CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 0.8993 0.8951 -0.0042 -0.5% 0.8843
High 0.9029 0.8979 -0.0051 -0.6% 0.9082
Low 0.8948 0.8926 -0.0022 -0.2% 0.8794
Close 0.8958 0.8956 -0.0002 0.0% 0.8987
Range 0.0081 0.0053 -0.0029 -35.2% 0.0288
ATR 0.0077 0.0075 -0.0002 -2.3% 0.0000
Volume 164,929 147,876 -17,053 -10.3% 1,004,371
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 0.9111 0.9086 0.8984
R3 0.9058 0.9033 0.8970
R2 0.9006 0.9006 0.8965
R1 0.8981 0.8981 0.8960 0.8993
PP 0.8953 0.8953 0.8953 0.8960
S1 0.8928 0.8928 0.8951 0.8941
S2 0.8901 0.8901 0.8946
S3 0.8848 0.8876 0.8941
S4 0.8796 0.8823 0.8927
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 0.9818 0.9691 0.9145
R3 0.9530 0.9403 0.9066
R2 0.9242 0.9242 0.9040
R1 0.9115 0.9115 0.9013 0.9179
PP 0.8954 0.8954 0.8954 0.8986
S1 0.8827 0.8827 0.8961 0.8891
S2 0.8666 0.8666 0.8934
S3 0.8378 0.8539 0.8908
S4 0.8090 0.8251 0.8829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9082 0.8926 0.0156 1.7% 0.0073 0.8% 19% False True 181,744
10 0.9082 0.8755 0.0328 3.7% 0.0080 0.9% 61% False False 173,321
20 0.9082 0.8755 0.0328 3.7% 0.0070 0.8% 61% False False 152,533
40 0.9271 0.8755 0.0517 5.8% 0.0072 0.8% 39% False False 155,044
60 0.9271 0.8695 0.0577 6.4% 0.0071 0.8% 45% False False 141,453
80 0.9271 0.8695 0.0577 6.4% 0.0075 0.8% 45% False False 106,494
100 0.9271 0.8497 0.0775 8.6% 0.0082 0.9% 59% False False 85,369
120 0.9271 0.8497 0.0775 8.6% 0.0080 0.9% 59% False False 71,149
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9202
2.618 0.9116
1.618 0.9063
1.000 0.9031
0.618 0.9011
HIGH 0.8979
0.618 0.8958
0.500 0.8952
0.382 0.8946
LOW 0.8926
0.618 0.8894
1.000 0.8874
1.618 0.8841
2.618 0.8789
4.250 0.8703
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 0.8954 0.8978
PP 0.8953 0.8970
S1 0.8952 0.8963

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

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