CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 0.8842 0.8924 0.0082 0.9% 0.8816
High 0.8973 0.8926 -0.0047 -0.5% 0.8944
Low 0.8827 0.8826 -0.0001 0.0% 0.8723
Close 0.8925 0.8898 -0.0027 -0.3% 0.8747
Range 0.0146 0.0101 -0.0046 -31.2% 0.0221
ATR 0.0112 0.0111 -0.0001 -0.7% 0.0000
Volume 1,454 806 -648 -44.6% 2,216
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9185 0.9142 0.8953
R3 0.9084 0.9041 0.8925
R2 0.8984 0.8984 0.8916
R1 0.8941 0.8941 0.8907 0.8912
PP 0.8883 0.8883 0.8883 0.8869
S1 0.8840 0.8840 0.8888 0.8811
S2 0.8783 0.8783 0.8879
S3 0.8682 0.8740 0.8870
S4 0.8582 0.8639 0.8842
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.9467 0.9328 0.8868
R3 0.9246 0.9107 0.8807
R2 0.9025 0.9025 0.8787
R1 0.8886 0.8886 0.8767 0.8845
PP 0.8804 0.8804 0.8804 0.8784
S1 0.8665 0.8665 0.8726 0.8624
S2 0.8583 0.8583 0.8706
S3 0.8362 0.8444 0.8686
S4 0.8141 0.8223 0.8625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8973 0.8723 0.0251 2.8% 0.0108 1.2% 70% False False 929
10 0.8973 0.8708 0.0266 3.0% 0.0103 1.2% 72% False False 641
20 0.8973 0.8527 0.0446 5.0% 0.0115 1.3% 83% False False 950
40 0.8973 0.8497 0.0477 5.4% 0.0094 1.1% 84% False False 515
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9354
2.618 0.9190
1.618 0.9089
1.000 0.9027
0.618 0.8989
HIGH 0.8926
0.618 0.8888
0.500 0.8876
0.382 0.8864
LOW 0.8826
0.618 0.8764
1.000 0.8725
1.618 0.8663
2.618 0.8563
4.250 0.8399
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 0.8890 0.8886
PP 0.8883 0.8875
S1 0.8876 0.8864

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

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