CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 0.8745 0.8595 -0.0150 -1.7% 0.8594
High 0.8754 0.8687 -0.0067 -0.8% 0.8754
Low 0.8598 0.8573 -0.0026 -0.3% 0.8497
Close 0.8610 0.8681 0.0071 0.8% 0.8610
Range 0.0156 0.0114 -0.0042 -26.7% 0.0257
ATR 0.0094 0.0095 0.0001 1.5% 0.0000
Volume 791 181 -610 -77.1% 7,088
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8989 0.8949 0.8744
R3 0.8875 0.8835 0.8712
R2 0.8761 0.8761 0.8702
R1 0.8721 0.8721 0.8691 0.8741
PP 0.8647 0.8647 0.8647 0.8657
S1 0.8607 0.8607 0.8671 0.8627
S2 0.8533 0.8533 0.8660
S3 0.8419 0.8493 0.8650
S4 0.8305 0.8379 0.8618
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% 0.0115 1.3% 72% False False 1,453
10 0.8754 0.8497 0.0257 3.0% 0.0084 1.0% 72% False False 789
20 0.8830 0.8497 0.0334 3.8% 0.0082 0.9% 55% False False 413
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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9171
2.618 0.8985
1.618 0.8871
1.000 0.8801
0.618 0.8757
HIGH 0.8687
0.618 0.8643
0.500 0.8630
0.382 0.8616
LOW 0.8573
0.618 0.8502
1.000 0.8459
1.618 0.8388
2.618 0.8274
4.250 0.8088
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 0.8664 0.8675
PP 0.8647 0.8669
S1 0.8630 0.8663

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

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