CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 0.8942 0.8931 -0.0011 -0.1% 0.9016
High 0.8950 0.8981 0.0031 0.3% 0.9073
Low 0.8912 0.8931 0.0019 0.2% 0.8914
Close 0.8932 0.8956 0.0025 0.3% 0.8976
Range 0.0038 0.0050 0.0012 31.6% 0.0159
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume 12,220 12,481 261 2.1% 16,059
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9106 0.9081 0.8984
R3 0.9056 0.9031 0.8970
R2 0.9006 0.9006 0.8965
R1 0.8981 0.8981 0.8961 0.8994
PP 0.8956 0.8956 0.8956 0.8962
S1 0.8931 0.8931 0.8951 0.8944
S2 0.8906 0.8906 0.8947
S3 0.8856 0.8881 0.8942
S4 0.8806 0.8831 0.8929
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9465 0.9379 0.9063
R3 0.9306 0.9220 0.9020
R2 0.9147 0.9147 0.9005
R1 0.9061 0.9061 0.8991 0.9025
PP 0.8988 0.8988 0.8988 0.8969
S1 0.8902 0.8902 0.8961 0.8866
S2 0.8829 0.8829 0.8947
S3 0.8670 0.8743 0.8932
S4 0.8511 0.8584 0.8889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9023 0.8896 0.0128 1.4% 0.0064 0.7% 47% False False 8,860
10 0.9073 0.8896 0.0178 2.0% 0.0063 0.7% 34% False False 4,953
20 0.9073 0.8831 0.0242 2.7% 0.0057 0.6% 52% False False 2,603
40 0.9073 0.8783 0.0291 3.2% 0.0054 0.6% 60% False False 1,417
60 0.9204 0.8783 0.0422 4.7% 0.0055 0.6% 41% False False 1,009
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.9112
1.618 0.9062
1.000 0.9031
0.618 0.9012
HIGH 0.8981
0.618 0.8962
0.500 0.8956
0.382 0.8950
LOW 0.8931
0.618 0.8900
1.000 0.8881
1.618 0.8850
2.618 0.8800
4.250 0.8719
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 0.8956 0.8950
PP 0.8956 0.8944
S1 0.8956 0.8938

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

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