CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 0.8914 0.8931 0.0017 0.2% 0.8772
High 0.8950 0.9005 0.0055 0.6% 0.8973
Low 0.8862 0.8916 0.0054 0.6% 0.8755
Close 0.8902 0.8993 0.0092 1.0% 0.8902
Range 0.0088 0.0089 0.0001 1.1% 0.0219
ATR 0.0109 0.0108 0.0000 -0.4% 0.0000
Volume 1,299 1,111 -188 -14.5% 5,428
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9238 0.9205 0.9042
R3 0.9149 0.9116 0.9017
R2 0.9060 0.9060 0.9009
R1 0.9027 0.9027 0.9001 0.9043
PP 0.8971 0.8971 0.8971 0.8979
S1 0.8938 0.8938 0.8985 0.8954
S2 0.8882 0.8882 0.8977
S3 0.8793 0.8849 0.8969
S4 0.8704 0.8760 0.8944
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 0.9005 0.8826 0.0179 2.0% 0.0105 1.2% 94% True False 1,047
10 0.9005 0.8723 0.0282 3.1% 0.0100 1.1% 96% True False 839
20 0.9005 0.8573 0.0432 4.8% 0.0111 1.2% 97% True False 772
40 0.9005 0.8497 0.0508 5.6% 0.0095 1.1% 98% True False 588
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9383
2.618 0.9238
1.618 0.9149
1.000 0.9094
0.618 0.9060
HIGH 0.9005
0.618 0.8971
0.500 0.8960
0.382 0.8949
LOW 0.8916
0.618 0.8860
1.000 0.8827
1.618 0.8771
2.618 0.8682
4.250 0.8537
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 0.8982 0.8973
PP 0.8971 0.8953
S1 0.8960 0.8933

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

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