CME Japanese Yen Future December 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 0.9059 0.9075 0.0016 0.2% 0.9144
High 0.9076 0.9084 0.0008 0.1% 0.9259
Low 0.9025 0.9046 0.0021 0.2% 0.9050
Close 0.9056 0.9053 -0.0003 0.0% 0.9098
Range 0.0051 0.0038 -0.0013 -25.5% 0.0209
ATR 0.0067 0.0065 -0.0002 -3.1% 0.0000
Volume 26 7 -19 -73.1% 421
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9175 0.9152 0.9074
R3 0.9137 0.9114 0.9063
R2 0.9099 0.9099 0.9060
R1 0.9076 0.9076 0.9056 0.9068
PP 0.9061 0.9061 0.9061 0.9057
S1 0.9038 0.9038 0.9050 0.9030
S2 0.9023 0.9023 0.9046
S3 0.8985 0.9000 0.9043
S4 0.8947 0.8962 0.9032
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 0.9110 0.9022 0.0089 1.0% 0.0043 0.5% 36% False False 31
10 0.9259 0.9022 0.0238 2.6% 0.0061 0.7% 13% False False 56
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 False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9245
2.618 0.9183
1.618 0.9145
1.000 0.9122
0.618 0.9107
HIGH 0.9084
0.618 0.9069
0.500 0.9065
0.382 0.9060
LOW 0.9046
0.618 0.9022
1.000 0.9008
1.618 0.8984
2.618 0.8946
4.250 0.8884
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 0.9065 0.9053
PP 0.9061 0.9053
S1 0.9057 0.9053

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

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