CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 0.9016 0.8972 -0.0044 -0.5% 0.9025
High 0.9016 0.8979 -0.0038 -0.4% 0.9063
Low 0.8948 0.8880 -0.0068 -0.8% 0.8923
Close 0.8949 0.8885 -0.0065 -0.7% 0.8949
Range 0.0068 0.0099 0.0030 44.9% 0.0140
ATR 0.0063 0.0065 0.0003 4.1% 0.0000
Volume 37 38 1 2.7% 372
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9210 0.9146 0.8939
R3 0.9111 0.9047 0.8912
R2 0.9013 0.9013 0.8903
R1 0.8949 0.8949 0.8894 0.8932
PP 0.8914 0.8914 0.8914 0.8906
S1 0.8850 0.8850 0.8875 0.8833
S2 0.8816 0.8816 0.8866
S3 0.8717 0.8752 0.8857
S4 0.8619 0.8653 0.8830
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9400 0.9315 0.9026
R3 0.9259 0.9174 0.8988
R2 0.9119 0.9119 0.8975
R1 0.9034 0.9034 0.8962 0.9006
PP 0.8978 0.8978 0.8978 0.8964
S1 0.8893 0.8893 0.8936 0.8866
S2 0.8838 0.8838 0.8923
S3 0.8697 0.8753 0.8910
S4 0.8557 0.8612 0.8872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9041 0.8880 0.0161 1.8% 0.0072 0.8% 3% False True 75
10 0.9084 0.8880 0.0204 2.3% 0.0057 0.6% 2% False True 57
20 0.9259 0.8880 0.0379 4.3% 0.0061 0.7% 1% False True 53
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 0.0016
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9397
2.618 0.9236
1.618 0.9138
1.000 0.9077
0.618 0.9039
HIGH 0.8979
0.618 0.8941
0.500 0.8929
0.382 0.8918
LOW 0.8880
0.618 0.8819
1.000 0.8782
1.618 0.8721
2.618 0.8622
4.250 0.8461
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 0.8929 0.8948
PP 0.8914 0.8927
S1 0.8899 0.8906

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

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