CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 0.8560 0.8583 0.0023 0.3% 0.8731
High 0.8610 0.8598 -0.0012 -0.1% 0.8794
Low 0.8543 0.8555 0.0013 0.1% 0.8510
Close 0.8577 0.8576 -0.0001 0.0% 0.8547
Range 0.0067 0.0043 -0.0025 -36.6% 0.0285
ATR 0.0091 0.0088 -0.0003 -3.8% 0.0000
Volume 87 27 -60 -69.0% 146
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8704 0.8682 0.8599
R3 0.8661 0.8640 0.8587
R2 0.8619 0.8619 0.8583
R1 0.8597 0.8597 0.8579 0.8587
PP 0.8576 0.8576 0.8576 0.8571
S1 0.8555 0.8555 0.8572 0.8544
S2 0.8534 0.8534 0.8568
S3 0.8491 0.8512 0.8564
S4 0.8449 0.8470 0.8552
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.9470 0.9293 0.8703
R3 0.9186 0.9009 0.8625
R2 0.8901 0.8901 0.8599
R1 0.8724 0.8724 0.8573 0.8671
PP 0.8617 0.8617 0.8617 0.8590
S1 0.8440 0.8440 0.8521 0.8386
S2 0.8332 0.8332 0.8495
S3 0.8048 0.8155 0.8469
S4 0.7763 0.7871 0.8391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8653 0.8525 0.0129 1.5% 0.0067 0.8% 40% False False 46
10 0.8830 0.8510 0.0321 3.7% 0.0079 0.9% 21% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8778
2.618 0.8709
1.618 0.8666
1.000 0.8640
0.618 0.8624
HIGH 0.8598
0.618 0.8581
0.500 0.8576
0.382 0.8571
LOW 0.8555
0.618 0.8529
1.000 0.8513
1.618 0.8486
2.618 0.8444
4.250 0.8374
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 0.8576 0.8576
PP 0.8576 0.8576
S1 0.8576 0.8576

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

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