CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 0.9165 0.9227 0.0063 0.7% 0.9205
High 0.9232 0.9235 0.0004 0.0% 0.9260
Low 0.9156 0.9173 0.0017 0.2% 0.9068
Close 0.9225 0.9182 -0.0043 -0.5% 0.9207
Range 0.0076 0.0063 -0.0014 -17.8% 0.0193
ATR 0.0070 0.0070 -0.0001 -0.8% 0.0000
Volume 743 1,231 488 65.7% 4,636
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9384 0.9346 0.9216
R3 0.9322 0.9283 0.9199
R2 0.9259 0.9259 0.9193
R1 0.9221 0.9221 0.9188 0.9209
PP 0.9197 0.9197 0.9197 0.9191
S1 0.9158 0.9158 0.9176 0.9146
S2 0.9134 0.9134 0.9171
S3 0.9072 0.9096 0.9165
S4 0.9009 0.9033 0.9148
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 0.9156 0.0105 1.1% 0.0070 0.8% 25% False False 921
10 0.9260 0.9068 0.0193 2.1% 0.0069 0.8% 59% False False 902
20 0.9260 0.9044 0.0216 2.4% 0.0064 0.7% 64% False False 646
40 0.9260 0.8800 0.0460 5.0% 0.0067 0.7% 83% False False 387
60 0.9260 0.8800 0.0460 5.0% 0.0063 0.7% 83% False False 271
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9501
2.618 0.9399
1.618 0.9336
1.000 0.9298
0.618 0.9274
HIGH 0.9235
0.618 0.9211
0.500 0.9204
0.382 0.9196
LOW 0.9173
0.618 0.9134
1.000 0.9110
1.618 0.9071
2.618 0.9009
4.250 0.8907
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 0.9204 0.9195
PP 0.9197 0.9191
S1 0.9189 0.9186

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

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