CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 0.8678 0.8739 0.0061 0.7% 0.8594
High 0.8815 0.8853 0.0038 0.4% 0.8754
Low 0.8619 0.8726 0.0108 1.2% 0.8497
Close 0.8727 0.8782 0.0056 0.6% 0.8610
Range 0.0197 0.0127 -0.0070 -35.4% 0.0257
ATR 0.0102 0.0104 0.0002 1.8% 0.0000
Volume 358 1,136 778 217.3% 7,088
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9168 0.9102 0.8852
R3 0.9041 0.8975 0.8817
R2 0.8914 0.8914 0.8805
R1 0.8848 0.8848 0.8794 0.8881
PP 0.8787 0.8787 0.8787 0.8804
S1 0.8721 0.8721 0.8770 0.8754
S2 0.8660 0.8660 0.8759
S3 0.8533 0.8594 0.8747
S4 0.8406 0.8467 0.8712
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 0.8853 0.8573 0.0281 3.2% 0.0136 1.5% 75% True False 1,040
10 0.8853 0.8497 0.0357 4.1% 0.0113 1.3% 80% True False 1,193
20 0.8853 0.8497 0.0357 4.1% 0.0094 1.1% 80% True False 620
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9393
2.618 0.9185
1.618 0.9058
1.000 0.8980
0.618 0.8931
HIGH 0.8853
0.618 0.8804
0.500 0.8790
0.382 0.8775
LOW 0.8726
0.618 0.8648
1.000 0.8599
1.618 0.8521
2.618 0.8394
4.250 0.8186
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 0.8790 0.8767
PP 0.8787 0.8751
S1 0.8785 0.8736

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

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