CME Japanese Yen Future June 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 0.9029 0.8985 -0.0044 -0.5% 0.8994
High 0.9038 0.9069 0.0031 0.3% 0.9069
Low 0.8975 0.8956 -0.0019 -0.2% 0.8956
Close 0.8990 0.9057 0.0067 0.7% 0.9057
Range 0.0063 0.0113 0.0050 78.6% 0.0113
ATR 0.0072 0.0075 0.0003 4.0% 0.0000
Volume 132,431 175,451 43,020 32.5% 613,699
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9365 0.9323 0.9118
R3 0.9252 0.9211 0.9087
R2 0.9140 0.9140 0.9077
R1 0.9098 0.9098 0.9067 0.9119
PP 0.9027 0.9027 0.9027 0.9037
S1 0.8986 0.8986 0.9046 0.9006
S2 0.8915 0.8915 0.9036
S3 0.8802 0.8873 0.9026
S4 0.8690 0.8761 0.8995
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.9365 0.9323 0.9118
R3 0.9252 0.9211 0.9087
R2 0.9140 0.9140 0.9077
R1 0.9098 0.9098 0.9067 0.9119
PP 0.9027 0.9027 0.9027 0.9037
S1 0.8986 0.8986 0.9046 0.9006
S2 0.8915 0.8915 0.9036
S3 0.8802 0.8873 0.9026
S4 0.8690 0.8761 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9069 0.8947 0.0122 1.3% 0.0076 0.8% 90% True False 148,049
10 0.9069 0.8926 0.0143 1.6% 0.0066 0.7% 92% True False 144,608
20 0.9082 0.8755 0.0328 3.6% 0.0075 0.8% 92% False False 157,858
40 0.9271 0.8755 0.0517 5.7% 0.0072 0.8% 58% False False 153,716
60 0.9271 0.8695 0.0577 6.4% 0.0071 0.8% 63% False False 151,476
80 0.9271 0.8695 0.0577 6.4% 0.0072 0.8% 63% False False 117,067
100 0.9271 0.8619 0.0653 7.2% 0.0080 0.9% 67% False False 93,812
120 0.9271 0.8497 0.0775 8.6% 0.0080 0.9% 72% False False 78,246
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 0.0019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9547
2.618 0.9363
1.618 0.9251
1.000 0.9181
0.618 0.9138
HIGH 0.9069
0.618 0.9026
0.500 0.9012
0.382 0.8999
LOW 0.8956
0.618 0.8886
1.000 0.8844
1.618 0.8774
2.618 0.8661
4.250 0.8478
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 0.9042 0.9042
PP 0.9027 0.9027
S1 0.9012 0.9012

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

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