CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 30-Nov-2017

Day Change Summary
	Previous	Current
	29-Nov-2017	30-Nov-2017	Change	Change %	Previous Week
Open	0.8977	0.8936	-0.0042	-0.5%	0.8926
High	0.8986	0.8956	-0.0030	-0.3%	0.9013
Low	0.8924	0.8883	-0.0041	-0.5%	0.8881
Close	0.8951	0.8892	-0.0059	-0.7%	0.8970
Range	0.0062	0.0073	0.0011	16.9%	0.0132
ATR	0.0062	0.0063	0.0001	1.2%	0.0000
Volume	182,344	203,050	20,706	11.4%	612,920

Daily Pivots for day following 30-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9128	0.9082	0.8932
R3	0.9055	0.9010	0.8912
R2	0.8983	0.8983	0.8905
R1	0.8937	0.8937	0.8899	0.8924
PP	0.8910	0.8910	0.8910	0.8903
S1	0.8865	0.8865	0.8885	0.8851
S2	0.8838	0.8838	0.8879
S3	0.8765	0.8792	0.8872
S4	0.8693	0.8720	0.8852

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9291	0.9042
R3	0.9218	0.9160	0.9006
R2	0.9086	0.9086	0.8994
R1	0.9028	0.9028	0.8982	0.9057
PP	0.8955	0.8955	0.8955	0.8969
S1	0.8897	0.8897	0.8958	0.8926
S2	0.8823	0.8823	0.8946
S3	0.8692	0.8765	0.8934
S4	0.8560	0.8634	0.8898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9030	0.8883	0.0147	1.6%	0.0061	0.7%	6%	False	True	175,881
10	0.9030	0.8834	0.0196	2.2%	0.0067	0.7%	30%	False	False	168,951
20	0.9030	0.8731	0.0299	3.4%	0.0061	0.7%	54%	False	False	165,013
40	0.9030	0.8731	0.0299	3.4%	0.0060	0.7%	54%	False	False	159,491
60	0.9360	0.8731	0.0629	7.1%	0.0065	0.7%	26%	False	False	155,025
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	26%	False	False	116,613
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	26%	False	False	93,331
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	26%	False	False	77,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9264
2.618	0.9145
1.618	0.9073
1.000	0.9028
0.618	0.9000
HIGH	0.8956
0.618	0.8928
0.500	0.8919
0.382	0.8911
LOW	0.8883
0.618	0.8838
1.000	0.8811
1.618	0.8766
2.618	0.8693
4.250	0.8575

Fisher Pivots for day following 30-Nov-2017
Pivot	1 day	3 day
R1	0.8919	0.8953
PP	0.8910	0.8933
S1	0.8901	0.8912

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