CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	0.8782	0.8777	-0.0005	-0.1%	0.8815
High	0.8820	0.8812	-0.0008	-0.1%	0.8871
Low	0.8754	0.8731	-0.0024	-0.3%	0.8754
Close	0.8774	0.8805	0.0031	0.3%	0.8774
Range	0.0066	0.0082	0.0016	23.5%	0.0117
ATR	0.0062	0.0063	0.0001	2.2%	0.0000
Volume	138,330	147,706	9,376	6.8%	738,193

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9027	0.8997	0.8849
R3	0.8945	0.8916	0.8827
R2	0.8864	0.8864	0.8819
R1	0.8834	0.8834	0.8812	0.8849
PP	0.8782	0.8782	0.8782	0.8790
S1	0.8753	0.8753	0.8797	0.8768
S2	0.8701	0.8701	0.8790
S3	0.8619	0.8671	0.8782
S4	0.8538	0.8590	0.8760

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9079	0.8838
R3	0.9034	0.8962	0.8806
R2	0.8917	0.8917	0.8795
R1	0.8845	0.8845	0.8785	0.8823
PP	0.8800	0.8800	0.8800	0.8788
S1	0.8728	0.8728	0.8763	0.8706
S2	0.8683	0.8683	0.8753
S3	0.8566	0.8611	0.8742
S4	0.8449	0.8494	0.8710

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8871	0.8731	0.0141	1.6%	0.0063	0.7%	53%	False	True	148,256
10	0.8871	0.8731	0.0141	1.6%	0.0063	0.7%	53%	False	True	162,594
20	0.8980	0.8731	0.0250	2.8%	0.0060	0.7%	30%	False	True	156,701
40	0.9194	0.8731	0.0464	5.3%	0.0064	0.7%	16%	False	True	160,091
60	0.9360	0.8731	0.0629	7.1%	0.0069	0.8%	12%	False	True	107,985
80	0.9360	0.8731	0.0629	7.1%	0.0068	0.8%	12%	False	True	81,080
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.8%	12%	False	True	64,875

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9158
2.618	0.9025
1.618	0.8944
1.000	0.8894
0.618	0.8862
HIGH	0.8812
0.618	0.8781
0.500	0.8771
0.382	0.8762
LOW	0.8731
0.618	0.8680
1.000	0.8649
1.618	0.8599
2.618	0.8517
4.250	0.8384

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	0.8793	0.8795
PP	0.8782	0.8786
S1	0.8771	0.8777

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