CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 0.8768 0.8805 0.0037 0.4% 0.8595
High 0.8813 0.8941 0.0128 1.5% 0.8853
Low 0.8724 0.8800 0.0076 0.9% 0.8573
Close 0.8797 0.8937 0.0140 1.6% 0.8797
Range 0.0089 0.0142 0.0053 59.0% 0.0281
ATR 0.0103 0.0105 0.0003 2.9% 0.0000
Volume 596 664 68 11.4% 5,009
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9317 0.9269 0.9015
R3 0.9176 0.9127 0.8976
R2 0.9034 0.9034 0.8963
R1 0.8986 0.8986 0.8950 0.9010
PP 0.8893 0.8893 0.8893 0.8905
S1 0.8844 0.8844 0.8924 0.8868
S2 0.8751 0.8751 0.8911
S3 0.8610 0.8703 0.8898
S4 0.8468 0.8561 0.8859
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 0.8941 0.8619 0.0323 3.6% 0.0128 1.4% 99% True False 1,098
10 0.8941 0.8497 0.0445 5.0% 0.0121 1.4% 99% True False 1,276
20 0.8941 0.8497 0.0445 5.0% 0.0091 1.0% 99% True False 680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9542
2.618 0.9311
1.618 0.9170
1.000 0.9083
0.618 0.9028
HIGH 0.8941
0.618 0.8887
0.500 0.8870
0.382 0.8854
LOW 0.8800
0.618 0.8712
1.000 0.8658
1.618 0.8571
2.618 0.8429
4.250 0.8198
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 0.8915 0.8902
PP 0.8893 0.8867
S1 0.8870 0.8833

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

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