CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 0.9199 0.9219 0.0020 0.2% 0.9025
High 0.9221 0.9271 0.0051 0.5% 0.9221
Low 0.9165 0.9193 0.0029 0.3% 0.8986
Close 0.9190 0.9215 0.0025 0.3% 0.9190
Range 0.0056 0.0078 0.0022 39.3% 0.0235
ATR 0.0077 0.0078 0.0000 0.3% 0.0000
Volume 148,284 115,438 -32,846 -22.2% 647,350
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9460 0.9416 0.9258
R3 0.9382 0.9338 0.9236
R2 0.9304 0.9304 0.9229
R1 0.9260 0.9260 0.9222 0.9243
PP 0.9226 0.9226 0.9226 0.9218
S1 0.9182 0.9182 0.9208 0.9165
S2 0.9148 0.9148 0.9201
S3 0.9070 0.9104 0.9194
S4 0.8992 0.9026 0.9172
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9837 0.9749 0.9319
R3 0.9602 0.9514 0.9255
R2 0.9367 0.9367 0.9233
R1 0.9279 0.9279 0.9212 0.9323
PP 0.9132 0.9132 0.9132 0.9154
S1 0.9044 0.9044 0.9168 0.9088
S2 0.8897 0.8897 0.9147
S3 0.8662 0.8809 0.9125
S4 0.8427 0.8574 0.9061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9271 0.8986 0.0286 3.1% 0.0076 0.8% 80% True False 152,557
10 0.9271 0.8986 0.0286 3.1% 0.0074 0.8% 80% True False 162,376
20 0.9271 0.8893 0.0378 4.1% 0.0074 0.8% 85% True False 162,030
40 0.9271 0.8695 0.0577 6.3% 0.0071 0.8% 90% True False 109,430
60 0.9271 0.8695 0.0577 6.3% 0.0079 0.9% 90% True False 73,194
80 0.9271 0.8497 0.0775 8.4% 0.0083 0.9% 93% True False 55,073
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9603
2.618 0.9475
1.618 0.9397
1.000 0.9349
0.618 0.9319
HIGH 0.9271
0.618 0.9241
0.500 0.9232
0.382 0.9223
LOW 0.9193
0.618 0.9145
1.000 0.9115
1.618 0.9067
2.618 0.8989
4.250 0.8862
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 0.9232 0.9209
PP 0.9226 0.9204
S1 0.9221 0.9198

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

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