CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 0.8926 0.8892 -0.0034 -0.4% 0.8817
High 0.8949 0.8925 -0.0024 -0.3% 0.8944
Low 0.8881 0.8882 0.0001 0.0% 0.8791
Close 0.8885 0.8902 0.0018 0.2% 0.8929
Range 0.0068 0.0043 -0.0025 -37.0% 0.0154
ATR 0.0061 0.0060 -0.0001 -2.2% 0.0000
Volume 164,769 125,578 -39,191 -23.8% 841,897
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9030 0.9009 0.8925
R3 0.8988 0.8966 0.8914
R2 0.8945 0.8945 0.8910
R1 0.8924 0.8924 0.8906 0.8935
PP 0.8903 0.8903 0.8903 0.8908
S1 0.8881 0.8881 0.8898 0.8892
S2 0.8860 0.8860 0.8894
S3 0.8818 0.8839 0.8890
S4 0.8775 0.8796 0.8879
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9348 0.9292 0.9013
R3 0.9195 0.9138 0.8971
R2 0.9041 0.9041 0.8957
R1 0.8985 0.8985 0.8943 0.9013
PP 0.8888 0.8888 0.8888 0.8902
S1 0.8831 0.8831 0.8914 0.8860
S2 0.8734 0.8734 0.8900
S3 0.8581 0.8678 0.8886
S4 0.8427 0.8524 0.8844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8949 0.8823 0.0126 1.4% 0.0067 0.7% 63% False False 171,443
10 0.8949 0.8780 0.0169 1.9% 0.0057 0.6% 72% False False 165,005
20 0.8949 0.8731 0.0218 2.4% 0.0059 0.7% 79% False False 161,925
40 0.8980 0.8731 0.0250 2.8% 0.0058 0.6% 69% False False 160,722
60 0.9360 0.8731 0.0629 7.1% 0.0067 0.8% 27% False False 137,607
80 0.9360 0.8731 0.0629 7.1% 0.0067 0.7% 27% False False 103,373
100 0.9360 0.8731 0.0629 7.1% 0.0067 0.7% 27% False False 82,729
120 0.9360 0.8731 0.0629 7.1% 0.0065 0.7% 27% False False 68,950
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9105
2.618 0.9036
1.618 0.8993
1.000 0.8967
0.618 0.8951
HIGH 0.8925
0.618 0.8908
0.500 0.8903
0.382 0.8898
LOW 0.8882
0.618 0.8856
1.000 0.8840
1.618 0.8813
2.618 0.8771
4.250 0.8701
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 0.8903 0.8901
PP 0.8903 0.8900
S1 0.8902 0.8899

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

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