CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 0.8936 0.8880 -0.0056 -0.6% 0.8969
High 0.8956 0.8982 0.0027 0.3% 0.9030
Low 0.8883 0.8865 -0.0019 -0.2% 0.8865
Close 0.8892 0.8930 0.0038 0.4% 0.8930
Range 0.0073 0.0118 0.0045 62.1% 0.0165
ATR 0.0063 0.0067 0.0004 6.2% 0.0000
Volume 203,050 352,186 149,136 73.4% 1,090,040
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9278 0.9222 0.8995
R3 0.9161 0.9104 0.8962
R2 0.9043 0.9043 0.8952
R1 0.8987 0.8987 0.8941 0.9015
PP 0.8926 0.8926 0.8926 0.8940
S1 0.8869 0.8869 0.8919 0.8897
S2 0.8808 0.8808 0.8908
S3 0.8691 0.8752 0.8898
S4 0.8573 0.8634 0.8865
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9436 0.9348 0.9021
R3 0.9271 0.9183 0.8975
R2 0.9106 0.9106 0.8960
R1 0.9018 0.9018 0.8945 0.8980
PP 0.8941 0.8941 0.8941 0.8922
S1 0.8853 0.8853 0.8915 0.8815
S2 0.8776 0.8776 0.8900
S3 0.8611 0.8688 0.8885
S4 0.8446 0.8523 0.8839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9030 0.8865 0.0165 1.8% 0.0076 0.8% 40% False True 218,008
10 0.9030 0.8849 0.0181 2.0% 0.0074 0.8% 45% False False 189,817
20 0.9030 0.8731 0.0299 3.3% 0.0065 0.7% 67% False False 174,235
40 0.9030 0.8731 0.0299 3.3% 0.0061 0.7% 67% False False 164,848
60 0.9360 0.8731 0.0629 7.0% 0.0066 0.7% 32% False False 160,757
80 0.9360 0.8731 0.0629 7.0% 0.0068 0.8% 32% False False 121,007
100 0.9360 0.8731 0.0629 7.0% 0.0067 0.8% 32% False False 96,852
120 0.9360 0.8731 0.0629 7.0% 0.0067 0.7% 32% False False 80,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.9481
2.618 0.9290
1.618 0.9172
1.000 0.9100
0.618 0.9055
HIGH 0.8982
0.618 0.8937
0.500 0.8923
0.382 0.8909
LOW 0.8865
0.618 0.8792
1.000 0.8747
1.618 0.8674
2.618 0.8557
4.250 0.8365
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 0.8928 0.8928
PP 0.8926 0.8927
S1 0.8923 0.8925

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

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