CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 0.8991 0.8957 -0.0034 -0.4% 0.9090
High 0.9007 0.8961 -0.0047 -0.5% 0.9144
Low 0.8949 0.8918 -0.0031 -0.3% 0.8964
Close 0.8957 0.8943 -0.0014 -0.2% 0.8994
Range 0.0059 0.0043 -0.0016 -27.4% 0.0181
ATR 0.0074 0.0072 -0.0002 -3.0% 0.0000
Volume 93,105 115,237 22,132 23.8% 817,289
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 0.9068 0.9048 0.8966
R3 0.9026 0.9006 0.8955
R2 0.8983 0.8983 0.8951
R1 0.8963 0.8963 0.8947 0.8952
PP 0.8941 0.8941 0.8941 0.8935
S1 0.8921 0.8921 0.8939 0.8909
S2 0.8898 0.8898 0.8935
S3 0.8856 0.8878 0.8931
S4 0.8813 0.8836 0.8920
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9575 0.9465 0.9093
R3 0.9395 0.9285 0.9044
R2 0.9214 0.9214 0.9027
R1 0.9104 0.9104 0.9011 0.9069
PP 0.9034 0.9034 0.9034 0.9016
S1 0.8924 0.8924 0.8977 0.8889
S2 0.8853 0.8853 0.8961
S3 0.8673 0.8743 0.8944
S4 0.8492 0.8563 0.8895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9037 0.8918 0.0119 1.3% 0.0054 0.6% 21% False True 139,321
10 0.9249 0.8918 0.0331 3.7% 0.0065 0.7% 8% False True 140,180
20 0.9271 0.8918 0.0353 3.9% 0.0070 0.8% 7% False True 152,458
40 0.9271 0.8695 0.0577 6.4% 0.0070 0.8% 43% False False 146,384
60 0.9271 0.8695 0.0577 6.4% 0.0072 0.8% 43% False False 99,052
80 0.9271 0.8573 0.0699 7.8% 0.0083 0.9% 53% False False 74,478
100 0.9271 0.8497 0.0775 8.7% 0.0081 0.9% 58% False False 59,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9141
2.618 0.9072
1.618 0.9029
1.000 0.9003
0.618 0.8987
HIGH 0.8961
0.618 0.8944
0.500 0.8939
0.382 0.8934
LOW 0.8918
0.618 0.8892
1.000 0.8876
1.618 0.8849
2.618 0.8807
4.250 0.8737
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 0.8942 0.8969
PP 0.8941 0.8960
S1 0.8939 0.8952

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

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