CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 0.8816 0.8938 0.0122 1.4% 0.8805
High 0.8930 0.8944 0.0014 0.2% 0.8941
Low 0.8801 0.8837 0.0036 0.4% 0.8708
Close 0.8908 0.8840 -0.0068 -0.8% 0.8810
Range 0.0129 0.0107 -0.0023 -17.4% 0.0234
ATR 0.0112 0.0112 0.0000 -0.4% 0.0000
Volume 361 482 121 33.5% 1,690
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9193 0.9123 0.8898
R3 0.9086 0.9016 0.8869
R2 0.8980 0.8980 0.8859
R1 0.8910 0.8910 0.8849 0.8892
PP 0.8873 0.8873 0.8873 0.8864
S1 0.8803 0.8803 0.8830 0.8785
S2 0.8767 0.8767 0.8820
S3 0.8660 0.8697 0.8810
S4 0.8554 0.8590 0.8781
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 0.8944 0.8708 0.0236 2.7% 0.0116 1.3% 56% True False 373
10 0.8944 0.8619 0.0325 3.7% 0.0122 1.4% 68% True False 736
20 0.8944 0.8497 0.0447 5.1% 0.0103 1.2% 77% True False 762
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 True
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9396
2.618 0.9222
1.618 0.9116
1.000 0.9050
0.618 0.9009
HIGH 0.8944
0.618 0.8903
0.500 0.8890
0.382 0.8878
LOW 0.8837
0.618 0.8771
1.000 0.8731
1.618 0.8665
2.618 0.8558
4.250 0.8384
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 0.8890 0.8838
PP 0.8873 0.8836
S1 0.8856 0.8835

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

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