CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 0.8957 0.8942 -0.0015 -0.2% 0.9090
High 0.8961 0.8946 -0.0015 -0.2% 0.9144
Low 0.8918 0.8881 -0.0037 -0.4% 0.8964
Close 0.8943 0.8894 -0.0049 -0.5% 0.8994
Range 0.0043 0.0065 0.0023 52.9% 0.0181
ATR 0.0072 0.0071 0.0000 -0.7% 0.0000
Volume 115,237 121,119 5,882 5.1% 817,289
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 0.9102 0.9063 0.8930
R3 0.9037 0.8998 0.8912
R2 0.8972 0.8972 0.8906
R1 0.8933 0.8933 0.8900 0.8920
PP 0.8907 0.8907 0.8907 0.8901
S1 0.8868 0.8868 0.8888 0.8855
S2 0.8842 0.8842 0.8882
S3 0.8777 0.8803 0.8876
S4 0.8712 0.8738 0.8858
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9575 0.9465 0.9093
R3 0.9395 0.9285 0.9044
R2 0.9214 0.9214 0.9027
R1 0.9104 0.9104 0.9011 0.9069
PP 0.9034 0.9034 0.9034 0.9016
S1 0.8924 0.8924 0.8977 0.8889
S2 0.8853 0.8853 0.8961
S3 0.8673 0.8743 0.8944
S4 0.8492 0.8563 0.8895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9023 0.8881 0.0142 1.6% 0.0053 0.6% 9% False True 119,903
10 0.9218 0.8881 0.0337 3.8% 0.0064 0.7% 4% False True 140,616
20 0.9271 0.8881 0.0390 4.4% 0.0071 0.8% 3% False True 151,448
40 0.9271 0.8695 0.0577 6.5% 0.0070 0.8% 35% False False 147,740
60 0.9271 0.8695 0.0577 6.5% 0.0072 0.8% 35% False False 101,052
80 0.9271 0.8573 0.0699 7.9% 0.0082 0.9% 46% False False 75,982
100 0.9271 0.8497 0.0775 8.7% 0.0081 0.9% 51% False False 60,866
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 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9222
2.618 0.9116
1.618 0.9051
1.000 0.9011
0.618 0.8986
HIGH 0.8946
0.618 0.8921
0.500 0.8914
0.382 0.8906
LOW 0.8881
0.618 0.8841
1.000 0.8816
1.618 0.8776
2.618 0.8711
4.250 0.8605
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 0.8914 0.8944
PP 0.8907 0.8927
S1 0.8901 0.8911

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

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