CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 0.8790 0.8815 0.0025 0.3% 0.8809
High 0.8820 0.8867 0.0047 0.5% 0.8852
Low 0.8756 0.8803 0.0048 0.5% 0.8756
Close 0.8807 0.8855 0.0049 0.6% 0.8807
Range 0.0065 0.0064 -0.0001 -1.6% 0.0097
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 189,413 144,615 -44,798 -23.7% 901,270
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9032 0.9007 0.8890
R3 0.8969 0.8944 0.8872
R2 0.8905 0.8905 0.8867
R1 0.8880 0.8880 0.8861 0.8893
PP 0.8842 0.8842 0.8842 0.8848
S1 0.8817 0.8817 0.8849 0.8829
S2 0.8778 0.8778 0.8843
S3 0.8715 0.8753 0.8838
S4 0.8651 0.8690 0.8820
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 0.8867 0.8756 0.0111 1.3% 0.0062 0.7% 90% True False 176,931
10 0.8949 0.8756 0.0194 2.2% 0.0064 0.7% 51% False False 170,922
20 0.8980 0.8756 0.0225 2.5% 0.0056 0.6% 44% False False 154,753
40 0.9360 0.8756 0.0604 6.8% 0.0069 0.8% 16% False False 143,033
60 0.9360 0.8756 0.0604 6.8% 0.0068 0.8% 16% False False 95,696
80 0.9360 0.8756 0.0604 6.8% 0.0068 0.8% 16% False False 71,817
100 0.9360 0.8756 0.0604 6.8% 0.0067 0.8% 16% False False 57,466
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9136
2.618 0.9033
1.618 0.8969
1.000 0.8930
0.618 0.8906
HIGH 0.8867
0.618 0.8842
0.500 0.8835
0.382 0.8827
LOW 0.8803
0.618 0.8764
1.000 0.8740
1.618 0.8700
2.618 0.8637
4.250 0.8533
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 0.8848 0.8840
PP 0.8842 0.8826
S1 0.8835 0.8811

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

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