CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 0.8770 0.8570 -0.0200 -2.3% 0.8908
High 0.8794 0.8608 -0.0186 -2.1% 0.8926
Low 0.8600 0.8510 -0.0091 -1.1% 0.8747
Close 0.8672 0.8557 -0.0115 -1.3% 0.8762
Range 0.0194 0.0099 -0.0096 -49.2% 0.0179
ATR 0.0000 0.0095 0.0095 0.0000
Volume 36 23 -13 -36.1% 82
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8854 0.8804 0.8611
R3 0.8755 0.8705 0.8584
R2 0.8657 0.8657 0.8575
R1 0.8607 0.8607 0.8566 0.8583
PP 0.8558 0.8558 0.8558 0.8546
S1 0.8508 0.8508 0.8548 0.8484
S2 0.8460 0.8460 0.8539
S3 0.8361 0.8410 0.8530
S4 0.8263 0.8311 0.8503
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 0.8830 0.8510 0.0321 3.7% 0.0090 1.1% 15% False True 30
10 0.8926 0.8510 0.0416 4.9% 0.0080 0.9% 11% False True 20
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8866
1.618 0.8767
1.000 0.8707
0.618 0.8669
HIGH 0.8608
0.618 0.8570
0.500 0.8559
0.382 0.8547
LOW 0.8510
0.618 0.8449
1.000 0.8411
1.618 0.8350
2.618 0.8252
4.250 0.8091
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 0.8559 0.8652
PP 0.8558 0.8620
S1 0.8558 0.8589

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

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