CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 0.9961 0.9930 -0.0031 -0.3% 0.9998
High 0.9997 0.9950 -0.0048 -0.5% 1.0066
Low 0.9893 0.9907 0.0014 0.1% 0.9890
Close 0.9931 0.9915 -0.0017 -0.2% 0.9931
Range 0.0104 0.0043 -0.0061 -58.7% 0.0176
ATR 0.0092 0.0089 -0.0004 -3.8% 0.0000
Volume 154 70 -84 -54.5% 628
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0053 1.0027 0.9938
R3 1.0010 0.9984 0.9926
R2 0.9967 0.9967 0.9922
R1 0.9941 0.9941 0.9918 0.9932
PP 0.9924 0.9924 0.9924 0.9919
S1 0.9898 0.9898 0.9911 0.9889
S2 0.9881 0.9881 0.9907
S3 0.9838 0.9855 0.9903
S4 0.9795 0.9812 0.9891
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0490 1.0387 1.0028
R3 1.0314 1.0211 0.9979
R2 1.0138 1.0138 0.9963
R1 1.0035 1.0035 0.9947 0.9999
PP 0.9962 0.9962 0.9962 0.9944
S1 0.9859 0.9859 0.9915 0.9823
S2 0.9786 0.9786 0.9899
S3 0.9610 0.9683 0.9883
S4 0.9434 0.9507 0.9834
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% 0.0080 0.8% 14% False False 132
10 1.0066 0.9808 0.0258 2.6% 0.0090 0.9% 41% False False 107
20 1.0066 0.9695 0.0372 3.7% 0.0090 0.9% 59% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 1.0062
1.618 1.0019
1.000 0.9993
0.618 0.9976
HIGH 0.9950
0.618 0.9933
0.500 0.9928
0.382 0.9923
LOW 0.9907
0.618 0.9880
1.000 0.9864
1.618 0.9837
2.618 0.9794
4.250 0.9724
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 0.9928 0.9946
PP 0.9924 0.9935
S1 0.9919 0.9925

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

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