CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 08-Sep-2017
Day Change Summary
Previous Current
07-Sep-2017 08-Sep-2017 Change Change % Previous Week
Open 0.9199 0.9265 0.0066 0.7% 0.9162
High 0.9298 0.9360 0.0062 0.7% 0.9360
Low 0.9196 0.9260 0.0064 0.7% 0.9142
Close 0.9245 0.9318 0.0073 0.8% 0.9318
Range 0.0103 0.0100 -0.0003 -2.4% 0.0218
ATR 0.0078 0.0081 0.0003 3.3% 0.0000
Volume 8,276 13,143 4,867 58.8% 28,991
Daily Pivots for day following 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9612 0.9565 0.9373
R3 0.9512 0.9465 0.9345
R2 0.9412 0.9412 0.9336
R1 0.9365 0.9365 0.9327 0.9389
PP 0.9312 0.9312 0.9312 0.9324
S1 0.9265 0.9265 0.9308 0.9289
S2 0.9212 0.9212 0.9299
S3 0.9112 0.9165 0.9290
S4 0.9012 0.9065 0.9263
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9927 0.9840 0.9437
R3 0.9709 0.9622 0.9377
R2 0.9491 0.9491 0.9357
R1 0.9404 0.9404 0.9337 0.9448
PP 0.9273 0.9273 0.9273 0.9295
S1 0.9186 0.9186 0.9298 0.9230
S2 0.9055 0.9055 0.9278
S3 0.8837 0.8968 0.9258
S4 0.8619 0.8750 0.9198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9360 0.9097 0.0263 2.8% 0.0093 1.0% 84% True False 5,995
10 0.9360 0.9081 0.0279 3.0% 0.0084 0.9% 85% True False 3,807
20 0.9360 0.9068 0.0292 3.1% 0.0076 0.8% 86% True False 2,354
40 0.9360 0.8867 0.0493 5.3% 0.0072 0.8% 91% True False 1,321
60 0.9360 0.8800 0.0560 6.0% 0.0068 0.7% 92% True False 902
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9785
2.618 0.9621
1.618 0.9521
1.000 0.9460
0.618 0.9421
HIGH 0.9360
0.618 0.9321
0.500 0.9310
0.382 0.9298
LOW 0.9260
0.618 0.9198
1.000 0.9160
1.618 0.9098
2.618 0.8998
4.250 0.8835
Fisher Pivots for day following 08-Sep-2017
Pivot 1 day 3 day
R1 0.9315 0.9303
PP 0.9312 0.9288
S1 0.9310 0.9273

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

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