CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 0.8782 0.8777 -0.0005 -0.1% 0.8815
High 0.8820 0.8812 -0.0008 -0.1% 0.8871
Low 0.8754 0.8731 -0.0024 -0.3% 0.8754
Close 0.8774 0.8805 0.0031 0.3% 0.8774
Range 0.0066 0.0082 0.0016 23.5% 0.0117
ATR 0.0062 0.0063 0.0001 2.2% 0.0000
Volume 138,330 147,706 9,376 6.8% 738,193
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9027 0.8997 0.8849
R3 0.8945 0.8916 0.8827
R2 0.8864 0.8864 0.8819
R1 0.8834 0.8834 0.8812 0.8849
PP 0.8782 0.8782 0.8782 0.8790
S1 0.8753 0.8753 0.8797 0.8768
S2 0.8701 0.8701 0.8790
S3 0.8619 0.8671 0.8782
S4 0.8538 0.8590 0.8760
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9151 0.9079 0.8838
R3 0.9034 0.8962 0.8806
R2 0.8917 0.8917 0.8795
R1 0.8845 0.8845 0.8785 0.8823
PP 0.8800 0.8800 0.8800 0.8788
S1 0.8728 0.8728 0.8763 0.8706
S2 0.8683 0.8683 0.8753
S3 0.8566 0.8611 0.8742
S4 0.8449 0.8494 0.8710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8871 0.8731 0.0141 1.6% 0.0063 0.7% 53% False True 148,256
10 0.8871 0.8731 0.0141 1.6% 0.0063 0.7% 53% False True 162,594
20 0.8980 0.8731 0.0250 2.8% 0.0060 0.7% 30% False True 156,701
40 0.9194 0.8731 0.0464 5.3% 0.0064 0.7% 16% False True 160,091
60 0.9360 0.8731 0.0629 7.1% 0.0069 0.8% 12% False True 107,985
80 0.9360 0.8731 0.0629 7.1% 0.0068 0.8% 12% False True 81,080
100 0.9360 0.8731 0.0629 7.1% 0.0066 0.8% 12% False True 64,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9158
2.618 0.9025
1.618 0.8944
1.000 0.8894
0.618 0.8862
HIGH 0.8812
0.618 0.8781
0.500 0.8771
0.382 0.8762
LOW 0.8731
0.618 0.8680
1.000 0.8649
1.618 0.8599
2.618 0.8517
4.250 0.8384
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 0.8793 0.8795
PP 0.8782 0.8786
S1 0.8771 0.8777

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

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