CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 0.8931 0.8994 0.0063 0.7% 0.8772
High 0.9005 0.9008 0.0003 0.0% 0.8973
Low 0.8916 0.8930 0.0014 0.2% 0.8755
Close 0.8993 0.8963 -0.0030 -0.3% 0.8902
Range 0.0089 0.0078 -0.0011 -12.4% 0.0219
ATR 0.0108 0.0106 -0.0002 -2.0% 0.0000
Volume 1,111 584 -527 -47.4% 5,428
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9201 0.9160 0.9006
R3 0.9123 0.9082 0.8984
R2 0.9045 0.9045 0.8977
R1 0.9004 0.9004 0.8970 0.8985
PP 0.8967 0.8967 0.8967 0.8957
S1 0.8926 0.8926 0.8956 0.8907
S2 0.8889 0.8889 0.8949
S3 0.8811 0.8848 0.8942
S4 0.8733 0.8770 0.8920
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 0.9008 0.8826 0.0182 2.0% 0.0091 1.0% 75% True False 873
10 0.9008 0.8723 0.0285 3.2% 0.0097 1.1% 84% True False 849
20 0.9008 0.8619 0.0389 4.3% 0.0109 1.2% 89% True False 792
40 0.9008 0.8497 0.0511 5.7% 0.0095 1.1% 91% True False 603
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9339
2.618 0.9212
1.618 0.9134
1.000 0.9086
0.618 0.9056
HIGH 0.9008
0.618 0.8978
0.500 0.8969
0.382 0.8959
LOW 0.8930
0.618 0.8881
1.000 0.8852
1.618 0.8803
2.618 0.8725
4.250 0.8598
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 0.8969 0.8954
PP 0.8967 0.8944
S1 0.8965 0.8935

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

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