CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 10-Feb-2017
Day Change Summary
Previous Current
09-Feb-2017 10-Feb-2017 Change Change % Previous Week
Open 0.8982 0.8873 -0.0109 -1.2% 0.8931
High 0.8986 0.8906 -0.0080 -0.9% 0.9008
Low 0.8868 0.8828 -0.0040 -0.5% 0.8828
Close 0.8872 0.8865 -0.0007 -0.1% 0.8865
Range 0.0118 0.0078 -0.0040 -33.6% 0.0180
ATR 0.0105 0.0103 -0.0002 -1.8% 0.0000
Volume 1,090 928 -162 -14.9% 4,100
Daily Pivots for day following 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9100 0.9061 0.8908
R3 0.9022 0.8983 0.8886
R2 0.8944 0.8944 0.8879
R1 0.8905 0.8905 0.8872 0.8886
PP 0.8866 0.8866 0.8866 0.8857
S1 0.8827 0.8827 0.8858 0.8808
S2 0.8788 0.8788 0.8851
S3 0.8710 0.8749 0.8844
S4 0.8632 0.8671 0.8822
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9439 0.9331 0.8964
R3 0.9259 0.9152 0.8914
R2 0.9080 0.9080 0.8898
R1 0.8972 0.8972 0.8881 0.8936
PP 0.8900 0.8900 0.8900 0.8882
S1 0.8793 0.8793 0.8849 0.8757
S2 0.8721 0.8721 0.8832
S3 0.8541 0.8613 0.8816
S4 0.8362 0.8434 0.8766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9008 0.8828 0.0180 2.0% 0.0087 1.0% 21% False True 820
10 0.9008 0.8755 0.0253 2.9% 0.0098 1.1% 44% False False 952
20 0.9008 0.8708 0.0300 3.4% 0.0102 1.2% 53% False False 701
40 0.9008 0.8497 0.0511 5.8% 0.0098 1.1% 72% False False 661
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9238
2.618 0.9110
1.618 0.9032
1.000 0.8984
0.618 0.8954
HIGH 0.8906
0.618 0.8876
0.500 0.8867
0.382 0.8858
LOW 0.8828
0.618 0.8780
1.000 0.8750
1.618 0.8702
2.618 0.8624
4.250 0.8497
Fisher Pivots for day following 10-Feb-2017
Pivot 1 day 3 day
R1 0.8867 0.8916
PP 0.8866 0.8899
S1 0.8866 0.8882

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

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