CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 0.8924 0.8900 -0.0024 -0.3% 0.8816
High 0.8926 0.8972 0.0045 0.5% 0.8944
Low 0.8826 0.8872 0.0046 0.5% 0.8723
Close 0.8898 0.8920 0.0023 0.3% 0.8747
Range 0.0101 0.0100 -0.0001 -0.5% 0.0221
ATR 0.0111 0.0111 -0.0001 -0.7% 0.0000
Volume 806 569 -237 -29.4% 2,216
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9221 0.9171 0.8975
R3 0.9121 0.9071 0.8948
R2 0.9021 0.9021 0.8938
R1 0.8971 0.8971 0.8929 0.8996
PP 0.8921 0.8921 0.8921 0.8934
S1 0.8871 0.8871 0.8911 0.8896
S2 0.8821 0.8821 0.8902
S3 0.8721 0.8771 0.8893
S4 0.8621 0.8671 0.8865
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9467 0.9328 0.8868
R3 0.9246 0.9107 0.8807
R2 0.9025 0.9025 0.8787
R1 0.8886 0.8886 0.8767 0.8845
PP 0.8804 0.8804 0.8804 0.8784
S1 0.8665 0.8665 0.8726 0.8624
S2 0.8583 0.8583 0.8706
S3 0.8362 0.8444 0.8686
S4 0.8141 0.8223 0.8625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8973 0.8723 0.0251 2.8% 0.0101 1.1% 79% False False 927
10 0.8973 0.8723 0.0251 2.8% 0.0104 1.2% 79% False False 666
20 0.8973 0.8573 0.0401 4.5% 0.0116 1.3% 87% False False 949
40 0.8973 0.8497 0.0477 5.3% 0.0093 1.0% 89% False False 528
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 False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9397
2.618 0.9233
1.618 0.9133
1.000 0.9072
0.618 0.9033
HIGH 0.8972
0.618 0.8933
0.500 0.8922
0.382 0.8910
LOW 0.8872
0.618 0.8810
1.000 0.8772
1.618 0.8710
2.618 0.8610
4.250 0.8447
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 0.8922 0.8913
PP 0.8921 0.8906
S1 0.8921 0.8899

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

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