0129
ATR 0.0068 0.0066 -0.0002 -2.5% 0.0000
Volume 701 137 -564 -80.5% 1,453
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9249 0.9234 0.9155
R3 0.9205 0.9190 0.9143
R2 0.9161 0.9161 0.9139
R1 0.9146 0.9146 0.9135 0.9153
PP 0.9117 0.9117 0.9117 0.9120
S1 0.9102 0.9102 0.9127 0.9109
S2 0.9073 0.9073 0.9123
S3 0.9029 0.9058 0.9119
S4 0.8985 0.9014 0.9107
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 0.9132 0.8975 0.0157 1.7% 0.0072 0.8% 100% True False 295
10 0.9132 0.8940 0.0192 2.1% 0.0070 0.8% 100% True False 259
20 0.9132 0.8800 0.0332 3.6% 0.0068 0.7% 100% True False 157
40 0.9259 0.8800 0.0459 5.0% 0.0062 0.7% 72% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9319
2.618 0.9247
1.618 0.9203
1.000 0.9176
0.618 0.9159
HIGH 0.9132
0.618 0.9115
0.500 0.9110
0.382 0.9104
LOW 0.9088
0.618 0.9060
1.000 0.9044
1.618 0.9016
2.618 0.8972
4.250 0.8901
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 0.9124 0.9111
PP 0.9117 0.9091
S1 0.9110 0.9072

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

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