CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 0.8868 0.8899 0.0031 0.3% 0.8847
High 0.8924 0.8909 -0.0015 -0.2% 0.8924
Low 0.8856 0.8834 -0.0022 -0.2% 0.8745
Close 0.8899 0.8850 -0.0049 -0.6% 0.8899
Range 0.0069 0.0076 0.0007 10.2% 0.0180
ATR 0.0096 0.0094 -0.0001 -1.5% 0.0000
Volume 964 686 -278 -28.8% 3,363
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9091 0.9046 0.8891
R3 0.9015 0.8970 0.8870
R2 0.8940 0.8940 0.8863
R1 0.8895 0.8895 0.8856 0.8879
PP 0.8864 0.8864 0.8864 0.8856
S1 0.8819 0.8819 0.8843 0.8804
S2 0.8789 0.8789 0.8836
S3 0.8713 0.8744 0.8829
S4 0.8638 0.8668 0.8808
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% 0.0084 0.9% 58% False False 719
10 0.9008 0.8745 0.0263 3.0% 0.0082 0.9% 40% False False 703
20 0.9008 0.8723 0.0285 3.2% 0.0091 1.0% 45% False False 771
40 0.9008 0.8497 0.0511 5.8% 0.0095 1.1% 69% False False 755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9230
2.618 0.9107
1.618 0.9031
1.000 0.8985
0.618 0.8956
HIGH 0.8909
0.618 0.8880
0.500 0.8871
0.382 0.8862
LOW 0.8834
0.618 0.8787
1.000 0.8758
1.618 0.8711
2.618 0.8636
4.250 0.8513
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 0.8871 0.8859
PP 0.8864 0.8856
S1 0.8857 0.8853

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

View Archives - Comment on this page... - Back to Index of Symbols