CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 0.8609 0.8676 0.0067 0.8% 0.8605
High 0.8672 0.8685 0.0013 0.1% 0.8685
Low 0.8604 0.8603 -0.0001 0.0% 0.8562
Close 0.8643 0.8639 -0.0004 0.0% 0.8639
Range 0.0069 0.0083 0.0014 20.4% 0.0123
ATR 0.0078 0.0078 0.0000 0.5% 0.0000
Volume 280 153 -127 -45.4% 607
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8890 0.8847 0.8684
R3 0.8807 0.8764 0.8662
R2 0.8725 0.8725 0.8654
R1 0.8682 0.8682 0.8647 0.8662
PP 0.8642 0.8642 0.8642 0.8632
S1 0.8599 0.8599 0.8631 0.8580
S2 0.8560 0.8560 0.8624
S3 0.8477 0.8517 0.8616
S4 0.8395 0.8434 0.8594
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8998 0.8941 0.8707
R3 0.8875 0.8818 0.8673
R2 0.8752 0.8752 0.8662
R1 0.8695 0.8695 0.8650 0.8724
PP 0.8629 0.8629 0.8629 0.8643
S1 0.8572 0.8572 0.8628 0.8601
S2 0.8506 0.8506 0.8616
S3 0.8383 0.8449 0.8605
S4 0.8260 0.8326 0.8571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8685 0.8562 0.0123 1.4% 0.0054 0.6% 63% True False 124
10 0.8685 0.8525 0.0161 1.9% 0.0061 0.7% 71% True False 85
20 0.8926 0.8510 0.0416 4.8% 0.0070 0.8% 31% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9036
2.618 0.8901
1.618 0.8818
1.000 0.8768
0.618 0.8736
HIGH 0.8685
0.618 0.8653
0.500 0.8644
0.382 0.8634
LOW 0.8603
0.618 0.8552
1.000 0.8520
1.618 0.8469
2.618 0.8387
4.250 0.8252
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 0.8644 0.8634
PP 0.8642 0.8629
S1 0.8641 0.8624

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

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