CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 1.0027 0.9998 -0.0029 -0.3% 0.9891
High 1.0049 1.0002 -0.0048 -0.5% 1.0066
Low 0.9996 0.9890 -0.0106 -1.1% 0.9808
Close 1.0001 0.9966 -0.0035 -0.3% 0.9969
Range 0.0054 0.0112 0.0058 108.4% 0.0258
ATR 0.0090 0.0091 0.0002 1.7% 0.0000
Volume 123 234 111 90.2% 395
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0287 1.0238 1.0027
R3 1.0176 1.0127 0.9997
R2 1.0064 1.0064 0.9986
R1 1.0015 1.0015 0.9976 0.9984
PP 0.9953 0.9953 0.9953 0.9937
S1 0.9904 0.9904 0.9956 0.9872
S2 0.9841 0.9841 0.9946
S3 0.9730 0.9792 0.9935
S4 0.9618 0.9681 0.9905
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 0.9890 0.0176 1.8% 0.0078 0.8% 43% False True 115
10 1.0066 0.9808 0.0258 2.6% 0.0085 0.9% 61% False False 91
20 1.0066 0.9676 0.0390 3.9% 0.0092 0.9% 74% False False 49
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 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0475
2.618 1.0293
1.618 1.0182
1.000 1.0113
0.618 1.0070
HIGH 1.0002
0.618 0.9959
0.500 0.9946
0.382 0.9933
LOW 0.9890
0.618 0.9821
1.000 0.9779
1.618 0.9710
2.618 0.9598
4.250 0.9416
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 0.9959 0.9978
PP 0.9953 0.9974
S1 0.9946 0.9970

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

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