CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 0.8945 0.8897 -0.0048 -0.5% 0.9034
High 0.8945 0.8940 -0.0005 -0.1% 0.9046
Low 0.8863 0.8865 0.0002 0.0% 0.8906
Close 0.8905 0.8928 0.0023 0.3% 0.8959
Range 0.0082 0.0076 -0.0007 -7.9% 0.0141
ATR 0.0083 0.0083 -0.0001 -0.7% 0.0000
Volume 255,467 193,360 -62,107 -24.3% 854,970
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9137 0.9108 0.8969
R3 0.9062 0.9032 0.8948
R2 0.8986 0.8986 0.8941
R1 0.8957 0.8957 0.8934 0.8972
PP 0.8911 0.8911 0.8911 0.8918
S1 0.8881 0.8881 0.8921 0.8896
S2 0.8835 0.8835 0.8914
S3 0.8760 0.8806 0.8907
S4 0.8684 0.8730 0.8886
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 0.9007 0.8863 0.0144 1.6% 0.0079 0.9% 45% False False 201,680
10 0.9166 0.8863 0.0303 3.4% 0.0081 0.9% 21% False False 192,103
20 0.9360 0.8863 0.0497 5.6% 0.0084 0.9% 13% False False 113,593
40 0.9360 0.8863 0.0497 5.6% 0.0077 0.9% 13% False False 57,236
60 0.9360 0.8800 0.0560 6.3% 0.0073 0.8% 23% False False 38,213
80 0.9360 0.8800 0.0560 6.3% 0.0070 0.8% 23% False False 28,674
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9261
2.618 0.9138
1.618 0.9062
1.000 0.9016
0.618 0.8987
HIGH 0.8940
0.618 0.8911
0.500 0.8902
0.382 0.8893
LOW 0.8865
0.618 0.8818
1.000 0.8789
1.618 0.8742
2.618 0.8667
4.250 0.8544
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 0.8919 0.8934
PP 0.8911 0.8932
S1 0.8902 0.8930

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

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