CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 0.8873 0.8847 -0.0026 -0.3% 0.8931
High 0.8906 0.8862 -0.0045 -0.5% 0.9008
Low 0.8828 0.8806 -0.0022 -0.2% 0.8828
Close 0.8865 0.8847 -0.0019 -0.2% 0.8865
Range 0.0078 0.0056 -0.0023 -28.8% 0.0180
ATR 0.0103 0.0100 -0.0003 -3.0% 0.0000
Volume 928 454 -474 -51.1% 4,100
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9005 0.8981 0.8877
R3 0.8949 0.8926 0.8862
R2 0.8894 0.8894 0.8857
R1 0.8870 0.8870 0.8852 0.8854
PP 0.8838 0.8838 0.8838 0.8830
S1 0.8815 0.8815 0.8841 0.8799
S2 0.8783 0.8783 0.8836
S3 0.8727 0.8759 0.8831
S4 0.8672 0.8704 0.8816
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 0.8806 0.0202 2.3% 0.0080 0.9% 20% False True 688
10 0.9008 0.8806 0.0202 2.3% 0.0092 1.0% 20% False True 868
20 0.9008 0.8708 0.0300 3.4% 0.0100 1.1% 46% False False 694
40 0.9008 0.8497 0.0511 5.8% 0.0095 1.1% 68% False False 671
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9097
2.618 0.9007
1.618 0.8951
1.000 0.8917
0.618 0.8896
HIGH 0.8862
0.618 0.8840
0.500 0.8834
0.382 0.8827
LOW 0.8806
0.618 0.8772
1.000 0.8751
1.618 0.8716
2.618 0.8661
4.250 0.8570
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 0.8842 0.8896
PP 0.8838 0.8879
S1 0.8834 0.8863

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

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