CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 0.9203 0.9240 0.0038 0.4% 0.9194
High 0.9221 0.9286 0.0065 0.7% 0.9256
Low 0.9189 0.9148 -0.0042 -0.5% 0.9153
Close 0.9216 0.9165 -0.0052 -0.6% 0.9203
Range 0.0032 0.0138 0.0107 338.1% 0.0104
ATR 0.0066 0.0071 0.0005 7.7% 0.0000
Volume 621 2,360 1,739 280.0% 3,479
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9613 0.9527 0.9240
R3 0.9475 0.9389 0.9202
R2 0.9337 0.9337 0.9190
R1 0.9251 0.9251 0.9177 0.9225
PP 0.9199 0.9199 0.9199 0.9186
S1 0.9113 0.9113 0.9152 0.9087
S2 0.9061 0.9061 0.9139
S3 0.8923 0.8975 0.9127
S4 0.8785 0.8837 0.9089
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 0.9286 0.9148 0.0138 1.5% 0.0074 0.8% 12% True True 1,124
10 0.9286 0.9068 0.0218 2.4% 0.0073 0.8% 44% True False 1,006
20 0.9286 0.9062 0.0224 2.4% 0.0068 0.7% 46% True False 781
40 0.9286 0.8800 0.0486 5.3% 0.0067 0.7% 75% True False 471
60 0.9286 0.8800 0.0486 5.3% 0.0065 0.7% 75% True False 331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 0.9872
2.618 0.9647
1.618 0.9509
1.000 0.9424
0.618 0.9371
HIGH 0.9286
0.618 0.9233
0.500 0.9217
0.382 0.9200
LOW 0.9148
0.618 0.9062
1.000 0.9010
1.618 0.8924
2.618 0.8786
4.250 0.8561
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 0.9217 0.9217
PP 0.9199 0.9199
S1 0.9182 0.9182

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

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