CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 0.8584 0.8605 0.0021 0.2% 0.8573
High 0.8605 0.8608 0.0003 0.0% 0.8653
Low 0.8574 0.8574 0.0000 0.0% 0.8532
Close 0.8604 0.8587 -0.0017 -0.2% 0.8604
Range 0.0031 0.0034 0.0003 9.8% 0.0121
ATR 0.0084 0.0080 -0.0004 -4.3% 0.0000
Volume 14 53 39 278.6% 222
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8690 0.8672 0.8605
R3 0.8657 0.8639 0.8596
R2 0.8623 0.8623 0.8593
R1 0.8605 0.8605 0.8590 0.8597
PP 0.8590 0.8590 0.8590 0.8586
S1 0.8572 0.8572 0.8584 0.8564
S2 0.8556 0.8556 0.8581
S3 0.8523 0.8538 0.8578
S4 0.8489 0.8505 0.8569
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8959 0.8903 0.8671
R3 0.8838 0.8782 0.8637
R2 0.8717 0.8717 0.8626
R1 0.8661 0.8661 0.8615 0.8689
PP 0.8596 0.8596 0.8596 0.8611
S1 0.8540 0.8540 0.8593 0.8568
S2 0.8475 0.8475 0.8582
S3 0.8354 0.8419 0.8571
S4 0.8233 0.8298 0.8537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8620 0.8532 0.0088 1.0% 0.0052 0.6% 63% False False 42
10 0.8794 0.8510 0.0285 3.3% 0.0073 0.8% 27% False False 42
20 0.9038 0.8510 0.0529 6.2% 0.0078 0.9% 15% 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 True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8750
2.618 0.8695
1.618 0.8662
1.000 0.8641
0.618 0.8628
HIGH 0.8608
0.618 0.8595
0.500 0.8591
0.382 0.8587
LOW 0.8574
0.618 0.8553
1.000 0.8541
1.618 0.8520
2.618 0.8486
4.250 0.8432
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 0.8591 0.8585
PP 0.8590 0.8583
S1 0.8588 0.8581

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

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