CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 0.9002 0.9062 0.0060 0.7% 0.8957
High 0.9069 0.9100 0.0032 0.3% 0.9069
Low 0.8984 0.9045 0.0061 0.7% 0.8924
Close 0.9067 0.9062 -0.0005 -0.1% 0.9067
Range 0.0085 0.0055 -0.0030 -35.3% 0.0145
ATR 0.0066 0.0065 -0.0001 -1.2% 0.0000
Volume 173 111 -62 -35.8% 1,062
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9234 0.9203 0.9092
R3 0.9179 0.9148 0.9077
R2 0.9124 0.9124 0.9072
R1 0.9093 0.9093 0.9067 0.9109
PP 0.9069 0.9069 0.9069 0.9077
S1 0.9038 0.9038 0.9057 0.9053
S2 0.9014 0.9014 0.9052
S3 0.8959 0.8983 0.9047
S4 0.8904 0.8928 0.9032
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 0.9453 0.9405 0.9146
R3 0.9309 0.9260 0.9107
R2 0.9164 0.9164 0.9093
R1 0.9116 0.9116 0.9080 0.9140
PP 0.9020 0.9020 0.9020 0.9032
S1 0.8971 0.8971 0.9054 0.8996
S2 0.8875 0.8875 0.9041
S3 0.8731 0.8827 0.9027
S4 0.8586 0.8682 0.8988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9100 0.8940 0.0161 1.8% 0.0069 0.8% 76% True False 222
10 0.9100 0.8800 0.0300 3.3% 0.0067 0.7% 87% True False 141
20 0.9100 0.8800 0.0300 3.3% 0.0066 0.7% 87% True False 102
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9334
2.618 0.9244
1.618 0.9189
1.000 0.9155
0.618 0.9134
HIGH 0.9100
0.618 0.9079
0.500 0.9072
0.382 0.9066
LOW 0.9045
0.618 0.9011
1.000 0.8990
1.618 0.8956
2.618 0.8901
4.250 0.8811
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 0.9072 0.9051
PP 0.9069 0.9040
S1 0.9065 0.9029

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

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