CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 0.8594 0.8565 -0.0029 -0.3% 0.8605
High 0.8599 0.8607 0.0008 0.1% 0.8685
Low 0.8497 0.8527 0.0031 0.4% 0.8562
Close 0.8567 0.8569 0.0002 0.0% 0.8639
Range 0.0103 0.0080 -0.0023 -22.0% 0.0123
ATR 0.0083 0.0082 0.0000 -0.2% 0.0000
Volume 557 593 36 6.5% 607
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8808 0.8768 0.8613
R3 0.8728 0.8688 0.8591
R2 0.8648 0.8648 0.8583
R1 0.8608 0.8608 0.8576 0.8628
PP 0.8568 0.8568 0.8568 0.8577
S1 0.8528 0.8528 0.8561 0.8548
S2 0.8488 0.8488 0.8554
S3 0.8408 0.8448 0.8547
S4 0.8328 0.8368 0.8525
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% 0.0078 0.9% 38% False False 340
10 0.8685 0.8497 0.0189 2.2% 0.0065 0.8% 38% False False 191
20 0.8913 0.8497 0.0417 4.9% 0.0070 0.8% 17% False False 108
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8947
2.618 0.8816
1.618 0.8736
1.000 0.8687
0.618 0.8656
HIGH 0.8607
0.618 0.8576
0.500 0.8567
0.382 0.8558
LOW 0.8527
0.618 0.8478
1.000 0.8447
1.618 0.8398
2.618 0.8318
4.250 0.8187
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 0.8568 0.8591
PP 0.8568 0.8583
S1 0.8567 0.8576

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

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