CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 0.8565 0.8634 0.0069 0.8% 0.8605
High 0.8607 0.8744 0.0137 1.6% 0.8685
Low 0.8527 0.8621 0.0094 1.1% 0.8562
Close 0.8569 0.8716 0.0148 1.7% 0.8639
Range 0.0080 0.0123 0.0043 53.1% 0.0123
ATR 0.0082 0.0089 0.0007 8.0% 0.0000
Volume 593 5,147 4,554 768.0% 607
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9061 0.9011 0.8783
R3 0.8939 0.8889 0.8750
R2 0.8816 0.8816 0.8738
R1 0.8766 0.8766 0.8727 0.8791
PP 0.8694 0.8694 0.8694 0.8706
S1 0.8644 0.8644 0.8705 0.8669
S2 0.8571 0.8571 0.8694
S3 0.8449 0.8521 0.8682
S4 0.8326 0.8399 0.8649
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8998 0.8941 0.8707
R3 0.8875 0.8818 0.8673
R2 0.8752 0.8752 0.8662
R1 0.8695 0.8695 0.8650 0.8724
PP 0.8629 0.8629 0.8629 0.8643
S1 0.8572 0.8572 0.8628 0.8601
S2 0.8506 0.8506 0.8616
S3 0.8383 0.8449 0.8605
S4 0.8260 0.8326 0.8571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8744 0.8497 0.0247 2.8% 0.0091 1.0% 89% True False 1,346
10 0.8744 0.8497 0.0247 2.8% 0.0068 0.8% 89% True False 703
20 0.8913 0.8497 0.0417 4.8% 0.0075 0.9% 53% False False 365
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 0.0012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9264
2.618 0.9064
1.618 0.8942
1.000 0.8866
0.618 0.8819
HIGH 0.8744
0.618 0.8697
0.500 0.8682
0.382 0.8668
LOW 0.8621
0.618 0.8545
1.000 0.8499
1.618 0.8423
2.618 0.8300
4.250 0.8100
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 0.8705 0.8684
PP 0.8694 0.8652
S1 0.8682 0.8620

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

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