CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 0.8760 0.8770 0.0011 0.1% 0.8908
High 0.8785 0.8794 0.0010 0.1% 0.8926
Low 0.8749 0.8600 -0.0149 -1.7% 0.8747
Close 0.8759 0.8672 -0.0087 -1.0% 0.8762
Range 0.0036 0.0194 0.0159 446.5% 0.0179
ATR
Volume 60 36 -24 -40.0% 82
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9271 0.9165 0.8779
R3 0.9077 0.8971 0.8725
R2 0.8883 0.8883 0.8708
R1 0.8777 0.8777 0.8690 0.8733
PP 0.8689 0.8689 0.8689 0.8667
S1 0.8583 0.8583 0.8654 0.8539
S2 0.8495 0.8495 0.8636
S3 0.8301 0.8389 0.8619
S4 0.8107 0.8195 0.8565
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9348 0.9234 0.8860
R3 0.9169 0.9055 0.8811
R2 0.8990 0.8990 0.8794
R1 0.8876 0.8876 0.8778 0.8844
PP 0.8811 0.8811 0.8811 0.8795
S1 0.8697 0.8697 0.8745 0.8665
S2 0.8632 0.8632 0.8729
S3 0.8453 0.8518 0.8712
S4 0.8274 0.8339 0.8663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8913 0.8600 0.0313 3.6% 0.0086 1.0% 23% False True 25
10 0.8926 0.8600 0.0326 3.8% 0.0076 0.9% 22% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9619
2.618 0.9302
1.618 0.9108
1.000 0.8988
0.618 0.8914
HIGH 0.8794
0.618 0.8720
0.500 0.8697
0.382 0.8674
LOW 0.8600
0.618 0.8480
1.000 0.8406
1.618 0.8286
2.618 0.8092
4.250 0.7776
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 0.8697 0.8697
PP 0.8689 0.8689
S1 0.8680 0.8680

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

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