CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 0.8787 0.8757 -0.0030 -0.3% 0.8805
High 0.8799 0.8813 0.0014 0.2% 0.8941
Low 0.8708 0.8726 0.0018 0.2% 0.8708
Close 0.8771 0.8810 0.0039 0.4% 0.8810
Range 0.0092 0.0087 -0.0005 -4.9% 0.0234
ATR 0.0113 0.0111 -0.0002 -1.6% 0.0000
Volume 324 319 -5 -1.5% 1,690
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9044 0.9014 0.8857
R3 0.8957 0.8927 0.8833
R2 0.8870 0.8870 0.8825
R1 0.8840 0.8840 0.8817 0.8855
PP 0.8783 0.8783 0.8783 0.8790
S1 0.8753 0.8753 0.8802 0.8768
S2 0.8696 0.8696 0.8794
S3 0.8609 0.8666 0.8786
S4 0.8522 0.8579 0.8762
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9520 0.9398 0.8938
R3 0.9286 0.9165 0.8874
R2 0.9053 0.9053 0.8852
R1 0.8931 0.8931 0.8831 0.8992
PP 0.8819 0.8819 0.8819 0.8850
S1 0.8698 0.8698 0.8788 0.8759
S2 0.8586 0.8586 0.8767
S3 0.8352 0.8464 0.8745
S4 0.8119 0.8231 0.8681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8941 0.8708 0.0234 2.7% 0.0115 1.3% 44% False False 457
10 0.8941 0.8573 0.0369 4.2% 0.0125 1.4% 64% False False 749
20 0.8941 0.8497 0.0445 5.0% 0.0097 1.1% 70% False False 726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9182
2.618 0.9040
1.618 0.8953
1.000 0.8900
0.618 0.8866
HIGH 0.8813
0.618 0.8779
0.500 0.8769
0.382 0.8759
LOW 0.8726
0.618 0.8672
1.000 0.8639
1.618 0.8585
2.618 0.8498
4.250 0.8356
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 0.8796 0.8823
PP 0.8783 0.8819
S1 0.8769 0.8814

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

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