CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 0.8750 0.8772 0.0022 0.3% 0.8816
High 0.8768 0.8865 0.0097 1.1% 0.8944
Low 0.8723 0.8755 0.0032 0.4% 0.8723
Close 0.8747 0.8850 0.0103 1.2% 0.8747
Range 0.0046 0.0111 0.0065 141.3% 0.0221
ATR 0.0109 0.0110 0.0001 0.7% 0.0000
Volume 508 1,300 792 155.9% 2,216
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9156 0.9114 0.8911
R3 0.9045 0.9003 0.8880
R2 0.8934 0.8934 0.8870
R1 0.8892 0.8892 0.8860 0.8913
PP 0.8823 0.8823 0.8823 0.8834
S1 0.8781 0.8781 0.8839 0.8802
S2 0.8712 0.8712 0.8829
S3 0.8601 0.8670 0.8819
S4 0.8490 0.8559 0.8788
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% 0.0095 1.1% 57% False False 631
10 0.8944 0.8708 0.0236 2.7% 0.0109 1.2% 60% False False 520
20 0.8944 0.8497 0.0447 5.1% 0.0112 1.3% 79% False False 872
40 0.8944 0.8497 0.0447 5.1% 0.0091 1.0% 79% False False 459
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9337
2.618 0.9156
1.618 0.9045
1.000 0.8976
0.618 0.8934
HIGH 0.8865
0.618 0.8823
0.500 0.8810
0.382 0.8797
LOW 0.8755
0.618 0.8686
1.000 0.8644
1.618 0.8575
2.618 0.8464
4.250 0.8283
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 0.8836 0.8837
PP 0.8823 0.8824
S1 0.8810 0.8811

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

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