CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 0.9176 0.9203 0.0027 0.3% 0.9194
High 0.9214 0.9221 0.0007 0.1% 0.9256
Low 0.9153 0.9189 0.0037 0.4% 0.9153
Close 0.9203 0.9216 0.0014 0.1% 0.9203
Range 0.0061 0.0032 -0.0030 -48.4% 0.0104
ATR 0.0069 0.0066 -0.0003 -3.9% 0.0000
Volume 666 621 -45 -6.8% 3,479
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9303 0.9291 0.9233
R3 0.9272 0.9260 0.9225
R2 0.9240 0.9240 0.9222
R1 0.9228 0.9228 0.9219 0.9234
PP 0.9209 0.9209 0.9209 0.9212
S1 0.9197 0.9197 0.9213 0.9203
S2 0.9177 0.9177 0.9210
S3 0.9146 0.9165 0.9207
S4 0.9114 0.9134 0.9199
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9514 0.9462 0.9259
R3 0.9411 0.9358 0.9231
R2 0.9307 0.9307 0.9221
R1 0.9255 0.9255 0.9212 0.9281
PP 0.9204 0.9204 0.9204 0.9217
S1 0.9151 0.9151 0.9193 0.9178
S2 0.9100 0.9100 0.9184
S3 0.8997 0.9048 0.9174
S4 0.8893 0.8944 0.9146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9235 0.9153 0.0083 0.9% 0.0059 0.6% 77% False False 761
10 0.9260 0.9068 0.0193 2.1% 0.0069 0.7% 77% False False 828
20 0.9260 0.9062 0.0199 2.2% 0.0064 0.7% 78% False False 668
40 0.9260 0.8800 0.0460 5.0% 0.0066 0.7% 90% False False 413
60 0.9260 0.8800 0.0460 5.0% 0.0063 0.7% 90% False False 292
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9354
2.618 0.9303
1.618 0.9271
1.000 0.9252
0.618 0.9240
HIGH 0.9221
0.618 0.9208
0.500 0.9205
0.382 0.9201
LOW 0.9189
0.618 0.9170
1.000 0.9158
1.618 0.9138
2.618 0.9107
4.250 0.9055
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 0.9212 0.9209
PP 0.9209 0.9201
S1 0.9205 0.9194

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

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