CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 0.8634 0.8745 0.0112 1.3% 0.8594
High 0.8744 0.8754 0.0010 0.1% 0.8754
Low 0.8621 0.8598 -0.0023 -0.3% 0.8497
Close 0.8716 0.8610 -0.0106 -1.2% 0.8610
Range 0.0123 0.0156 0.0033 26.9% 0.0257
ATR 0.0089 0.0094 0.0005 5.3% 0.0000
Volume 5,147 791 -4,356 -84.6% 7,088
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9120 0.9021 0.8696
R3 0.8965 0.8865 0.8653
R2 0.8809 0.8809 0.8639
R1 0.8710 0.8710 0.8624 0.8682
PP 0.8654 0.8654 0.8654 0.8640
S1 0.8554 0.8554 0.8596 0.8526
S2 0.8498 0.8498 0.8581
S3 0.8343 0.8399 0.8567
S4 0.8187 0.8243 0.8524
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9391 0.9258 0.8751
R3 0.9134 0.9001 0.8681
R2 0.8877 0.8877 0.8657
R1 0.8744 0.8744 0.8634 0.8810
PP 0.8620 0.8620 0.8620 0.8653
S1 0.8487 0.8487 0.8586 0.8553
S2 0.8363 0.8363 0.8563
S3 0.8106 0.8230 0.8539
S4 0.7849 0.7973 0.8469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8754 0.8497 0.0257 3.0% 0.0109 1.3% 44% True False 1,448
10 0.8754 0.8497 0.0257 3.0% 0.0077 0.9% 44% True False 773
20 0.8913 0.8497 0.0417 4.8% 0.0080 0.9% 27% False False 404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9414
2.618 0.9161
1.618 0.9005
1.000 0.8909
0.618 0.8850
HIGH 0.8754
0.618 0.8694
0.500 0.8676
0.382 0.8657
LOW 0.8598
0.618 0.8502
1.000 0.8443
1.618 0.8346
2.618 0.8191
4.250 0.7937
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 0.8676 0.8640
PP 0.8654 0.8630
S1 0.8632 0.8620

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

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