CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 0.9174 0.9204 0.0030 0.3% 0.9130
High 0.9259 0.9223 -0.0037 -0.4% 0.9241
Low 0.9146 0.9086 -0.0060 -0.7% 0.9110
Close 0.9206 0.9096 -0.0110 -1.2% 0.9157
Range 0.0114 0.0137 0.0023 20.3% 0.0132
ATR 0.0000 0.0072 0.0072 0.0000
Volume 77 257 180 233.8% 76
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9544 0.9457 0.9171
R3 0.9408 0.9320 0.9134
R2 0.9271 0.9271 0.9121
R1 0.9184 0.9184 0.9109 0.9159
PP 0.9135 0.9135 0.9135 0.9123
S1 0.9047 0.9047 0.9083 0.9023
S2 0.8998 0.8998 0.9071
S3 0.8862 0.8911 0.9058
S4 0.8725 0.8774 0.9021
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 0.9086 0.0173 1.9% 0.0079 0.9% 6% False True 81
10 0.9259 0.9041 0.0218 2.4% 0.0068 0.7% 25% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9803
2.618 0.9580
1.618 0.9443
1.000 0.9359
0.618 0.9307
HIGH 0.9223
0.618 0.9170
0.500 0.9154
0.382 0.9138
LOW 0.9086
0.618 0.9002
1.000 0.8950
1.618 0.8865
2.618 0.8729
4.250 0.8506
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 0.9154 0.9173
PP 0.9135 0.9147
S1 0.9115 0.9122

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

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