CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 0.8835 0.8787 -0.0048 -0.5% 0.8931
High 0.8875 0.8828 -0.0048 -0.5% 0.9008
Low 0.8779 0.8745 -0.0035 -0.4% 0.8828
Close 0.8803 0.8797 -0.0007 -0.1% 0.8865
Range 0.0096 0.0083 -0.0013 -13.5% 0.0180
ATR 0.0099 0.0098 -0.0001 -1.2% 0.0000
Volume 547 641 94 17.2% 4,100
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9039 0.9001 0.8842
R3 0.8956 0.8918 0.8819
R2 0.8873 0.8873 0.8812
R1 0.8835 0.8835 0.8804 0.8854
PP 0.8790 0.8790 0.8790 0.8799
S1 0.8752 0.8752 0.8789 0.8771
S2 0.8707 0.8707 0.8781
S3 0.8624 0.8669 0.8774
S4 0.8541 0.8586 0.8751
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9439 0.9331 0.8964
R3 0.9259 0.9152 0.8914
R2 0.9080 0.9080 0.8898
R1 0.8972 0.8972 0.8881 0.8936
PP 0.8900 0.8900 0.8900 0.8882
S1 0.8793 0.8793 0.8849 0.8757
S2 0.8721 0.8721 0.8832
S3 0.8541 0.8613 0.8816
S4 0.8362 0.8434 0.8766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8986 0.8745 0.0241 2.7% 0.0086 1.0% 22% False True 732
10 0.9008 0.8745 0.0263 3.0% 0.0086 1.0% 20% False True 761
20 0.9008 0.8708 0.0300 3.4% 0.0094 1.1% 30% False False 701
40 0.9008 0.8497 0.0511 5.8% 0.0095 1.1% 59% False False 700
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9180
2.618 0.9045
1.618 0.8962
1.000 0.8911
0.618 0.8879
HIGH 0.8828
0.618 0.8796
0.500 0.8786
0.382 0.8776
LOW 0.8745
0.618 0.8693
1.000 0.8662
1.618 0.8610
2.618 0.8527
4.250 0.8392
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 0.8793 0.8810
PP 0.8790 0.8805
S1 0.8786 0.8801

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

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