CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 0.9027 0.9059 0.0033 0.4% 0.9144
High 0.9058 0.9076 0.0019 0.2% 0.9259
Low 0.9022 0.9025 0.0004 0.0% 0.9050
Close 0.9051 0.9056 0.0005 0.1% 0.9098
Range 0.0036 0.0051 0.0015 41.7% 0.0209
ATR 0.0068 0.0067 -0.0001 -1.8% 0.0000
Volume 59 26 -33 -55.9% 421
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9205 0.9182 0.9084
R3 0.9154 0.9131 0.9070
R2 0.9103 0.9103 0.9065
R1 0.9080 0.9080 0.9061 0.9066
PP 0.9052 0.9052 0.9052 0.9046
S1 0.9029 0.9029 0.9051 0.9015
S2 0.9001 0.9001 0.9047
S3 0.8950 0.8978 0.9042
S4 0.8899 0.8927 0.9028
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 0.9223 0.9022 0.0201 2.2% 0.0063 0.7% 17% False False 81
10 0.9259 0.9022 0.0238 2.6% 0.0064 0.7% 15% False False 55
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9293
2.618 0.9210
1.618 0.9159
1.000 0.9127
0.618 0.9108
HIGH 0.9076
0.618 0.9057
0.500 0.9051
0.382 0.9044
LOW 0.9025
0.618 0.8993
1.000 0.8974
1.618 0.8942
2.618 0.8891
4.250 0.8808
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 0.9054 0.9054
PP 0.9052 0.9051
S1 0.9051 0.9049

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

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