CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 0.9001 0.8969 -0.0032 -0.3% 0.8926
High 0.9013 0.9030 0.0017 0.2% 0.9013
Low 0.8968 0.8961 -0.0007 -0.1% 0.8881
Close 0.8970 0.9016 0.0046 0.5% 0.8970
Range 0.0045 0.0069 0.0024 53.9% 0.0132
ATR 0.0062 0.0063 0.0000 0.7% 0.0000
Volume 141,554 162,883 21,329 15.1% 612,920
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9208 0.9180 0.9053
R3 0.9139 0.9112 0.9034
R2 0.9071 0.9071 0.9028
R1 0.9043 0.9043 0.9022 0.9057
PP 0.9002 0.9002 0.9002 0.9009
S1 0.8975 0.8975 0.9009 0.8988
S2 0.8934 0.8934 0.9003
S3 0.8865 0.8906 0.8997
S4 0.8797 0.8838 0.8978
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9349 0.9291 0.9042
R3 0.9218 0.9160 0.9006
R2 0.9086 0.9086 0.8994
R1 0.9028 0.9028 0.8982 0.9057
PP 0.8955 0.8955 0.8955 0.8969
S1 0.8897 0.8897 0.8958 0.8926
S2 0.8823 0.8823 0.8946
S3 0.8692 0.8765 0.8934
S4 0.8560 0.8634 0.8898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9030 0.8881 0.0149 1.6% 0.0066 0.7% 91% True False 155,160
10 0.9030 0.8791 0.0239 2.7% 0.0064 0.7% 94% True False 161,770
20 0.9030 0.8731 0.0299 3.3% 0.0061 0.7% 95% True False 157,870
40 0.9030 0.8731 0.0299 3.3% 0.0058 0.6% 95% True False 156,620
60 0.9360 0.8731 0.0629 7.0% 0.0067 0.7% 45% False False 145,585
80 0.9360 0.8731 0.0629 7.0% 0.0067 0.7% 45% False False 109,435
100 0.9360 0.8731 0.0629 7.0% 0.0067 0.7% 45% False False 87,582
120 0.9360 0.8731 0.0629 7.0% 0.0066 0.7% 45% False False 72,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9321
2.618 0.9209
1.618 0.9140
1.000 0.9098
0.618 0.9072
HIGH 0.9030
0.618 0.9003
0.500 0.8995
0.382 0.8987
LOW 0.8961
0.618 0.8919
1.000 0.8893
1.618 0.8850
2.618 0.8782
4.250 0.8670
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 0.9009 0.8998
PP 0.9002 0.8981
S1 0.8995 0.8964

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

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