CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 0.8872 0.8913 0.0042 0.5% 0.8899
High 0.8928 0.8977 0.0049 0.5% 0.8977
Low 0.8859 0.8897 0.0038 0.4% 0.8834
Close 0.8914 0.8974 0.0061 0.7% 0.8974
Range 0.0069 0.0080 0.0011 15.2% 0.0143
ATR 0.0091 0.0090 -0.0001 -0.9% 0.0000
Volume 1,677 1,281 -396 -23.6% 4,491
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9188 0.9160 0.9018
R3 0.9108 0.9081 0.8996
R2 0.9029 0.9029 0.8989
R1 0.9001 0.9001 0.8981 0.9015
PP 0.8949 0.8949 0.8949 0.8956
S1 0.8922 0.8922 0.8967 0.8936
S2 0.8870 0.8870 0.8959
S3 0.8790 0.8842 0.8952
S4 0.8711 0.8763 0.8930
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9357 0.9309 0.9053
R3 0.9214 0.9166 0.9013
R2 0.9071 0.9071 0.9000
R1 0.9023 0.9023 0.8987 0.9047
PP 0.8928 0.8928 0.8928 0.8940
S1 0.8880 0.8880 0.8961 0.8904
S2 0.8785 0.8785 0.8948
S3 0.8642 0.8737 0.8935
S4 0.8499 0.8594 0.8895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8977 0.8834 0.0143 1.6% 0.0071 0.8% 98% True False 1,091
10 0.8977 0.8745 0.0232 2.6% 0.0076 0.9% 99% True False 878
20 0.9008 0.8723 0.0285 3.2% 0.0086 1.0% 88% False False 894
40 0.9008 0.8497 0.0511 5.7% 0.0098 1.1% 93% False False 848
60 0.9038 0.8497 0.0542 6.0% 0.0091 1.0% 88% False False 575
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 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9185
1.618 0.9105
1.000 0.9056
0.618 0.9026
HIGH 0.8977
0.618 0.8946
0.500 0.8937
0.382 0.8927
LOW 0.8897
0.618 0.8848
1.000 0.8818
1.618 0.8768
2.618 0.8689
4.250 0.8559
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 0.8962 0.8952
PP 0.8949 0.8929
S1 0.8937 0.8907

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

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