CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 10-Mar-2017
Day Change Summary
Previous Current
09-Mar-2017 10-Mar-2017 Change Change % Previous Week
Open 0.8775 0.8725 -0.0050 -0.6% 0.8806
High 0.8783 0.8760 -0.0023 -0.3% 0.8846
Low 0.8730 0.8695 -0.0035 -0.4% 0.8695
Close 0.8744 0.8747 0.0003 0.0% 0.8747
Range 0.0053 0.0065 0.0012 22.6% 0.0152
ATR 0.0081 0.0080 -0.0001 -1.4% 0.0000
Volume 82,740 184,925 102,185 123.5% 489,363
Daily Pivots for day following 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8929 0.8903 0.8782
R3 0.8864 0.8838 0.8764
R2 0.8799 0.8799 0.8758
R1 0.8773 0.8773 0.8752 0.8786
PP 0.8734 0.8734 0.8734 0.8740
S1 0.8708 0.8708 0.8741 0.8721
S2 0.8669 0.8669 0.8735
S3 0.8604 0.8643 0.8729
S4 0.8539 0.8578 0.8711
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9217 0.9133 0.8830
R3 0.9065 0.8982 0.8788
R2 0.8914 0.8914 0.8774
R1 0.8830 0.8830 0.8760 0.8796
PP 0.8762 0.8762 0.8762 0.8745
S1 0.8679 0.8679 0.8733 0.8645
S2 0.8611 0.8611 0.8719
S3 0.8459 0.8527 0.8705
S4 0.8308 0.8376 0.8663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8846 0.8695 0.0152 1.7% 0.0057 0.6% 34% False True 97,872
10 0.8994 0.8695 0.0300 3.4% 0.0068 0.8% 17% False True 53,422
20 0.8994 0.8695 0.0300 3.4% 0.0072 0.8% 17% False True 27,150
40 0.9008 0.8695 0.0313 3.6% 0.0088 1.0% 17% False True 13,931
60 0.9008 0.8497 0.0511 5.8% 0.0089 1.0% 49% False False 9,476
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9036
2.618 0.8930
1.618 0.8865
1.000 0.8825
0.618 0.8800
HIGH 0.8760
0.618 0.8735
0.500 0.8727
0.382 0.8719
LOW 0.8695
0.618 0.8654
1.000 0.8630
1.618 0.8589
2.618 0.8524
4.250 0.8418
Fisher Pivots for day following 10-Mar-2017
Pivot 1 day 3 day
R1 0.8740 0.8768
PP 0.8734 0.8761
S1 0.8727 0.8754

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

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