CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 0.8815 0.8790 -0.0025 -0.3% 0.8809
High 0.8842 0.8820 -0.0022 -0.2% 0.8852
Low 0.8785 0.8756 -0.0029 -0.3% 0.8756
Close 0.8793 0.8807 0.0014 0.2% 0.8807
Range 0.0057 0.0065 0.0008 13.2% 0.0097
ATR 0.0063 0.0063 0.0000 0.2% 0.0000
Volume 171,158 189,413 18,255 10.7% 901,270
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8988 0.8962 0.8842
R3 0.8923 0.8897 0.8824
R2 0.8859 0.8859 0.8818
R1 0.8833 0.8833 0.8812 0.8846
PP 0.8794 0.8794 0.8794 0.8801
S1 0.8768 0.8768 0.8801 0.8781
S2 0.8730 0.8730 0.8795
S3 0.8665 0.8704 0.8789
S4 0.8601 0.8639 0.8771
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9094 0.9047 0.8860
R3 0.8998 0.8950 0.8833
R2 0.8901 0.8901 0.8824
R1 0.8854 0.8854 0.8815 0.8829
PP 0.8805 0.8805 0.8805 0.8792
S1 0.8757 0.8757 0.8798 0.8733
S2 0.8708 0.8708 0.8789
S3 0.8612 0.8661 0.8780
S4 0.8515 0.8564 0.8753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8852 0.8756 0.0097 1.1% 0.0063 0.7% 53% False True 180,254
10 0.8980 0.8756 0.0225 2.5% 0.0063 0.7% 23% False True 168,712
20 0.8980 0.8756 0.0225 2.5% 0.0055 0.6% 23% False True 155,369
40 0.9360 0.8756 0.0604 6.9% 0.0069 0.8% 8% False True 139,442
60 0.9360 0.8756 0.0604 6.9% 0.0069 0.8% 8% False True 93,289
80 0.9360 0.8756 0.0604 6.9% 0.0068 0.8% 8% False True 70,010
100 0.9360 0.8756 0.0604 6.9% 0.0067 0.8% 8% False True 56,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9094
2.618 0.8989
1.618 0.8924
1.000 0.8885
0.618 0.8860
HIGH 0.8820
0.618 0.8795
0.500 0.8788
0.382 0.8780
LOW 0.8756
0.618 0.8716
1.000 0.8691
1.618 0.8651
2.618 0.8587
4.250 0.8481
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 0.8800 0.8804
PP 0.8794 0.8801
S1 0.8788 0.8799

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

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