CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 0.8950 0.8986 0.0036 0.4% 0.9034
High 0.9007 0.9004 -0.0003 0.0% 0.9046
Low 0.8921 0.8925 0.0004 0.0% 0.8906
Close 0.8996 0.8951 -0.0045 -0.5% 0.8959
Range 0.0086 0.0079 -0.0007 -7.6% 0.0141
ATR 0.0083 0.0083 0.0000 -0.4% 0.0000
Volume 200,941 186,929 -14,012 -7.0% 854,970
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9197 0.9153 0.8994
R3 0.9118 0.9074 0.8972
R2 0.9039 0.9039 0.8965
R1 0.8995 0.8995 0.8958 0.8977
PP 0.8960 0.8960 0.8960 0.8951
S1 0.8916 0.8916 0.8943 0.8898
S2 0.8881 0.8881 0.8936
S3 0.8802 0.8837 0.8929
S4 0.8723 0.8758 0.8907
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9316 0.9036
R3 0.9251 0.9175 0.8997
R2 0.9111 0.9111 0.8984
R1 0.9035 0.9035 0.8971 0.9002
PP 0.8970 0.8970 0.8970 0.8954
S1 0.8894 0.8894 0.8946 0.8862
S2 0.8830 0.8830 0.8933
S3 0.8689 0.8754 0.8920
S4 0.8549 0.8613 0.8881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9038 0.8906 0.0133 1.5% 0.0080 0.9% 34% False False 189,865
10 0.9166 0.8906 0.0260 2.9% 0.0080 0.9% 17% False False 168,887
20 0.9360 0.8906 0.0454 5.1% 0.0087 1.0% 10% False False 91,378
40 0.9360 0.8906 0.0454 5.1% 0.0075 0.8% 10% False False 46,023
60 0.9360 0.8800 0.0560 6.3% 0.0073 0.8% 27% False False 30,735
80 0.9360 0.8800 0.0560 6.3% 0.0069 0.8% 27% False False 23,064
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9340
2.618 0.9211
1.618 0.9132
1.000 0.9083
0.618 0.9053
HIGH 0.9004
0.618 0.8974
0.500 0.8965
0.382 0.8955
LOW 0.8925
0.618 0.8876
1.000 0.8846
1.618 0.8797
2.618 0.8718
4.250 0.8589
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 0.8965 0.8963
PP 0.8960 0.8959
S1 0.8955 0.8955

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

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