CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 0.8828 0.8854 0.0026 0.3% 0.8855
High 0.8860 0.8910 0.0050 0.6% 0.8898
Low 0.8808 0.8854 0.0046 0.5% 0.8808
Close 0.8854 0.8901 0.0048 0.5% 0.8854
Range 0.0052 0.0056 0.0004 7.7% 0.0090
ATR 0.0056 0.0056 0.0000 0.0% 0.0000
Volume 182 40 -142 -78.0% 1,039
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9056 0.9035 0.8932
R3 0.9000 0.8979 0.8916
R2 0.8944 0.8944 0.8911
R1 0.8923 0.8923 0.8906 0.8934
PP 0.8888 0.8888 0.8888 0.8894
S1 0.8867 0.8867 0.8896 0.8878
S2 0.8832 0.8832 0.8891
S3 0.8776 0.8811 0.8886
S4 0.8720 0.8755 0.8870
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9122 0.9077 0.8903
R3 0.9032 0.8988 0.8878
R2 0.8943 0.8943 0.8870
R1 0.8898 0.8898 0.8862 0.8876
PP 0.8853 0.8853 0.8853 0.8842
S1 0.8808 0.8808 0.8845 0.8786
S2 0.8763 0.8763 0.8837
S3 0.8674 0.8719 0.8829
S4 0.8584 0.8629 0.8804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8910 0.8808 0.0102 1.1% 0.0054 0.6% 91% True False 190
10 0.8992 0.8808 0.0184 2.1% 0.0056 0.6% 51% False False 238
20 0.9026 0.8808 0.0218 2.4% 0.0048 0.5% 43% False False 272
40 0.9401 0.8808 0.0593 6.7% 0.0057 0.6% 16% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9148
2.618 0.9057
1.618 0.9001
1.000 0.8966
0.618 0.8945
HIGH 0.8910
0.618 0.8889
0.500 0.8882
0.382 0.8875
LOW 0.8854
0.618 0.8819
1.000 0.8798
1.618 0.8763
2.618 0.8707
4.250 0.8616
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 0.8895 0.8887
PP 0.8888 0.8873
S1 0.8882 0.8859

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

View Archives - Comment on this page... - Back to Index of Symbols