CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	0.8826	0.8871	0.0045	0.5%	0.8777
High	0.8903	0.8882	-0.0022	-0.2%	0.8856
Low	0.8823	0.8834	0.0012	0.1%	0.8731
Close	0.8870	0.8861	-0.0009	-0.1%	0.8817
Range	0.0081	0.0048	-0.0033	-41.0%	0.0125
ATR	0.0059	0.0058	-0.0001	-1.4%	0.0000
Volume	228,130	143,523	-84,607	-37.1%	801,526

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9001	0.8979	0.8887
R3	0.8954	0.8931	0.8874
R2	0.8906	0.8906	0.8870
R1	0.8884	0.8884	0.8865	0.8871
PP	0.8859	0.8859	0.8859	0.8853
S1	0.8836	0.8836	0.8857	0.8824
S2	0.8811	0.8811	0.8852
S3	0.8764	0.8789	0.8848
S4	0.8716	0.8741	0.8835

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9121	0.8885
R3	0.9051	0.8996	0.8851
R2	0.8926	0.8926	0.8839
R1	0.8871	0.8871	0.8828	0.8899
PP	0.8801	0.8801	0.8801	0.8815
S1	0.8746	0.8746	0.8805	0.8774
S2	0.8676	0.8676	0.8794
S3	0.8551	0.8621	0.8782
S4	0.8426	0.8496	0.8748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8903	0.8791	0.0113	1.3%	0.0049	0.6%	63%	False	False	159,826
10	0.8903	0.8731	0.0173	1.9%	0.0056	0.6%	76%	False	False	158,653
20	0.8909	0.8731	0.0179	2.0%	0.0059	0.7%	73%	False	False	163,987
40	0.9007	0.8731	0.0276	3.1%	0.0058	0.7%	47%	False	False	162,572
60	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	21%	False	False	129,557
80	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	21%	False	False	97,319
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	21%	False	False	77,877
120	0.9360	0.8731	0.0629	7.1%	0.0065	0.7%	21%	False	False	64,904

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9083
2.618	0.9006
1.618	0.8958
1.000	0.8929
0.618	0.8911
HIGH	0.8882
0.618	0.8863
0.500	0.8858
0.382	0.8852
LOW	0.8834
0.618	0.8805
1.000	0.8787
1.618	0.8757
2.618	0.8710
4.250	0.8632

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	0.8860	0.8856
PP	0.8859	0.8852
S1	0.8858	0.8847

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