CME Japanese Yen Future March 2017

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	1.0056	1.0027	-0.0029	-0.3%	0.9891
High	1.0066	1.0049	-0.0017	-0.2%	1.0066
Low	0.9978	0.9996	0.0018	0.2%	0.9808
Close	1.0048	1.0001	-0.0047	-0.5%	0.9969
Range	0.0089	0.0054	-0.0035	-39.5%	0.0258
ATR	0.0093	0.0090	-0.0003	-3.0%	0.0000
Volume	83	123	40	48.2%	395

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0176	1.0142	1.0030
R3	1.0122	1.0088	1.0016
R2	1.0069	1.0069	1.0011
R1	1.0035	1.0035	1.0006	1.0025
PP	1.0015	1.0015	1.0015	1.0010
S1	0.9981	0.9981	0.9996	0.9972
S2	0.9962	0.9962	0.9991
S3	0.9908	0.9928	0.9986
S4	0.9855	0.9874	0.9972

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0722	1.0603	1.0110
R3	1.0464	1.0345	1.0039
R2	1.0206	1.0206	1.0016
R1	1.0087	1.0087	0.9992	1.0146
PP	0.9948	0.9948	0.9948	0.9977
S1	0.9829	0.9829	0.9945	0.9888
S2	0.9690	0.9690	0.9921
S3	0.9432	0.9571	0.9898
S4	0.9174	0.9313	0.9827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0066	0.9955	0.0112	1.1%	0.0071	0.7%	42%	False	False	82
10	1.0066	0.9808	0.0258	2.6%	0.0080	0.8%	75%	False	False	68
20	1.0066	0.9676	0.0390	3.9%	0.0089	0.9%	83%	False	False	37

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0276
2.618	1.0189
1.618	1.0136
1.000	1.0103
0.618	1.0082
HIGH	1.0049
0.618	1.0029
0.500	1.0022
0.382	1.0016
LOW	0.9996
0.618	0.9962
1.000	0.9942
1.618	0.9909
2.618	0.9855
4.250	0.9768

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	1.0022	1.0018
PP	1.0015	1.0012
S1	1.0008	1.0007

Download as Excel Spreadsheet

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

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