CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 0.8805 0.8925 0.0121 1.4% 0.8595
High 0.8941 0.8939 -0.0003 0.0% 0.8853
Low 0.8800 0.8775 -0.0025 -0.3% 0.8573
Close 0.8937 0.8863 -0.0075 -0.8% 0.8797
Range 0.0142 0.0164 0.0023 15.9% 0.0281
ATR 0.0105 0.0110 0.0004 4.0% 0.0000
Volume 664 383 -281 -42.3% 5,009
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9351 0.9271 0.8953
R3 0.9187 0.9107 0.8908
R2 0.9023 0.9023 0.8893
R1 0.8943 0.8943 0.8878 0.8901
PP 0.8859 0.8859 0.8859 0.8838
S1 0.8779 0.8779 0.8847 0.8737
S2 0.8695 0.8695 0.8832
S3 0.8531 0.8615 0.8817
S4 0.8367 0.8451 0.8772
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% 0.0144 1.6% 76% False False 627
10 0.8941 0.8527 0.0414 4.7% 0.0128 1.4% 81% False False 1,258
20 0.8941 0.8497 0.0445 5.0% 0.0096 1.1% 82% False False 698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9636
2.618 0.9368
1.618 0.9204
1.000 0.9103
0.618 0.9040
HIGH 0.8939
0.618 0.8876
0.500 0.8857
0.382 0.8837
LOW 0.8775
0.618 0.8673
1.000 0.8611
1.618 0.8509
2.618 0.8345
4.250 0.8078
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 0.8861 0.8853
PP 0.8859 0.8843
S1 0.8857 0.8833

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

View Archives - Comment on this page... - Back to Index of Symbols