CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 10-Apr-2017

Day Change Summary
	Previous	Current
	07-Apr-2017	10-Apr-2017	Change	Change %	Previous Week
Open	0.9046	0.9025	-0.0022	-0.2%	0.9002
High	0.9105	0.9049	-0.0056	-0.6%	0.9105
Low	0.9004	0.8986	-0.0018	-0.2%	0.8987
Close	0.9021	0.9037	0.0016	0.2%	0.9021
Range	0.0102	0.0064	-0.0038	-37.4%	0.0118
ATR	0.0075	0.0074	-0.0001	-1.1%	0.0000
Volume	244,774	124,080	-120,694	-49.3%	860,978

Daily Pivots for day following 10-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9214	0.9189	0.9071
R3	0.9151	0.9125	0.9054
R2	0.9087	0.9087	0.9048
R1	0.9062	0.9062	0.9042	0.9075
PP	0.9024	0.9024	0.9024	0.9030
S1	0.8998	0.8998	0.9031	0.9011
S2	0.8960	0.8960	0.9025
S3	0.8897	0.8935	0.9019
S4	0.8833	0.8871	0.9002

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9323	0.9086
R3	0.9273	0.9206	0.9053
R2	0.9155	0.9155	0.9043
R1	0.9088	0.9088	0.9032	0.9122
PP	0.9038	0.9038	0.9038	0.9055
S1	0.8971	0.8971	0.9010	0.9004
S2	0.8920	0.8920	0.8999
S3	0.8803	0.8853	0.8989
S4	0.8685	0.8736	0.8956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9105	0.8986	0.0120	1.3%	0.0072	0.8%	43%	False	True	170,207
10	0.9107	0.8938	0.0169	1.9%	0.0071	0.8%	58%	False	False	157,472
20	0.9113	0.8718	0.0396	4.4%	0.0073	0.8%	81%	False	False	155,835
40	0.9113	0.8695	0.0419	4.6%	0.0072	0.8%	82%	False	False	93,522
60	0.9113	0.8695	0.0419	4.6%	0.0082	0.9%	82%	False	False	62,582
80	0.9113	0.8497	0.0617	6.8%	0.0085	0.9%	88%	False	False	47,091

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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9319
2.618	0.9215
1.618	0.9152
1.000	0.9113
0.618	0.9088
HIGH	0.9049
0.618	0.9025
0.500	0.9017
0.382	0.9010
LOW	0.8986
0.618	0.8946
1.000	0.8922
1.618	0.8883
2.618	0.8819
4.250	0.8716

Fisher Pivots for day following 10-Apr-2017
Pivot	1 day	3 day
R1	0.9030	0.9045
PP	0.9024	0.9042
S1	0.9017	0.9039

Download as Excel Spreadsheet

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

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