CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 0.9221 0.9165 -0.0056 -0.6% 0.9205
High 0.9235 0.9232 -0.0003 0.0% 0.9260
Low 0.9171 0.9156 -0.0016 -0.2% 0.9068
Close 0.9182 0.9225 0.0043 0.5% 0.9207
Range 0.0064 0.0076 0.0013 19.7% 0.0193
ATR 0.0070 0.0070 0.0000 0.6% 0.0000
Volume 548 743 195 35.6% 4,636
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9432 0.9404 0.9266
R3 0.9356 0.9328 0.9245
R2 0.9280 0.9280 0.9238
R1 0.9252 0.9252 0.9231 0.9266
PP 0.9204 0.9204 0.9204 0.9211
S1 0.9176 0.9176 0.9218 0.9190
S2 0.9128 0.9128 0.9211
S3 0.9052 0.9100 0.9204
S4 0.8976 0.9024 0.9183
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 0.9113 0.0147 1.6% 0.0072 0.8% 76% False False 963
10 0.9260 0.9068 0.0193 2.1% 0.0072 0.8% 82% False False 896
20 0.9260 0.9012 0.0249 2.7% 0.0065 0.7% 86% False False 605
40 0.9260 0.8800 0.0460 5.0% 0.0066 0.7% 92% False False 357
60 0.9260 0.8800 0.0460 5.0% 0.0063 0.7% 92% False False 251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9430
1.618 0.9354
1.000 0.9308
0.618 0.9278
HIGH 0.9232
0.618 0.9202
0.500 0.9194
0.382 0.9185
LOW 0.9156
0.618 0.9109
1.000 0.9080
1.618 0.9033
2.618 0.8957
4.250 0.8833
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 0.9214 0.9218
PP 0.9204 0.9212
S1 0.9194 0.9206

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

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