CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 0.8938 0.8859 -0.0080 -0.9% 0.8805
High 0.8944 0.8902 -0.0042 -0.5% 0.8941
Low 0.8837 0.8829 -0.0008 -0.1% 0.8708
Close 0.8840 0.8860 0.0020 0.2% 0.8810
Range 0.0107 0.0072 -0.0034 -32.4% 0.0234
ATR 0.0112 0.0109 -0.0003 -2.5% 0.0000
Volume 482 284 -198 -41.1% 1,690
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9080 0.9042 0.8899
R3 0.9008 0.8970 0.8879
R2 0.8936 0.8936 0.8873
R1 0.8898 0.8898 0.8866 0.8917
PP 0.8863 0.8863 0.8863 0.8873
S1 0.8825 0.8825 0.8853 0.8844
S2 0.8791 0.8791 0.8846
S3 0.8719 0.8753 0.8840
S4 0.8647 0.8681 0.8820
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% 0.0097 1.1% 64% False False 354
10 0.8944 0.8619 0.0325 3.7% 0.0120 1.4% 74% False False 490
20 0.8944 0.8497 0.0447 5.0% 0.0105 1.2% 81% False False 776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0023
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9208
2.618 0.9090
1.618 0.9018
1.000 0.8974
0.618 0.8946
HIGH 0.8902
0.618 0.8874
0.500 0.8865
0.382 0.8857
LOW 0.8829
0.618 0.8785
1.000 0.8757
1.618 0.8713
2.618 0.8641
4.250 0.8523
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 0.8865 0.8872
PP 0.8863 0.8868
S1 0.8861 0.8864

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

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