CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 0.9240 0.9167 -0.0073 -0.8% 0.9194
High 0.9286 0.9176 -0.0110 -1.2% 0.9256
Low 0.9148 0.9102 -0.0046 -0.5% 0.9153
Close 0.9165 0.9109 -0.0056 -0.6% 0.9203
Range 0.0138 0.0075 -0.0064 -46.0% 0.0104
ATR 0.0071 0.0072 0.0000 0.3% 0.0000
Volume 2,360 2,183 -177 -7.5% 3,479
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 0.9352 0.9305 0.9150
R3 0.9278 0.9231 0.9129
R2 0.9203 0.9203 0.9123
R1 0.9156 0.9156 0.9116 0.9143
PP 0.9129 0.9129 0.9129 0.9122
S1 0.9082 0.9082 0.9102 0.9068
S2 0.9054 0.9054 0.9095
S3 0.8980 0.9007 0.9089
S4 0.8905 0.8933 0.9068
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 0.9102 0.0184 2.0% 0.0074 0.8% 4% False True 1,412
10 0.9286 0.9102 0.0184 2.0% 0.0073 0.8% 4% False True 1,187
20 0.9286 0.9062 0.0224 2.5% 0.0069 0.8% 21% False False 879
40 0.9286 0.8800 0.0486 5.3% 0.0067 0.7% 64% False False 523
60 0.9286 0.8800 0.0486 5.3% 0.0065 0.7% 64% False False 367
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9493
2.618 0.9371
1.618 0.9297
1.000 0.9251
0.618 0.9222
HIGH 0.9176
0.618 0.9148
0.500 0.9139
0.382 0.9130
LOW 0.9102
0.618 0.9055
1.000 0.9027
1.618 0.8981
2.618 0.8906
4.250 0.8785
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 0.9139 0.9194
PP 0.9129 0.9165
S1 0.9119 0.9137

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

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