CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 0.8913 0.8955 0.0042 0.5% 0.8899
High 0.8977 0.8978 0.0001 0.0% 0.8977
Low 0.8897 0.8905 0.0008 0.1% 0.8834
Close 0.8974 0.8906 -0.0068 -0.8% 0.8974
Range 0.0080 0.0073 -0.0007 -8.2% 0.0143
ATR 0.0090 0.0089 -0.0001 -1.3% 0.0000
Volume 1,281 1,701 420 32.8% 4,491
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9148 0.9100 0.8946
R3 0.9075 0.9027 0.8926
R2 0.9002 0.9002 0.8919
R1 0.8954 0.8954 0.8913 0.8942
PP 0.8929 0.8929 0.8929 0.8923
S1 0.8881 0.8881 0.8899 0.8869
S2 0.8856 0.8856 0.8893
S3 0.8783 0.8808 0.8886
S4 0.8710 0.8735 0.8866
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9357 0.9309 0.9053
R3 0.9214 0.9166 0.9013
R2 0.9071 0.9071 0.9000
R1 0.9023 0.9023 0.8987 0.9047
PP 0.8928 0.8928 0.8928 0.8940
S1 0.8880 0.8880 0.8961 0.8904
S2 0.8785 0.8785 0.8948
S3 0.8642 0.8737 0.8935
S4 0.8499 0.8594 0.8895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8978 0.8834 0.0144 1.6% 0.0072 0.8% 50% True False 1,238
10 0.8978 0.8745 0.0233 2.6% 0.0076 0.9% 69% True False 955
20 0.9008 0.8745 0.0263 3.0% 0.0087 1.0% 61% False False 954
40 0.9008 0.8497 0.0511 5.7% 0.0098 1.1% 80% False False 887
60 0.9008 0.8497 0.0511 5.7% 0.0090 1.0% 80% False False 602
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9169
1.618 0.9096
1.000 0.9051
0.618 0.9023
HIGH 0.8978
0.618 0.8950
0.500 0.8941
0.382 0.8932
LOW 0.8905
0.618 0.8859
1.000 0.8832
1.618 0.8786
2.618 0.8713
4.250 0.8594
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 0.8941 0.8918
PP 0.8929 0.8914
S1 0.8918 0.8910

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

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