CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 0.8696 0.8678 -0.0018 -0.2% 0.8594
High 0.8743 0.8815 0.0072 0.8% 0.8754
Low 0.8658 0.8619 -0.0040 -0.5% 0.8497
Close 0.8702 0.8727 0.0025 0.3% 0.8610
Range 0.0085 0.0197 0.0112 131.2% 0.0257
ATR 0.0094 0.0102 0.0007 7.7% 0.0000
Volume 2,738 358 -2,380 -86.9% 7,088
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9310 0.9215 0.8835
R3 0.9113 0.9018 0.8781
R2 0.8917 0.8917 0.8763
R1 0.8822 0.8822 0.8745 0.8869
PP 0.8720 0.8720 0.8720 0.8744
S1 0.8625 0.8625 0.8708 0.8673
S2 0.8524 0.8524 0.8690
S3 0.8327 0.8429 0.8672
S4 0.8131 0.8232 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 0.8815 0.8573 0.0243 2.8% 0.0135 1.5% 64% True False 1,843
10 0.8815 0.8497 0.0319 3.6% 0.0106 1.2% 72% True False 1,091
20 0.8815 0.8497 0.0319 3.6% 0.0090 1.0% 72% True False 566
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 0.0020
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9650
2.618 0.9329
1.618 0.9133
1.000 0.9012
0.618 0.8936
HIGH 0.8815
0.618 0.8740
0.500 0.8717
0.382 0.8694
LOW 0.8619
0.618 0.8497
1.000 0.8422
1.618 0.8301
2.618 0.8104
4.250 0.7783
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 0.8723 0.8716
PP 0.8720 0.8705
S1 0.8717 0.8694

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

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