CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 0.9204 0.9082 -0.0122 -1.3% 0.9144
High 0.9223 0.9110 -0.0113 -1.2% 0.9259
Low 0.9086 0.9050 -0.0036 -0.4% 0.9050
Close 0.9096 0.9098 0.0002 0.0% 0.9098
Range 0.0137 0.0060 -0.0077 -56.0% 0.0209
ATR 0.0072 0.0071 -0.0001 -1.2% 0.0000
Volume 257 60 -197 -76.7% 421
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9266 0.9242 0.9131
R3 0.9206 0.9182 0.9115
R2 0.9146 0.9146 0.9109
R1 0.9122 0.9122 0.9104 0.9134
PP 0.9086 0.9086 0.9086 0.9092
S1 0.9062 0.9062 0.9093 0.9074
S2 0.9026 0.9026 0.9087
S3 0.8966 0.9002 0.9082
S4 0.8906 0.8942 0.9065
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9763 0.9639 0.9213
R3 0.9554 0.9430 0.9155
R2 0.9345 0.9345 0.9136
R1 0.9221 0.9221 0.9117 0.9179
PP 0.9136 0.9136 0.9136 0.9114
S1 0.9012 0.9012 0.9079 0.8970
S2 0.8927 0.8927 0.9060
S3 0.8718 0.8803 0.9041
S4 0.8509 0.8594 0.8983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9259 0.9050 0.0209 2.3% 0.0077 0.8% 23% False True 84
10 0.9259 0.9050 0.0209 2.3% 0.0064 0.7% 23% False True 49
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 False
Bear Hook True
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9365
2.618 0.9267
1.618 0.9207
1.000 0.9170
0.618 0.9147
HIGH 0.9110
0.618 0.9087
0.500 0.9080
0.382 0.9073
LOW 0.9050
0.618 0.9013
1.000 0.8990
1.618 0.8953
2.618 0.8893
4.250 0.8795
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 0.9092 0.9155
PP 0.9086 0.9136
S1 0.9080 0.9117

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

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