CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 0.8573 0.8554 -0.0020 -0.2% 0.8731
High 0.8653 0.8620 -0.0033 -0.4% 0.8794
Low 0.8573 0.8532 -0.0041 -0.5% 0.8510
Close 0.8603 0.8562 -0.0041 -0.5% 0.8547
Range 0.0080 0.0088 0.0008 10.0% 0.0285
ATR 0.0094 0.0093 0.0000 -0.4% 0.0000
Volume 65 29 -36 -55.4% 146
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8835 0.8787 0.8610
R3 0.8747 0.8699 0.8586
R2 0.8659 0.8659 0.8578
R1 0.8611 0.8611 0.8570 0.8635
PP 0.8571 0.8571 0.8571 0.8584
S1 0.8523 0.8523 0.8554 0.8547
S2 0.8483 0.8483 0.8546
S3 0.8395 0.8435 0.8538
S4 0.8307 0.8347 0.8514
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% 0.0104 1.2% 18% False False 35
10 0.8913 0.8510 0.0404 4.7% 0.0081 0.9% 13% False False 28
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8994
2.618 0.8850
1.618 0.8762
1.000 0.8708
0.618 0.8674
HIGH 0.8620
0.618 0.8586
0.500 0.8576
0.382 0.8566
LOW 0.8532
0.618 0.8478
1.000 0.8444
1.618 0.8390
2.618 0.8302
4.250 0.8158
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 0.8576 0.8589
PP 0.8571 0.8580
S1 0.8567 0.8571

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

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