CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 0.8567 0.8609 0.0042 0.5% 0.8573
High 0.8617 0.8672 0.0055 0.6% 0.8653
Low 0.8562 0.8604 0.0042 0.5% 0.8532
Close 0.8608 0.8643 0.0035 0.4% 0.8604
Range 0.0055 0.0069 0.0014 24.5% 0.0121
ATR 0.0078 0.0078 -0.0001 -0.9% 0.0000
Volume 121 280 159 131.4% 222
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8845 0.8812 0.8680
R3 0.8776 0.8744 0.8661
R2 0.8708 0.8708 0.8655
R1 0.8675 0.8675 0.8649 0.8692
PP 0.8639 0.8639 0.8639 0.8648
S1 0.8607 0.8607 0.8636 0.8623
S2 0.8571 0.8571 0.8630
S3 0.8502 0.8538 0.8624
S4 0.8434 0.8470 0.8605
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 0.8672 0.8555 0.0117 1.4% 0.0046 0.5% 75% True False 99
10 0.8672 0.8510 0.0163 1.9% 0.0062 0.7% 82% True False 72
20 0.8926 0.8510 0.0416 4.8% 0.0069 0.8% 32% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8963
2.618 0.8851
1.618 0.8783
1.000 0.8741
0.618 0.8714
HIGH 0.8672
0.618 0.8646
0.500 0.8638
0.382 0.8630
LOW 0.8604
0.618 0.8561
1.000 0.8535
1.618 0.8493
2.618 0.8424
4.250 0.8312
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 0.8641 0.8634
PP 0.8639 0.8626
S1 0.8638 0.8617

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

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