CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 0.8970 0.8997 0.0027 0.3% 0.8835
High 0.9017 0.9027 0.0010 0.1% 0.8968
Low 0.8940 0.8974 0.0035 0.4% 0.8800
Close 0.8996 0.9009 0.0013 0.1% 0.8948
Range 0.0078 0.0053 -0.0025 -32.3% 0.0168
ATR 0.0064 0.0063 -0.0001 -1.3% 0.0000
Volume 371 247 -124 -33.4% 260
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9161 0.9137 0.9038
R3 0.9108 0.9085 0.9023
R2 0.9056 0.9056 0.9019
R1 0.9032 0.9032 0.9014 0.9044
PP 0.9003 0.9003 0.9003 0.9009
S1 0.8980 0.8980 0.9004 0.8992
S2 0.8951 0.8951 0.8999
S3 0.8898 0.8927 0.8995
S4 0.8846 0.8875 0.8980
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9409 0.9346 0.9040
R3 0.9241 0.9178 0.8994
R2 0.9073 0.9073 0.8978
R1 0.9010 0.9010 0.8963 0.9042
PP 0.8905 0.8905 0.8905 0.8921
S1 0.8842 0.8842 0.8932 0.8874
S2 0.8737 0.8737 0.8917
S3 0.8569 0.8674 0.8901
S4 0.8401 0.8506 0.8855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9027 0.8867 0.0160 1.8% 0.0064 0.7% 89% True False 156
10 0.9027 0.8800 0.0227 2.5% 0.0061 0.7% 92% True False 106
20 0.9084 0.8800 0.0284 3.1% 0.0060 0.7% 74% False False 82
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9250
2.618 0.9164
1.618 0.9111
1.000 0.9079
0.618 0.9059
HIGH 0.9027
0.618 0.9006
0.500 0.9000
0.382 0.8994
LOW 0.8974
0.618 0.8942
1.000 0.8922
1.618 0.8889
2.618 0.8837
4.250 0.8751
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 0.9006 0.8998
PP 0.9003 0.8987
S1 0.9000 0.8975

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

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