CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 0.9158 0.9144 -0.0014 -0.2% 0.9130
High 0.9181 0.9196 0.0016 0.2% 0.9241
Low 0.9110 0.9142 0.0032 0.4% 0.9110
Close 0.9157 0.9189 0.0032 0.3% 0.9157
Range 0.0071 0.0054 -0.0017 -23.9% 0.0132
ATR
Volume 45 18 -27 -60.0% 76
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9338 0.9317 0.9218
R3 0.9284 0.9263 0.9203
R2 0.9230 0.9230 0.9198
R1 0.9209 0.9209 0.9193 0.9219
PP 0.9175 0.9175 0.9175 0.9181
S1 0.9155 0.9155 0.9184 0.9165
S2 0.9121 0.9121 0.9179
S3 0.9067 0.9101 0.9174
S4 0.9013 0.9047 0.9159
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9564 0.9492 0.9229
R3 0.9432 0.9360 0.9193
R2 0.9301 0.9301 0.9181
R1 0.9229 0.9229 0.9169 0.9265
PP 0.9169 0.9169 0.9169 0.9187
S1 0.9097 0.9097 0.9145 0.9133
S2 0.9038 0.9038 0.9133
S3 0.8906 0.8966 0.9121
S4 0.8775 0.8834 0.9085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9241 0.9110 0.0132 1.4% 0.0059 0.6% 60% False False 18
10 0.9241 0.9041 0.0200 2.2% 0.0053 0.6% 74% False False 11
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9426
2.618 0.9337
1.618 0.9283
1.000 0.9250
0.618 0.9229
HIGH 0.9196
0.618 0.9175
0.500 0.9169
0.382 0.9163
LOW 0.9142
0.618 0.9109
1.000 0.9088
1.618 0.9055
2.618 0.9001
4.250 0.8912
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 0.9182 0.9180
PP 0.9175 0.9172
S1 0.9169 0.9163

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

View Archives - Comment on this page... - Back to Index of Symbols