CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 0.8757 0.8816 0.0059 0.7% 0.8805
High 0.8813 0.8930 0.0118 1.3% 0.8941
Low 0.8726 0.8801 0.0076 0.9% 0.8708
Close 0.8810 0.8908 0.0098 1.1% 0.8810
Range 0.0087 0.0129 0.0042 48.3% 0.0234
ATR 0.0111 0.0112 0.0001 1.2% 0.0000
Volume 319 361 42 13.2% 1,690
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9267 0.9216 0.8978
R3 0.9138 0.9087 0.8943
R2 0.9009 0.9009 0.8931
R1 0.8958 0.8958 0.8919 0.8983
PP 0.8880 0.8880 0.8880 0.8892
S1 0.8829 0.8829 0.8896 0.8854
S2 0.8751 0.8751 0.8884
S3 0.8622 0.8700 0.8872
S4 0.8493 0.8571 0.8837
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9520 0.9398 0.8938
R3 0.9286 0.9165 0.8874
R2 0.9053 0.9053 0.8852
R1 0.8931 0.8931 0.8831 0.8992
PP 0.8819 0.8819 0.8819 0.8850
S1 0.8698 0.8698 0.8788 0.8759
S2 0.8586 0.8586 0.8767
S3 0.8352 0.8464 0.8745
S4 0.8119 0.8231 0.8681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8941 0.8708 0.0234 2.6% 0.0123 1.4% 86% False False 410
10 0.8941 0.8573 0.0369 4.1% 0.0122 1.4% 91% False False 706
20 0.8941 0.8497 0.0445 5.0% 0.0100 1.1% 92% False False 739
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 0.9478
2.618 0.9268
1.618 0.9139
1.000 0.9059
0.618 0.9010
HIGH 0.8930
0.618 0.8881
0.500 0.8866
0.382 0.8850
LOW 0.8801
0.618 0.8721
1.000 0.8672
1.618 0.8592
2.618 0.8463
4.250 0.8253
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 0.8894 0.8878
PP 0.8880 0.8848
S1 0.8866 0.8819

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

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