CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 0.9023 0.9040 0.0017 0.2% 0.8912
High 0.9070 0.9072 0.0002 0.0% 0.9072
Low 0.8995 0.9001 0.0006 0.1% 0.8893
Close 0.9034 0.9058 0.0024 0.3% 0.9058
Range 0.0075 0.0071 -0.0004 -4.7% 0.0179
ATR 0.0077 0.0077 0.0000 -0.6% 0.0000
Volume 209,146 160,473 -48,673 -23.3% 887,537
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9256 0.9228 0.9097
R3 0.9185 0.9157 0.9078
R2 0.9114 0.9114 0.9071
R1 0.9086 0.9086 0.9065 0.9100
PP 0.9043 0.9043 0.9043 0.9050
S1 0.9015 0.9015 0.9051 0.9029
S2 0.8972 0.8972 0.9045
S3 0.8901 0.8944 0.9038
S4 0.8830 0.8873 0.9019
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.9543 0.9479 0.9156
R3 0.9365 0.9301 0.9107
R2 0.9186 0.9186 0.9091
R1 0.9122 0.9122 0.9074 0.9154
PP 0.9008 0.9008 0.9008 0.9024
S1 0.8944 0.8944 0.9042 0.8976
S2 0.8829 0.8829 0.9025
S3 0.8651 0.8765 0.9009
S4 0.8472 0.8587 0.8960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9072 0.8893 0.0179 2.0% 0.0074 0.8% 92% True False 177,507
10 0.9072 0.8718 0.0354 3.9% 0.0072 0.8% 96% True False 148,446
20 0.9072 0.8695 0.0377 4.2% 0.0070 0.8% 96% True False 100,934
40 0.9072 0.8695 0.0377 4.2% 0.0078 0.9% 96% True False 50,914
60 0.9072 0.8497 0.0575 6.3% 0.0089 1.0% 98% True False 34,210
80 0.9072 0.8497 0.0575 6.3% 0.0086 0.9% 98% True False 25,664
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9373
2.618 0.9257
1.618 0.9186
1.000 0.9143
0.618 0.9115
HIGH 0.9072
0.618 0.9044
0.500 0.9036
0.382 0.9028
LOW 0.9001
0.618 0.8957
1.000 0.8930
1.618 0.8886
2.618 0.8815
4.250 0.8699
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 0.9051 0.9047
PP 0.9043 0.9036
S1 0.9036 0.9025

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

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