CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 0.9149 0.9109 -0.0040 -0.4% 0.8994
High 0.9169 0.9145 -0.0024 -0.3% 0.9069
Low 0.9104 0.9062 -0.0043 -0.5% 0.8956
Close 0.9108 0.9100 -0.0009 -0.1% 0.9057
Range 0.0065 0.0084 0.0019 29.5% 0.0113
ATR 0.0074 0.0074 0.0001 1.0% 0.0000
Volume 151,987 162,973 10,986 7.2% 613,699
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9353 0.9310 0.9145
R3 0.9269 0.9226 0.9122
R2 0.9186 0.9186 0.9115
R1 0.9143 0.9143 0.9107 0.9122
PP 0.9102 0.9102 0.9102 0.9092
S1 0.9059 0.9059 0.9092 0.9039
S2 0.9019 0.9019 0.9084
S3 0.8935 0.8976 0.9077
S4 0.8852 0.8892 0.9054
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9365 0.9323 0.9118
R3 0.9252 0.9211 0.9087
R2 0.9140 0.9140 0.9077
R1 0.9098 0.9098 0.9067 0.9119
PP 0.9027 0.9027 0.9027 0.9037
S1 0.8986 0.8986 0.9046 0.9006
S2 0.8915 0.8915 0.9036
S3 0.8802 0.8873 0.9026
S4 0.8690 0.8761 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9169 0.8956 0.0213 2.3% 0.0081 0.9% 68% False False 154,474
10 0.9169 0.8939 0.0230 2.5% 0.0071 0.8% 70% False False 144,864
20 0.9169 0.8755 0.0414 4.5% 0.0075 0.8% 83% False False 159,093
40 0.9271 0.8755 0.0517 5.7% 0.0071 0.8% 67% False False 150,906
60 0.9271 0.8742 0.0530 5.8% 0.0073 0.8% 68% False False 153,953
80 0.9271 0.8695 0.0577 6.3% 0.0072 0.8% 70% False False 124,493
100 0.9271 0.8695 0.0577 6.3% 0.0078 0.9% 70% False False 99,733
120 0.9271 0.8497 0.0775 8.5% 0.0080 0.9% 78% False False 83,219
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9500
2.618 0.9364
1.618 0.9280
1.000 0.9229
0.618 0.9197
HIGH 0.9145
0.618 0.9113
0.500 0.9103
0.382 0.9093
LOW 0.9062
0.618 0.9010
1.000 0.8978
1.618 0.8926
2.618 0.8843
4.250 0.8707
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 0.9103 0.9110
PP 0.9102 0.9107
S1 0.9101 0.9103

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

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