CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 0.8796 0.8868 0.0072 0.8% 0.8847
High 0.8888 0.8924 0.0037 0.4% 0.8924
Low 0.8793 0.8856 0.0063 0.7% 0.8745
Close 0.8885 0.8899 0.0014 0.2% 0.8899
Range 0.0095 0.0069 -0.0026 -27.5% 0.0180
ATR 0.0098 0.0096 -0.0002 -2.2% 0.0000
Volume 757 964 207 27.3% 3,363
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9098 0.9067 0.8936
R3 0.9030 0.8998 0.8917
R2 0.8961 0.8961 0.8911
R1 0.8930 0.8930 0.8905 0.8946
PP 0.8893 0.8893 0.8893 0.8901
S1 0.8861 0.8861 0.8892 0.8877
S2 0.8824 0.8824 0.8886
S3 0.8756 0.8793 0.8880
S4 0.8687 0.8724 0.8861
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9394 0.9326 0.8997
R3 0.9215 0.9146 0.8948
R2 0.9035 0.9035 0.8931
R1 0.8967 0.8967 0.8915 0.9001
PP 0.8856 0.8856 0.8856 0.8873
S1 0.8787 0.8787 0.8882 0.8822
S2 0.8676 0.8676 0.8866
S3 0.8497 0.8608 0.8849
S4 0.8317 0.8428 0.8800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8924 0.8745 0.0180 2.0% 0.0080 0.9% 86% True False 672
10 0.9008 0.8745 0.0263 3.0% 0.0083 0.9% 59% False False 746
20 0.9008 0.8723 0.0285 3.2% 0.0093 1.0% 62% False False 755
40 0.9008 0.8497 0.0511 5.7% 0.0095 1.1% 79% False False 740
Crabel Price Patterns
NR True
NR4 True
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9215
2.618 0.9103
1.618 0.9035
1.000 0.8993
0.618 0.8966
HIGH 0.8924
0.618 0.8898
0.500 0.8890
0.382 0.8882
LOW 0.8856
0.618 0.8813
1.000 0.8787
1.618 0.8745
2.618 0.8676
4.250 0.8564
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 0.8896 0.8877
PP 0.8893 0.8856
S1 0.8890 0.8834

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

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