CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 0.8676 0.8594 -0.0083 -1.0% 0.8605
High 0.8685 0.8599 -0.0086 -1.0% 0.8685
Low 0.8603 0.8497 -0.0106 -1.2% 0.8562
Close 0.8639 0.8567 -0.0073 -0.8% 0.8639
Range 0.0083 0.0103 0.0020 24.2% 0.0123
ATR 0.0078 0.0083 0.0005 5.9% 0.0000
Volume 153 557 404 264.1% 607
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8862 0.8817 0.8623
R3 0.8759 0.8714 0.8595
R2 0.8657 0.8657 0.8585
R1 0.8612 0.8612 0.8576 0.8583
PP 0.8554 0.8554 0.8554 0.8540
S1 0.8509 0.8509 0.8557 0.8480
S2 0.8452 0.8452 0.8548
S3 0.8349 0.8407 0.8538
S4 0.8247 0.8304 0.8510
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8998 0.8941 0.8707
R3 0.8875 0.8818 0.8673
R2 0.8752 0.8752 0.8662
R1 0.8695 0.8695 0.8650 0.8724
PP 0.8629 0.8629 0.8629 0.8643
S1 0.8572 0.8572 0.8628 0.8601
S2 0.8506 0.8506 0.8616
S3 0.8383 0.8449 0.8605
S4 0.8260 0.8326 0.8571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8685 0.8497 0.0189 2.2% 0.0068 0.8% 37% False True 232
10 0.8685 0.8497 0.0189 2.2% 0.0065 0.8% 37% False True 138
20 0.8926 0.8497 0.0429 5.0% 0.0073 0.8% 16% False True 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9035
2.618 0.8867
1.618 0.8765
1.000 0.8702
0.618 0.8662
HIGH 0.8599
0.618 0.8560
0.500 0.8548
0.382 0.8536
LOW 0.8497
0.618 0.8433
1.000 0.8394
1.618 0.8331
2.618 0.8228
4.250 0.8061
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 0.8560 0.8591
PP 0.8554 0.8583
S1 0.8548 0.8575

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

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