CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 0.8899 0.8851 -0.0048 -0.5% 0.8847
High 0.8909 0.8902 -0.0008 -0.1% 0.8924
Low 0.8834 0.8838 0.0004 0.0% 0.8745
Close 0.8850 0.8885 0.0036 0.4% 0.8899
Range 0.0076 0.0064 -0.0012 -15.2% 0.0180
ATR 0.0094 0.0092 -0.0002 -2.3% 0.0000
Volume 686 847 161 23.5% 3,363
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9067 0.9040 0.8920
R3 0.9003 0.8976 0.8903
R2 0.8939 0.8939 0.8897
R1 0.8912 0.8912 0.8891 0.8925
PP 0.8875 0.8875 0.8875 0.8881
S1 0.8848 0.8848 0.8879 0.8861
S2 0.8811 0.8811 0.8873
S3 0.8747 0.8784 0.8867
S4 0.8683 0.8720 0.8850
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% 0.0077 0.9% 78% False False 779
10 0.9004 0.8745 0.0259 2.9% 0.0080 0.9% 54% False False 730
20 0.9008 0.8723 0.0285 3.2% 0.0089 1.0% 57% False False 789
40 0.9008 0.8497 0.0511 5.8% 0.0096 1.1% 76% False False 776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9174
2.618 0.9069
1.618 0.9005
1.000 0.8966
0.618 0.8941
HIGH 0.8902
0.618 0.8877
0.500 0.8870
0.382 0.8862
LOW 0.8838
0.618 0.8798
1.000 0.8774
1.618 0.8734
2.618 0.8670
4.250 0.8566
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 0.8880 0.8883
PP 0.8875 0.8881
S1 0.8870 0.8879

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

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