CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 0.8994 0.8946 -0.0048 -0.5% 0.8772
High 0.9008 0.9004 -0.0004 0.0% 0.8973
Low 0.8930 0.8933 0.0003 0.0% 0.8755
Close 0.8963 0.8968 0.0005 0.1% 0.8902
Range 0.0078 0.0071 -0.0007 -9.0% 0.0219
ATR 0.0106 0.0104 -0.0003 -2.4% 0.0000
Volume 584 387 -197 -33.7% 5,428
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9181 0.9146 0.9007
R3 0.9110 0.9075 0.8988
R2 0.9039 0.9039 0.8981
R1 0.9004 0.9004 0.8975 0.9021
PP 0.8968 0.8968 0.8968 0.8977
S1 0.8933 0.8933 0.8961 0.8950
S2 0.8897 0.8897 0.8955
S3 0.8826 0.8862 0.8948
S4 0.8755 0.8791 0.8929
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 0.8862 0.0146 1.6% 0.0085 1.0% 73% False False 790
10 0.9008 0.8723 0.0285 3.2% 0.0097 1.1% 86% False False 859
20 0.9008 0.8619 0.0389 4.3% 0.0109 1.2% 90% False False 675
40 0.9008 0.8497 0.0511 5.7% 0.0095 1.1% 92% False False 612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9305
2.618 0.9189
1.618 0.9118
1.000 0.9075
0.618 0.9047
HIGH 0.9004
0.618 0.8976
0.500 0.8968
0.382 0.8960
LOW 0.8933
0.618 0.8889
1.000 0.8862
1.618 0.8818
2.618 0.8747
4.250 0.8631
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 0.8968 0.8966
PP 0.8968 0.8964
S1 0.8968 0.8962

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

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