CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 0.9265 0.9282 0.0017 0.2% 0.9162
High 0.9360 0.9286 -0.0074 -0.8% 0.9360
Low 0.9260 0.9173 -0.0087 -0.9% 0.9142
Close 0.9318 0.9186 -0.0132 -1.4% 0.9318
Range 0.0100 0.0114 0.0014 13.5% 0.0218
ATR 0.0081 0.0085 0.0005 5.7% 0.0000
Volume 13,143 29,975 16,832 128.1% 28,991
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9555 0.9484 0.9248
R3 0.9442 0.9370 0.9217
R2 0.9328 0.9328 0.9206
R1 0.9257 0.9257 0.9196 0.9236
PP 0.9215 0.9215 0.9215 0.9204
S1 0.9143 0.9143 0.9175 0.9122
S2 0.9101 0.9101 0.9165
S3 0.8988 0.9030 0.9154
S4 0.8874 0.8916 0.9123
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 0.9142 0.0218 2.4% 0.0101 1.1% 20% False False 11,793
10 0.9360 0.9081 0.0279 3.0% 0.0089 1.0% 38% False False 6,738
20 0.9360 0.9068 0.0292 3.2% 0.0079 0.9% 40% False False 3,775
40 0.9360 0.8924 0.0436 4.7% 0.0072 0.8% 60% False False 2,069
60 0.9360 0.8800 0.0560 6.1% 0.0067 0.7% 69% False False 1,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9768
2.618 0.9583
1.618 0.9470
1.000 0.9400
0.618 0.9356
HIGH 0.9286
0.618 0.9243
0.500 0.9229
0.382 0.9216
LOW 0.9173
0.618 0.9102
1.000 0.9059
1.618 0.8989
2.618 0.8875
4.250 0.8690
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 0.9229 0.9266
PP 0.9215 0.9239
S1 0.9200 0.9212

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

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