CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 0.9194 0.9221 0.0027 0.3% 0.9205
High 0.9256 0.9235 -0.0022 -0.2% 0.9260
Low 0.9192 0.9171 -0.0021 -0.2% 0.9068
Close 0.9240 0.9182 -0.0058 -0.6% 0.9207
Range 0.0064 0.0064 -0.0001 -0.8% 0.0193
ATR 0.0070 0.0070 0.0000 -0.1% 0.0000
Volume 291 548 257 88.3% 4,636
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9386 0.9348 0.9217
R3 0.9323 0.9284 0.9199
R2 0.9259 0.9259 0.9194
R1 0.9221 0.9221 0.9188 0.9208
PP 0.9196 0.9196 0.9196 0.9190
S1 0.9157 0.9157 0.9176 0.9145
S2 0.9132 0.9132 0.9170
S3 0.9069 0.9094 0.9165
S4 0.9005 0.9030 0.9147
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9756 0.9674 0.9312
R3 0.9563 0.9481 0.9259
R2 0.9371 0.9371 0.9242
R1 0.9289 0.9289 0.9224 0.9330
PP 0.9178 0.9178 0.9178 0.9199
S1 0.9096 0.9096 0.9189 0.9137
S2 0.8986 0.8986 0.9171
S3 0.8793 0.8904 0.9154
S4 0.8601 0.8711 0.9101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9260 0.9068 0.0193 2.1% 0.0072 0.8% 59% False False 889
10 0.9260 0.9068 0.0193 2.1% 0.0069 0.8% 59% False False 889
20 0.9260 0.8975 0.0285 3.1% 0.0066 0.7% 73% False False 572
40 0.9260 0.8800 0.0460 5.0% 0.0066 0.7% 83% False False 340
60 0.9260 0.8800 0.0460 5.0% 0.0062 0.7% 83% False False 238
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9504
2.618 0.9401
1.618 0.9337
1.000 0.9298
0.618 0.9274
HIGH 0.9235
0.618 0.9210
0.500 0.9203
0.382 0.9195
LOW 0.9171
0.618 0.9132
1.000 0.9108
1.618 0.9068
2.618 0.9005
4.250 0.8901
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 0.9203 0.9216
PP 0.9196 0.9204
S1 0.9189 0.9193

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

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