CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 0.8932 0.8965 0.0033 0.4% 0.8906
High 0.8979 0.8980 0.0002 0.0% 0.8979
Low 0.8928 0.8929 0.0001 0.0% 0.8890
Close 0.8962 0.8937 -0.0026 -0.3% 0.8962
Range 0.0051 0.0051 0.0001 1.0% 0.0089
ATR 0.0063 0.0063 -0.0001 -1.4% 0.0000
Volume 158,760 122,519 -36,241 -22.8% 625,040
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9102 0.9070 0.8965
R3 0.9051 0.9019 0.8951
R2 0.9000 0.9000 0.8946
R1 0.8968 0.8968 0.8941 0.8958
PP 0.8949 0.8949 0.8949 0.8944
S1 0.8917 0.8917 0.8932 0.8907
S2 0.8898 0.8898 0.8927
S3 0.8847 0.8866 0.8922
S4 0.8796 0.8815 0.8908
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9209 0.9174 0.9011
R3 0.9121 0.9086 0.8987
R2 0.9032 0.9032 0.8979
R1 0.8997 0.8997 0.8971 0.9015
PP 0.8944 0.8944 0.8944 0.8952
S1 0.8909 0.8909 0.8954 0.8926
S2 0.8855 0.8855 0.8946
S3 0.8767 0.8820 0.8938
S4 0.8678 0.8732 0.8914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8980 0.8890 0.0090 1.0% 0.0049 0.5% 52% True False 136,703
10 0.8980 0.8828 0.0152 1.7% 0.0049 0.5% 71% True False 138,585
20 0.9038 0.8828 0.0210 2.3% 0.0059 0.7% 52% False False 165,386
40 0.9360 0.8828 0.0532 5.9% 0.0071 0.8% 20% False False 100,600
60 0.9360 0.8828 0.0532 5.9% 0.0069 0.8% 20% False False 67,247
80 0.9360 0.8800 0.0560 6.3% 0.0068 0.8% 24% False False 50,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9197
2.618 0.9114
1.618 0.9063
1.000 0.9031
0.618 0.9012
HIGH 0.8980
0.618 0.8961
0.500 0.8955
0.382 0.8948
LOW 0.8929
0.618 0.8897
1.000 0.8878
1.618 0.8846
2.618 0.8795
4.250 0.8712
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 0.8955 0.8946
PP 0.8949 0.8943
S1 0.8943 0.8940

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

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