CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	0.8859	0.8895	0.0037	0.4%	0.8805
High	0.8902	0.8900	-0.0002	0.0%	0.8941
Low	0.8829	0.8762	-0.0067	-0.8%	0.8708
Close	0.8860	0.8802	-0.0058	-0.7%	0.8810
Range	0.0072	0.0138	0.0066	91.7%	0.0234
ATR	0.0109	0.0111	0.0002	1.9%	0.0000
Volume	284	581	297	104.6%	1,690

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9235	0.9156	0.8877
R3	0.9097	0.9018	0.8839
R2	0.8959	0.8959	0.8827
R1	0.8880	0.8880	0.8814	0.8851
PP	0.8821	0.8821	0.8821	0.8806
S1	0.8742	0.8742	0.8789	0.8713
S2	0.8683	0.8683	0.8776
S3	0.8545	0.8604	0.8764
S4	0.8407	0.8466	0.8726

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	0.8726	0.0218	2.5%	0.0107	1.2%	35%	False	False	405
10	0.8944	0.8708	0.0236	2.7%	0.0115	1.3%	40%	False	False	513
20	0.8944	0.8497	0.0447	5.1%	0.0110	1.3%	68%	False	False	802
40	0.9038	0.8497	0.0542	6.2%	0.0094	1.1%	56%	False	False	415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9487
2.618	0.9261
1.618	0.9123
1.000	0.9038
0.618	0.8985
HIGH	0.8900
0.618	0.8847
0.500	0.8831
0.382	0.8815
LOW	0.8762
0.618	0.8677
1.000	0.8624
1.618	0.8539
2.618	0.8401
4.250	0.8176

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	0.8831	0.8853
PP	0.8821	0.8836
S1	0.8811	0.8819

Download as Excel Spreadsheet

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

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