CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 08-Dec-2017

Day Change Summary
	Previous	Current
	07-Dec-2017	08-Dec-2017	Change	Change %	Previous Week
Open	0.8911	0.8847	-0.0064	-0.7%	0.8878
High	0.8915	0.8847	-0.0068	-0.8%	0.8934
Low	0.8841	0.8807	-0.0034	-0.4%	0.8807
Close	0.8843	0.8813	-0.0030	-0.3%	0.8813
Range	0.0074	0.0041	-0.0034	-45.3%	0.0128
ATR	0.0065	0.0064	-0.0002	-2.7%	0.0000
Volume	123,349	169,069	45,720	37.1%	727,742

Daily Pivots for day following 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8944	0.8919	0.8835
R3	0.8903	0.8878	0.8824
R2	0.8863	0.8863	0.8820
R1	0.8838	0.8838	0.8816	0.8830
PP	0.8822	0.8822	0.8822	0.8818
S1	0.8797	0.8797	0.8809	0.8789
S2	0.8782	0.8782	0.8805
S3	0.8741	0.8757	0.8801
S4	0.8701	0.8716	0.8790

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9234	0.9151	0.8883
R3	0.9106	0.9023	0.8848
R2	0.8979	0.8979	0.8836
R1	0.8896	0.8896	0.8824	0.8873
PP	0.8851	0.8851	0.8851	0.8840
S1	0.8768	0.8768	0.8801	0.8746
S2	0.8724	0.8724	0.8789
S3	0.8596	0.8641	0.8777
S4	0.8469	0.8513	0.8742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8934	0.8807	0.0128	1.4%	0.0052	0.6%	5%	False	True	145,548
10	0.9030	0.8807	0.0223	2.5%	0.0064	0.7%	3%	False	True	181,778
20	0.9030	0.8791	0.0239	2.7%	0.0062	0.7%	9%	False	False	171,252
40	0.9030	0.8731	0.0299	3.4%	0.0062	0.7%	27%	False	False	166,455
60	0.9166	0.8731	0.0435	4.9%	0.0063	0.7%	19%	False	False	167,357
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	13%	False	False	130,052
100	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	13%	False	False	104,121
120	0.9360	0.8731	0.0629	7.1%	0.0066	0.7%	13%	False	False	86,781

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9019
2.618	0.8953
1.618	0.8913
1.000	0.8888
0.618	0.8872
HIGH	0.8847
0.618	0.8832
0.500	0.8827
0.382	0.8822
LOW	0.8807
0.618	0.8781
1.000	0.8766
1.618	0.8741
2.618	0.8700
4.250	0.8634

Fisher Pivots for day following 08-Dec-2017
Pivot	1 day	3 day
R1	0.8827	0.8870
PP	0.8822	0.8851
S1	0.8817	0.8832

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