CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 0.8830 0.8731 -0.0099 -1.1% 0.8908
High 0.8830 0.8770 -0.0061 -0.7% 0.8926
Low 0.8747 0.8731 -0.0016 -0.2% 0.8747
Close 0.8762 0.8770 0.0008 0.1% 0.8762
Range 0.0084 0.0039 -0.0045 -53.9% 0.0179
ATR
Volume 30 1 -29 -96.7% 82
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8872 0.8859 0.8791
R3 0.8834 0.8821 0.8780
R2 0.8795 0.8795 0.8777
R1 0.8782 0.8782 0.8773 0.8789
PP 0.8757 0.8757 0.8757 0.8760
S1 0.8744 0.8744 0.8766 0.8750
S2 0.8718 0.8718 0.8762
S3 0.8680 0.8705 0.8759
S4 0.8641 0.8667 0.8748
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9348 0.9234 0.8860
R3 0.9169 0.9055 0.8811
R2 0.8990 0.8990 0.8794
R1 0.8876 0.8876 0.8778 0.8844
PP 0.8811 0.8811 0.8811 0.8795
S1 0.8697 0.8697 0.8745 0.8665
S2 0.8632 0.8632 0.8729
S3 0.8453 0.8518 0.8712
S4 0.8274 0.8339 0.8663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8731 0.0182 2.1% 0.0058 0.7% 21% False True 9
10 0.9038 0.8731 0.0307 3.5% 0.0082 0.9% 13% False True 14
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8933
2.618 0.8870
1.618 0.8832
1.000 0.8808
0.618 0.8793
HIGH 0.8770
0.618 0.8755
0.500 0.8750
0.382 0.8746
LOW 0.8731
0.618 0.8707
1.000 0.8693
1.618 0.8669
2.618 0.8630
4.250 0.8567
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.8763 0.8822
PP 0.8757 0.8805
S1 0.8750 0.8787

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

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