CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 0.8895 0.8750 -0.0145 -1.6% 0.8816
High 0.8900 0.8768 -0.0132 -1.5% 0.8944
Low 0.8762 0.8723 -0.0040 -0.5% 0.8723
Close 0.8802 0.8747 -0.0055 -0.6% 0.8747
Range 0.0138 0.0046 -0.0092 -66.7% 0.0221
ATR 0.0111 0.0109 -0.0002 -2.1% 0.0000
Volume 581 508 -73 -12.6% 2,216
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8884 0.8861 0.8772
R3 0.8838 0.8815 0.8759
R2 0.8792 0.8792 0.8755
R1 0.8769 0.8769 0.8751 0.8757
PP 0.8746 0.8746 0.8746 0.8740
S1 0.8723 0.8723 0.8742 0.8712
S2 0.8700 0.8700 0.8738
S3 0.8654 0.8677 0.8734
S4 0.8608 0.8631 0.8721
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9467 0.9328 0.8868
R3 0.9246 0.9107 0.8807
R2 0.9025 0.9025 0.8787
R1 0.8886 0.8886 0.8767 0.8845
PP 0.8804 0.8804 0.8804 0.8784
S1 0.8665 0.8665 0.8726 0.8624
S2 0.8583 0.8583 0.8706
S3 0.8362 0.8444 0.8686
S4 0.8141 0.8223 0.8625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8944 0.8723 0.0221 2.5% 0.0098 1.1% 11% False True 443
10 0.8944 0.8708 0.0236 2.7% 0.0106 1.2% 17% False False 450
20 0.8944 0.8497 0.0447 5.1% 0.0110 1.3% 56% False False 821
40 0.9005 0.8497 0.0509 5.8% 0.0092 1.1% 49% False False 427
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 0.0018
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8964
2.618 0.8889
1.618 0.8843
1.000 0.8814
0.618 0.8797
HIGH 0.8768
0.618 0.8751
0.500 0.8745
0.382 0.8740
LOW 0.8723
0.618 0.8694
1.000 0.8677
1.618 0.8648
2.618 0.8602
4.250 0.8527
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 0.8746 0.8812
PP 0.8746 0.8790
S1 0.8745 0.8768

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

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