CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 0.9068 0.9027 -0.0041 -0.5% 0.9144
High 0.9068 0.9058 -0.0010 -0.1% 0.9259
Low 0.9036 0.9022 -0.0015 -0.2% 0.9050
Close 0.9040 0.9051 0.0011 0.1% 0.9098
Range 0.0032 0.0036 0.0005 14.3% 0.0209
ATR 0.0070 0.0068 -0.0002 -3.5% 0.0000
Volume 3 59 56 1,866.7% 421
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9151 0.9137 0.9071
R3 0.9115 0.9101 0.9061
R2 0.9079 0.9079 0.9058
R1 0.9065 0.9065 0.9054 0.9072
PP 0.9043 0.9043 0.9043 0.9047
S1 0.9029 0.9029 0.9048 0.9036
S2 0.9007 0.9007 0.9044
S3 0.8971 0.8993 0.9041
S4 0.8935 0.8957 0.9031
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 0.9022 0.0238 2.6% 0.0076 0.8% 12% False True 91
10 0.9259 0.9022 0.0238 2.6% 0.0065 0.7% 12% False True 53
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9211
2.618 0.9152
1.618 0.9116
1.000 0.9094
0.618 0.9080
HIGH 0.9058
0.618 0.9044
0.500 0.9040
0.382 0.9035
LOW 0.9022
0.618 0.8999
1.000 0.8986
1.618 0.8963
2.618 0.8927
4.250 0.8869
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 0.9047 0.9066
PP 0.9043 0.9061
S1 0.9040 0.9056

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

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