CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 0.8916 0.8901 -0.0015 -0.2% 0.8950
High 0.8918 0.8907 -0.0012 -0.1% 0.9007
Low 0.8876 0.8864 -0.0012 -0.1% 0.8863
Close 0.8908 0.8885 -0.0023 -0.3% 0.8920
Range 0.0043 0.0043 0.0001 1.2% 0.0144
ATR 0.0077 0.0075 -0.0002 -3.1% 0.0000
Volume 156,927 149,215 -7,712 -4.9% 1,037,417
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9014 0.8993 0.8909
R3 0.8971 0.8950 0.8897
R2 0.8928 0.8928 0.8893
R1 0.8907 0.8907 0.8889 0.8896
PP 0.8885 0.8885 0.8885 0.8880
S1 0.8864 0.8864 0.8881 0.8853
S2 0.8842 0.8842 0.8877
S3 0.8799 0.8821 0.8873
S4 0.8756 0.8778 0.8861
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9360 0.9284 0.8999
R3 0.9217 0.9140 0.8959
R2 0.9073 0.9073 0.8946
R1 0.8997 0.8997 0.8933 0.8963
PP 0.8930 0.8930 0.8930 0.8913
S1 0.8853 0.8853 0.8907 0.8820
S2 0.8786 0.8786 0.8894
S3 0.8643 0.8710 0.8881
S4 0.8499 0.8566 0.8841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8945 0.8863 0.0082 0.9% 0.0057 0.6% 27% False False 191,137
10 0.9038 0.8863 0.0175 2.0% 0.0069 0.8% 13% False False 190,501
20 0.9360 0.8863 0.0497 5.6% 0.0078 0.9% 4% False False 138,562
40 0.9360 0.8863 0.0497 5.6% 0.0075 0.8% 4% False False 69,896
60 0.9360 0.8800 0.0560 6.3% 0.0072 0.8% 15% False False 46,658
80 0.9360 0.8800 0.0560 6.3% 0.0069 0.8% 15% False False 35,009
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9089
2.618 0.9019
1.618 0.8976
1.000 0.8950
0.618 0.8933
HIGH 0.8907
0.618 0.8890
0.500 0.8885
0.382 0.8880
LOW 0.8864
0.618 0.8837
1.000 0.8821
1.618 0.8794
2.618 0.8751
4.250 0.8681
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 0.8885 0.8903
PP 0.8885 0.8897
S1 0.8885 0.8891

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

View Archives - Comment on this page... - Back to Index of Symbols