CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 0.8605 0.8567 -0.0038 -0.4% 0.8573
High 0.8608 0.8617 0.0010 0.1% 0.8653
Low 0.8574 0.8562 -0.0012 -0.1% 0.8532
Close 0.8587 0.8608 0.0021 0.2% 0.8604
Range 0.0034 0.0055 0.0022 64.2% 0.0121
ATR 0.0080 0.0078 -0.0002 -2.2% 0.0000
Volume 53 121 68 128.3% 222
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8761 0.8739 0.8638
R3 0.8706 0.8684 0.8623
R2 0.8651 0.8651 0.8618
R1 0.8629 0.8629 0.8613 0.8640
PP 0.8596 0.8596 0.8596 0.8601
S1 0.8574 0.8574 0.8602 0.8585
S2 0.8541 0.8541 0.8597
S3 0.8486 0.8519 0.8592
S4 0.8431 0.8464 0.8577
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8959 0.8903 0.8671
R3 0.8838 0.8782 0.8637
R2 0.8717 0.8717 0.8626
R1 0.8661 0.8661 0.8615 0.8689
PP 0.8596 0.8596 0.8596 0.8611
S1 0.8540 0.8540 0.8593 0.8568
S2 0.8475 0.8475 0.8582
S3 0.8354 0.8419 0.8571
S4 0.8233 0.8298 0.8537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8617 0.8543 0.0075 0.9% 0.0046 0.5% 87% True False 60
10 0.8794 0.8510 0.0285 3.3% 0.0075 0.9% 34% False False 48
20 0.9005 0.8510 0.0496 5.8% 0.0075 0.9% 20% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8851
2.618 0.8761
1.618 0.8706
1.000 0.8672
0.618 0.8651
HIGH 0.8617
0.618 0.8596
0.500 0.8590
0.382 0.8583
LOW 0.8562
0.618 0.8528
1.000 0.8507
1.618 0.8473
2.618 0.8418
4.250 0.8328
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 0.8602 0.8602
PP 0.8596 0.8596
S1 0.8590 0.8590

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

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