CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	0.8906	0.8903	-0.0003	0.0%	0.8916
High	0.8930	0.8957	0.0027	0.3%	0.8932
Low	0.8897	0.8890	-0.0007	-0.1%	0.8828
Close	0.8902	0.8926	0.0025	0.3%	0.8900
Range	0.0034	0.0067	0.0033	98.5%	0.0104
ATR	0.0069	0.0069	0.0000	-0.2%	0.0000
Volume	64,040	151,122	87,082	136.0%	795,221

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9124	0.9091	0.8963
R3	0.9057	0.9025	0.8944
R2	0.8991	0.8991	0.8938
R1	0.8958	0.8958	0.8932	0.8975
PP	0.8924	0.8924	0.8924	0.8932
S1	0.8892	0.8892	0.8920	0.8908
S2	0.8858	0.8858	0.8914
S3	0.8791	0.8825	0.8908
S4	0.8725	0.8759	0.8889

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9199	0.9153	0.8957
R3	0.9095	0.9049	0.8928
R2	0.8991	0.8991	0.8919
R1	0.8945	0.8945	0.8909	0.8916
PP	0.8887	0.8887	0.8887	0.8872
S1	0.8841	0.8841	0.8890	0.8812
S2	0.8783	0.8783	0.8880
S3	0.8679	0.8737	0.8871
S4	0.8575	0.8633	0.8842

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8957	0.8828	0.0129	1.4%	0.0054	0.6%	76%	True	False	140,848
10	0.8957	0.8828	0.0129	1.4%	0.0056	0.6%	76%	True	False	165,993
20	0.9166	0.8828	0.0338	3.8%	0.0068	0.8%	29%	False	False	167,440
40	0.9360	0.8828	0.0532	6.0%	0.0075	0.8%	18%	False	False	87,394
60	0.9360	0.8828	0.0532	6.0%	0.0071	0.8%	18%	False	False	58,391
80	0.9360	0.8800	0.0560	6.3%	0.0068	0.8%	23%	False	False	43,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9239
2.618	0.9131
1.618	0.9064
1.000	0.9023
0.618	0.8998
HIGH	0.8957
0.618	0.8931
0.500	0.8923
0.382	0.8915
LOW	0.8890
0.618	0.8849
1.000	0.8824
1.618	0.8782
2.618	0.8716
4.250	0.8607

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	0.8925	0.8915
PP	0.8924	0.8904
S1	0.8923	0.8892

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols