CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 0.9789 0.9709 -0.0081 -0.8% 0.9998
High 0.9805 0.9738 -0.0067 -0.7% 1.0066
Low 0.9711 0.9664 -0.0047 -0.5% 0.9890
Close 0.9715 0.9666 -0.0049 -0.5% 0.9931
Range 0.0094 0.0074 -0.0020 -21.3% 0.0176
ATR 0.0092 0.0091 -0.0001 -1.4% 0.0000
Volume 478 143 -335 -70.1% 628
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9911 0.9862 0.9706
R3 0.9837 0.9788 0.9686
R2 0.9763 0.9763 0.9679
R1 0.9714 0.9714 0.9672 0.9702
PP 0.9689 0.9689 0.9689 0.9683
S1 0.9640 0.9640 0.9659 0.9628
S2 0.9615 0.9615 0.9652
S3 0.9541 0.9566 0.9645
S4 0.9467 0.9492 0.9625
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 0.9997 0.9664 0.0333 3.4% 0.0089 0.9% 0% False True 206
10 1.0066 0.9664 0.0402 4.2% 0.0083 0.9% 0% False True 160
20 1.0066 0.9664 0.0402 4.2% 0.0087 0.9% 0% False True 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0053
2.618 0.9932
1.618 0.9858
1.000 0.9812
0.618 0.9784
HIGH 0.9738
0.618 0.9710
0.500 0.9701
0.382 0.9692
LOW 0.9664
0.618 0.9618
1.000 0.9590
1.618 0.9544
2.618 0.9470
4.250 0.9350
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 0.9701 0.9786
PP 0.9689 0.9746
S1 0.9677 0.9706

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

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