CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 0.8739 0.8768 0.0030 0.3% 0.8595
High 0.8853 0.8813 -0.0040 -0.5% 0.8853
Low 0.8726 0.8724 -0.0002 0.0% 0.8573
Close 0.8782 0.8797 0.0015 0.2% 0.8797
Range 0.0127 0.0089 -0.0038 -29.9% 0.0281
ATR 0.0104 0.0103 -0.0001 -1.0% 0.0000
Volume 1,136 596 -540 -47.5% 5,009
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9045 0.9010 0.8846
R3 0.8956 0.8921 0.8821
R2 0.8867 0.8867 0.8813
R1 0.8832 0.8832 0.8805 0.8850
PP 0.8778 0.8778 0.8778 0.8787
S1 0.8743 0.8743 0.8789 0.8761
S2 0.8689 0.8689 0.8781
S3 0.8600 0.8654 0.8773
S4 0.8511 0.8565 0.8748
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9582 0.9470 0.8951
R3 0.9302 0.9190 0.8874
R2 0.9021 0.9021 0.8848
R1 0.8909 0.8909 0.8823 0.8965
PP 0.8741 0.8741 0.8741 0.8769
S1 0.8629 0.8629 0.8771 0.8685
S2 0.8460 0.8460 0.8746
S3 0.8180 0.8348 0.8720
S4 0.7899 0.8068 0.8643
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% 0.0122 1.4% 80% False False 1,001
10 0.8853 0.8497 0.0357 4.1% 0.0115 1.3% 84% False False 1,225
20 0.8853 0.8497 0.0357 4.1% 0.0089 1.0% 84% False False 648
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9191
2.618 0.9046
1.618 0.8957
1.000 0.8902
0.618 0.8868
HIGH 0.8813
0.618 0.8779
0.500 0.8769
0.382 0.8758
LOW 0.8724
0.618 0.8669
1.000 0.8635
1.618 0.8580
2.618 0.8491
4.250 0.8346
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 0.8788 0.8777
PP 0.8778 0.8756
S1 0.8769 0.8736

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

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