CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 0.8900 0.8914 0.0015 0.2% 0.8772
High 0.8972 0.8950 -0.0022 -0.2% 0.8973
Low 0.8872 0.8862 -0.0010 -0.1% 0.8755
Close 0.8920 0.8902 -0.0019 -0.2% 0.8902
Range 0.0100 0.0088 -0.0012 -12.0% 0.0219
ATR 0.0111 0.0109 -0.0002 -1.5% 0.0000
Volume 569 1,299 730 128.3% 5,428
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9169 0.9123 0.8950
R3 0.9081 0.9035 0.8926
R2 0.8993 0.8993 0.8918
R1 0.8947 0.8947 0.8910 0.8926
PP 0.8905 0.8905 0.8905 0.8894
S1 0.8859 0.8859 0.8893 0.8838
S2 0.8817 0.8817 0.8885
S3 0.8729 0.8771 0.8877
S4 0.8641 0.8683 0.8853
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9532 0.9435 0.9022
R3 0.9313 0.9217 0.8962
R2 0.9095 0.9095 0.8942
R1 0.8998 0.8998 0.8922 0.9047
PP 0.8876 0.8876 0.8876 0.8901
S1 0.8780 0.8780 0.8881 0.8828
S2 0.8658 0.8658 0.8861
S3 0.8439 0.8561 0.8841
S4 0.8221 0.8343 0.8781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8973 0.8755 0.0219 2.5% 0.0109 1.2% 67% False False 1,085
10 0.8973 0.8723 0.0251 2.8% 0.0104 1.2% 71% False False 764
20 0.8973 0.8573 0.0401 4.5% 0.0114 1.3% 82% False False 756
40 0.8973 0.8497 0.0477 5.4% 0.0095 1.1% 85% False False 561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9324
2.618 0.9180
1.618 0.9092
1.000 0.9038
0.618 0.9004
HIGH 0.8950
0.618 0.8916
0.500 0.8906
0.382 0.8896
LOW 0.8862
0.618 0.8808
1.000 0.8774
1.618 0.8720
2.618 0.8632
4.250 0.8488
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 0.8906 0.8901
PP 0.8905 0.8900
S1 0.8903 0.8899

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

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