CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 0.8772 0.8842 0.0070 0.8% 0.8816
High 0.8865 0.8973 0.0108 1.2% 0.8944
Low 0.8755 0.8827 0.0073 0.8% 0.8723
Close 0.8850 0.8925 0.0075 0.8% 0.8747
Range 0.0111 0.0146 0.0035 31.5% 0.0221
ATR 0.0110 0.0112 0.0003 2.4% 0.0000
Volume 1,300 1,454 154 11.8% 2,216
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9346 0.9281 0.9005
R3 0.9200 0.9135 0.8965
R2 0.9054 0.9054 0.8951
R1 0.8989 0.8989 0.8938 0.9022
PP 0.8908 0.8908 0.8908 0.8924
S1 0.8843 0.8843 0.8911 0.8876
S2 0.8762 0.8762 0.8898
S3 0.8616 0.8697 0.8884
S4 0.8470 0.8551 0.8844
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 0.8973 0.8723 0.0251 2.8% 0.0103 1.1% 81% True False 825
10 0.8973 0.8708 0.0266 3.0% 0.0109 1.2% 82% True False 599
20 0.8973 0.8497 0.0477 5.3% 0.0115 1.3% 90% True False 937
40 0.8973 0.8497 0.0477 5.3% 0.0093 1.0% 90% True False 495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9594
2.618 0.9355
1.618 0.9209
1.000 0.9119
0.618 0.9063
HIGH 0.8973
0.618 0.8917
0.500 0.8900
0.382 0.8883
LOW 0.8827
0.618 0.8737
1.000 0.8681
1.618 0.8591
2.618 0.8445
4.250 0.8207
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 0.8916 0.8899
PP 0.8908 0.8873
S1 0.8900 0.8848

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

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