CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.8570 0.8550 -0.0020 -0.2% 0.8731
High 0.8608 0.8584 -0.0025 -0.3% 0.8794
Low 0.8510 0.8525 0.0015 0.2% 0.8510
Close 0.8557 0.8547 -0.0010 -0.1% 0.8547
Range 0.0099 0.0059 -0.0040 -40.1% 0.0285
ATR 0.0095 0.0093 -0.0003 -2.7% 0.0000
Volume 23 26 3 13.0% 146
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8729 0.8697 0.8579
R3 0.8670 0.8638 0.8563
R2 0.8611 0.8611 0.8558
R1 0.8579 0.8579 0.8552 0.8565
PP 0.8552 0.8552 0.8552 0.8545
S1 0.8520 0.8520 0.8542 0.8506
S2 0.8493 0.8493 0.8536
S3 0.8434 0.8461 0.8531
S4 0.8375 0.8402 0.8515
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9470 0.9293 0.8703
R3 0.9186 0.9009 0.8625
R2 0.8901 0.8901 0.8599
R1 0.8724 0.8724 0.8573 0.8671
PP 0.8617 0.8617 0.8617 0.8590
S1 0.8440 0.8440 0.8521 0.8386
S2 0.8332 0.8332 0.8495
S3 0.8048 0.8155 0.8469
S4 0.7763 0.7871 0.8391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8794 0.8510 0.0285 3.3% 0.0085 1.0% 13% False False 29
10 0.8926 0.8510 0.0416 4.9% 0.0080 0.9% 9% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8834
2.618 0.8738
1.618 0.8679
1.000 0.8643
0.618 0.8620
HIGH 0.8584
0.618 0.8561
0.500 0.8554
0.382 0.8547
LOW 0.8525
0.618 0.8488
1.000 0.8466
1.618 0.8429
2.618 0.8370
4.250 0.8274
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.8554 0.8652
PP 0.8552 0.8617
S1 0.8549 0.8582

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

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