CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 0.8835 0.8818 -0.0017 -0.2% 0.8972
High 0.8842 0.8858 0.0016 0.2% 0.8979
Low 0.8814 0.8800 -0.0014 -0.2% 0.8824
Close 0.8833 0.8850 0.0017 0.2% 0.8838
Range 0.0029 0.0058 0.0030 103.5% 0.0155
ATR 0.0063 0.0062 0.0000 -0.5% 0.0000
Volume 14 71 57 407.1% 239
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9010 0.8988 0.8882
R3 0.8952 0.8930 0.8866
R2 0.8894 0.8894 0.8861
R1 0.8872 0.8872 0.8855 0.8883
PP 0.8836 0.8836 0.8836 0.8842
S1 0.8814 0.8814 0.8845 0.8825
S2 0.8778 0.8778 0.8839
S3 0.8720 0.8756 0.8834
S4 0.8662 0.8698 0.8818
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9345 0.9246 0.8923
R3 0.9190 0.9091 0.8880
R2 0.9035 0.9035 0.8866
R1 0.8936 0.8936 0.8852 0.8908
PP 0.8880 0.8880 0.8880 0.8866
S1 0.8781 0.8781 0.8823 0.8753
S2 0.8725 0.8725 0.8809
S3 0.8570 0.8626 0.8795
S4 0.8415 0.8471 0.8752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8934 0.8800 0.0134 1.5% 0.0056 0.6% 37% False True 57
10 0.9041 0.8800 0.0241 2.7% 0.0064 0.7% 21% False True 66
20 0.9259 0.8800 0.0459 5.2% 0.0060 0.7% 11% False True 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9105
2.618 0.9010
1.618 0.8952
1.000 0.8916
0.618 0.8894
HIGH 0.8858
0.618 0.8836
0.500 0.8829
0.382 0.8822
LOW 0.8800
0.618 0.8764
1.000 0.8742
1.618 0.8706
2.618 0.8648
4.250 0.8554
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 0.8843 0.8852
PP 0.8836 0.8852
S1 0.8829 0.8851

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

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