CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 0.9170 0.9174 0.0004 0.0% 0.9130
High 0.9173 0.9259 0.0086 0.9% 0.9241
Low 0.9154 0.9146 -0.0008 -0.1% 0.9110
Close 0.9173 0.9206 0.0033 0.4% 0.9157
Range 0.0020 0.0114 0.0094 482.1% 0.0132
ATR
Volume 9 77 68 755.6% 76
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9544 0.9488 0.9268
R3 0.9430 0.9375 0.9237
R2 0.9317 0.9317 0.9226
R1 0.9261 0.9261 0.9216 0.9289
PP 0.9203 0.9203 0.9203 0.9217
S1 0.9148 0.9148 0.9195 0.9176
S2 0.9090 0.9090 0.9185
S3 0.8976 0.9034 0.9174
S4 0.8863 0.8921 0.9143
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 0.9259 0.9110 0.0150 1.6% 0.0066 0.7% 64% True False 30
10 0.9259 0.9041 0.0218 2.4% 0.0055 0.6% 75% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9741
2.618 0.9556
1.618 0.9443
1.000 0.9373
0.618 0.9329
HIGH 0.9259
0.618 0.9216
0.500 0.9202
0.382 0.9189
LOW 0.9146
0.618 0.9075
1.000 0.9032
1.618 0.8962
2.618 0.8848
4.250 0.8663
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 0.9204 0.9204
PP 0.9203 0.9202
S1 0.9202 0.9200

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

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