CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 0.8955 0.8912 -0.0043 -0.5% 0.8899
High 0.8978 0.8994 0.0017 0.2% 0.8977
Low 0.8905 0.8900 -0.0005 -0.1% 0.8834
Close 0.8906 0.8956 0.0050 0.6% 0.8974
Range 0.0073 0.0094 0.0021 28.8% 0.0143
ATR 0.0089 0.0089 0.0000 0.4% 0.0000
Volume 1,701 14,557 12,856 755.8% 4,491
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.9232 0.9188 0.9007
R3 0.9138 0.9094 0.8981
R2 0.9044 0.9044 0.8973
R1 0.9000 0.9000 0.8964 0.9022
PP 0.8950 0.8950 0.8950 0.8961
S1 0.8906 0.8906 0.8947 0.8928
S2 0.8856 0.8856 0.8938
S3 0.8762 0.8812 0.8930
S4 0.8668 0.8718 0.8904
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 0.8994 0.8838 0.0157 1.7% 0.0076 0.8% 75% True False 4,012
10 0.8994 0.8745 0.0250 2.8% 0.0080 0.9% 85% True False 2,365
20 0.9008 0.8745 0.0263 2.9% 0.0086 1.0% 80% False False 1,617
40 0.9008 0.8497 0.0511 5.7% 0.0099 1.1% 90% False False 1,244
60 0.9008 0.8497 0.0511 5.7% 0.0089 1.0% 90% False False 845
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 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9394
2.618 0.9240
1.618 0.9146
1.000 0.9088
0.618 0.9052
HIGH 0.8994
0.618 0.8958
0.500 0.8947
0.382 0.8936
LOW 0.8900
0.618 0.8842
1.000 0.8806
1.618 0.8748
2.618 0.8654
4.250 0.8501
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 0.8953 0.8952
PP 0.8950 0.8949
S1 0.8947 0.8946

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

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