CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 0.9025 0.9045 0.0020 0.2% 0.9002
High 0.9049 0.9148 0.0099 1.1% 0.9105
Low 0.8986 0.9042 0.0057 0.6% 0.8987
Close 0.9037 0.9141 0.0104 1.2% 0.9021
Range 0.0064 0.0106 0.0043 66.9% 0.0118
ATR 0.0074 0.0077 0.0003 3.6% 0.0000
Volume 124,080 182,792 58,712 47.3% 860,978
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9428 0.9390 0.9199
R3 0.9322 0.9284 0.9170
R2 0.9216 0.9216 0.9160
R1 0.9178 0.9178 0.9150 0.9197
PP 0.9110 0.9110 0.9110 0.9120
S1 0.9072 0.9072 0.9131 0.9091
S2 0.9004 0.9004 0.9121
S3 0.8898 0.8966 0.9111
S4 0.8792 0.8860 0.9082
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9390 0.9323 0.9086
R3 0.9273 0.9206 0.9053
R2 0.9155 0.9155 0.9043
R1 0.9088 0.9088 0.9032 0.9122
PP 0.9038 0.9038 0.9038 0.9055
S1 0.8971 0.8971 0.9010 0.9004
S2 0.8920 0.8920 0.8999
S3 0.8803 0.8853 0.8989
S4 0.8685 0.8736 0.8956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9148 0.8986 0.0163 1.8% 0.0083 0.9% 95% True False 178,503
10 0.9148 0.8938 0.0210 2.3% 0.0073 0.8% 96% True False 161,417
20 0.9148 0.8742 0.0407 4.4% 0.0076 0.8% 98% True False 160,047
40 0.9148 0.8695 0.0454 5.0% 0.0073 0.8% 98% True False 98,080
60 0.9148 0.8695 0.0454 5.0% 0.0082 0.9% 98% True False 65,618
80 0.9148 0.8497 0.0652 7.1% 0.0084 0.9% 99% True False 49,376
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 0.0017
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9599
2.618 0.9426
1.618 0.9320
1.000 0.9254
0.618 0.9214
HIGH 0.9148
0.618 0.9108
0.500 0.9095
0.382 0.9082
LOW 0.9042
0.618 0.8976
1.000 0.8936
1.618 0.8870
2.618 0.8764
4.250 0.8592
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 0.9125 0.9116
PP 0.9110 0.9091
S1 0.9095 0.9067

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

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