CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 0.8708 0.8756 0.0048 0.6% 0.8757
High 0.8770 0.8888 0.0119 1.4% 0.8898
Low 0.8680 0.8754 0.0074 0.9% 0.8662
Close 0.8765 0.8864 0.0099 1.1% 0.8765
Range 0.0090 0.0134 0.0045 49.7% 0.0236
ATR 0.0116 0.0118 0.0001 1.1% 0.0000
Volume 196,123 215,189 19,066 9.7% 826,219
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9237 0.9184 0.8937
R3 0.9103 0.9050 0.8900
R2 0.8969 0.8969 0.8888
R1 0.8916 0.8916 0.8876 0.8943
PP 0.8835 0.8835 0.8835 0.8848
S1 0.8782 0.8782 0.8851 0.8809
S2 0.8701 0.8701 0.8839
S3 0.8567 0.8648 0.8827
S4 0.8433 0.8514 0.8790
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9483 0.9360 0.8895
R3 0.9247 0.9124 0.8830
R2 0.9011 0.9011 0.8808
R1 0.8888 0.8888 0.8787 0.8950
PP 0.8775 0.8775 0.8775 0.8806
S1 0.8652 0.8652 0.8743 0.8714
S2 0.8539 0.8539 0.8722
S3 0.8303 0.8416 0.8700
S4 0.8067 0.8180 0.8635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8898 0.8662 0.0236 2.7% 0.0126 1.4% 85% False False 208,281
10 0.8898 0.8529 0.0370 4.2% 0.0125 1.4% 91% False False 205,307
20 0.8898 0.8454 0.0444 5.0% 0.0105 1.2% 92% False False 161,954
40 0.9068 0.8454 0.0614 6.9% 0.0106 1.2% 67% False False 104,314
60 0.9937 0.8454 0.1483 16.7% 0.0108 1.2% 28% False False 69,776
80 1.0049 0.8454 0.1595 18.0% 0.0102 1.1% 26% False False 52,402
100 1.0066 0.8454 0.1612 18.2% 0.0100 1.1% 25% False False 41,928
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9458
2.618 0.9239
1.618 0.9105
1.000 0.9022
0.618 0.8971
HIGH 0.8888
0.618 0.8837
0.500 0.8821
0.382 0.8805
LOW 0.8754
0.618 0.8671
1.000 0.8620
1.618 0.8537
2.618 0.8403
4.250 0.8185
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 0.8849 0.8834
PP 0.8835 0.8805
S1 0.8821 0.8775

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

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