CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 0.8986 0.8945 -0.0041 -0.5% 0.9034
High 0.9004 0.8945 -0.0059 -0.7% 0.9046
Low 0.8925 0.8863 -0.0062 -0.7% 0.8906
Close 0.8951 0.8905 -0.0046 -0.5% 0.8959
Range 0.0079 0.0082 0.0003 3.8% 0.0141
ATR 0.0083 0.0083 0.0000 0.4% 0.0000
Volume 186,929 255,467 68,538 36.7% 854,970
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9150 0.9109 0.8950
R3 0.9068 0.9027 0.8927
R2 0.8986 0.8986 0.8920
R1 0.8945 0.8945 0.8912 0.8925
PP 0.8904 0.8904 0.8904 0.8894
S1 0.8863 0.8863 0.8897 0.8843
S2 0.8822 0.8822 0.8889
S3 0.8740 0.8781 0.8882
S4 0.8658 0.8699 0.8859
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9316 0.9036
R3 0.9251 0.9175 0.8997
R2 0.9111 0.9111 0.8984
R1 0.9035 0.9035 0.8971 0.9002
PP 0.8970 0.8970 0.8970 0.8954
S1 0.8894 0.8894 0.8946 0.8862
S2 0.8830 0.8830 0.8933
S3 0.8689 0.8754 0.8920
S4 0.8549 0.8613 0.8881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9007 0.8863 0.0144 1.6% 0.0073 0.8% 29% False True 202,308
10 0.9166 0.8863 0.0303 3.4% 0.0082 0.9% 14% False True 182,886
20 0.9360 0.8863 0.0497 5.6% 0.0084 0.9% 8% False True 104,034
40 0.9360 0.8863 0.0497 5.6% 0.0076 0.9% 8% False True 52,407
60 0.9360 0.8800 0.0560 6.3% 0.0073 0.8% 19% False False 34,992
80 0.9360 0.8800 0.0560 6.3% 0.0070 0.8% 19% False False 26,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9294
2.618 0.9160
1.618 0.9078
1.000 0.9027
0.618 0.8996
HIGH 0.8945
0.618 0.8914
0.500 0.8904
0.382 0.8894
LOW 0.8863
0.618 0.8812
1.000 0.8781
1.618 0.8730
2.618 0.8648
4.250 0.8515
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 0.8904 0.8935
PP 0.8904 0.8925
S1 0.8904 0.8915

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

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