CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 0.9138 0.9162 0.0025 0.3% 0.9203
High 0.9172 0.9251 0.0079 0.9% 0.9286
Low 0.9097 0.9142 0.0045 0.5% 0.9081
Close 0.9116 0.9250 0.0134 1.5% 0.9116
Range 0.0076 0.0109 0.0034 44.4% 0.0205
ATR 0.0071 0.0076 0.0005 6.3% 0.0000
Volume 984 4,210 3,226 327.8% 8,419
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9541 0.9504 0.9309
R3 0.9432 0.9395 0.9279
R2 0.9323 0.9323 0.9269
R1 0.9286 0.9286 0.9259 0.9305
PP 0.9214 0.9214 0.9214 0.9223
S1 0.9177 0.9177 0.9240 0.9196
S2 0.9105 0.9105 0.9230
S3 0.8996 0.9068 0.9220
S4 0.8887 0.8959 0.9190
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9774 0.9650 0.9228
R3 0.9570 0.9445 0.9172
R2 0.9365 0.9365 0.9153
R1 0.9241 0.9241 0.9135 0.9201
PP 0.9161 0.9161 0.9161 0.9141
S1 0.9036 0.9036 0.9097 0.8996
S2 0.8956 0.8956 0.9079
S3 0.8752 0.8832 0.9060
S4 0.8547 0.8627 0.9004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9286 0.9081 0.0205 2.2% 0.0092 1.0% 82% False False 2,401
10 0.9286 0.9081 0.0205 2.2% 0.0076 0.8% 82% False False 1,581
20 0.9286 0.9068 0.0218 2.4% 0.0072 0.8% 83% False False 1,230
40 0.9286 0.8800 0.0486 5.2% 0.0069 0.7% 93% False False 707
60 0.9286 0.8800 0.0486 5.2% 0.0066 0.7% 93% False False 491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9714
2.618 0.9536
1.618 0.9427
1.000 0.9360
0.618 0.9318
HIGH 0.9251
0.618 0.9209
0.500 0.9196
0.382 0.9183
LOW 0.9142
0.618 0.9074
1.000 0.9033
1.618 0.8965
2.618 0.8856
4.250 0.8678
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 0.9232 0.9222
PP 0.9214 0.9194
S1 0.9196 0.9166

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

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