CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 0.8733 0.8757 0.0024 0.3% 0.8558
High 0.8777 0.8898 0.0122 1.4% 0.8809
Low 0.8679 0.8753 0.0074 0.9% 0.8529
Close 0.8752 0.8892 0.0140 1.6% 0.8752
Range 0.0098 0.0146 0.0048 48.5% 0.0280
ATR 0.0109 0.0112 0.0003 2.4% 0.0000
Volume 184,150 290,813 106,663 57.9% 1,011,671
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9284 0.9233 0.8972
R3 0.9138 0.9088 0.8932
R2 0.8993 0.8993 0.8918
R1 0.8942 0.8942 0.8905 0.8968
PP 0.8847 0.8847 0.8847 0.8860
S1 0.8797 0.8797 0.8878 0.8822
S2 0.8702 0.8702 0.8865
S3 0.8556 0.8651 0.8851
S4 0.8411 0.8506 0.8811
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9536 0.9424 0.8906
R3 0.9256 0.9144 0.8829
R2 0.8976 0.8976 0.8803
R1 0.8864 0.8864 0.8778 0.8920
PP 0.8696 0.8696 0.8696 0.8724
S1 0.8584 0.8584 0.8726 0.8640
S2 0.8416 0.8416 0.8701
S3 0.8136 0.8304 0.8675
S4 0.7856 0.8024 0.8598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8898 0.8574 0.0325 3.6% 0.0131 1.5% 98% True False 232,172
10 0.8898 0.8454 0.0444 5.0% 0.0129 1.4% 99% True False 205,668
20 0.8898 0.8454 0.0444 5.0% 0.0097 1.1% 99% True False 150,184
40 0.9260 0.8454 0.0806 9.1% 0.0104 1.2% 54% False False 85,624
60 0.9937 0.8454 0.1483 16.7% 0.0105 1.2% 30% False False 57,285
80 1.0066 0.8454 0.1612 18.1% 0.0099 1.1% 27% False False 43,023
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 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9516
2.618 0.9279
1.618 0.9133
1.000 0.9044
0.618 0.8988
HIGH 0.8898
0.618 0.8842
0.500 0.8825
0.382 0.8808
LOW 0.8753
0.618 0.8663
1.000 0.8607
1.618 0.8517
2.618 0.8372
4.250 0.8134
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 0.8869 0.8857
PP 0.8847 0.8823
S1 0.8825 0.8788

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

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