CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 0.8595 0.8696 0.0101 1.2% 0.8594
High 0.8687 0.8743 0.0057 0.7% 0.8754
Low 0.8573 0.8658 0.0086 1.0% 0.8497
Close 0.8681 0.8702 0.0021 0.2% 0.8610
Range 0.0114 0.0085 -0.0029 -25.4% 0.0257
ATR 0.0095 0.0094 -0.0001 -0.8% 0.0000
Volume 181 2,738 2,557 1,412.7% 7,088
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8956 0.8914 0.8749
R3 0.8871 0.8829 0.8725
R2 0.8786 0.8786 0.8718
R1 0.8744 0.8744 0.8710 0.8765
PP 0.8701 0.8701 0.8701 0.8712
S1 0.8659 0.8659 0.8694 0.8680
S2 0.8616 0.8616 0.8686
S3 0.8531 0.8574 0.8679
S4 0.8446 0.8489 0.8655
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 0.8527 0.0227 2.6% 0.0111 1.3% 77% False False 1,890
10 0.8754 0.8497 0.0257 3.0% 0.0090 1.0% 80% False False 1,061
20 0.8794 0.8497 0.0298 3.4% 0.0082 0.9% 69% False False 549
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9104
2.618 0.8966
1.618 0.8881
1.000 0.8828
0.618 0.8796
HIGH 0.8743
0.618 0.8711
0.500 0.8701
0.382 0.8690
LOW 0.8658
0.618 0.8605
1.000 0.8573
1.618 0.8520
2.618 0.8435
4.250 0.8297
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 0.8702 0.8689
PP 0.8701 0.8676
S1 0.8701 0.8663

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

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