CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 0.8994 0.9027 0.0033 0.4% 0.9003
High 0.9043 0.9057 0.0014 0.2% 0.9029
Low 0.8978 0.8997 0.0019 0.2% 0.8926
Close 0.9032 0.9052 0.0021 0.2% 0.8987
Range 0.0066 0.0061 -0.0005 -7.6% 0.0103
ATR 0.0072 0.0071 -0.0001 -1.2% 0.0000
Volume 164,779 141,038 -23,741 -14.4% 669,500
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 0.9217 0.9195 0.9085
R3 0.9156 0.9134 0.9069
R2 0.9096 0.9096 0.9063
R1 0.9074 0.9074 0.9058 0.9085
PP 0.9035 0.9035 0.9035 0.9041
S1 0.9013 0.9013 0.9046 0.9024
S2 0.8975 0.8975 0.9041
S3 0.8914 0.8953 0.9035
S4 0.8854 0.8892 0.9019
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 0.9290 0.9241 0.9044
R3 0.9187 0.9138 0.9015
R2 0.9084 0.9084 0.9006
R1 0.9035 0.9035 0.8996 0.9008
PP 0.8981 0.8981 0.8981 0.8967
S1 0.8932 0.8932 0.8978 0.8905
S2 0.8878 0.8878 0.8968
S3 0.8775 0.8829 0.8959
S4 0.8672 0.8726 0.8930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9057 0.8926 0.0131 1.4% 0.0059 0.6% 96% True False 138,344
10 0.9082 0.8851 0.0232 2.6% 0.0079 0.9% 87% False False 170,938
20 0.9082 0.8755 0.0328 3.6% 0.0072 0.8% 91% False False 155,805
40 0.9271 0.8755 0.0517 5.7% 0.0071 0.8% 58% False False 154,131
60 0.9271 0.8695 0.0577 6.4% 0.0070 0.8% 62% False False 149,525
80 0.9271 0.8695 0.0577 6.4% 0.0072 0.8% 62% False False 113,240
100 0.9271 0.8573 0.0699 7.7% 0.0081 0.9% 69% False False 90,743
120 0.9271 0.8497 0.0775 8.6% 0.0080 0.9% 72% False False 75,680
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9215
1.618 0.9155
1.000 0.9118
0.618 0.9094
HIGH 0.9057
0.618 0.9034
0.500 0.9027
0.382 0.9020
LOW 0.8997
0.618 0.8959
1.000 0.8936
1.618 0.8899
2.618 0.8838
4.250 0.8739
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 0.9044 0.9035
PP 0.9035 0.9019
S1 0.9027 0.9002

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

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