CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 0.9709 0.9713 0.0004 0.0% 0.9930
High 0.9738 0.9786 0.0048 0.5% 0.9950
Low 0.9664 0.9681 0.0017 0.2% 0.9664
Close 0.9666 0.9768 0.0102 1.1% 0.9768
Range 0.0074 0.0105 0.0031 41.9% 0.0286
ATR 0.0091 0.0093 0.0002 2.3% 0.0000
Volume 143 374 231 161.5% 1,250
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0060 1.0019 0.9825
R3 0.9955 0.9914 0.9796
R2 0.9850 0.9850 0.9787
R1 0.9809 0.9809 0.9777 0.9829
PP 0.9745 0.9745 0.9745 0.9755
S1 0.9704 0.9704 0.9758 0.9724
S2 0.9640 0.9640 0.9748
S3 0.9535 0.9599 0.9739
S4 0.9430 0.9494 0.9710
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0650 1.0494 0.9925
R3 1.0365 1.0209 0.9846
R2 1.0079 1.0079 0.9820
R1 0.9923 0.9923 0.9794 0.9859
PP 0.9794 0.9794 0.9794 0.9761
S1 0.9638 0.9638 0.9741 0.9573
S2 0.9508 0.9508 0.9715
S3 0.9223 0.9352 0.9689
S4 0.8937 0.9067 0.9610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9664 0.0286 2.9% 0.0089 0.9% 36% False False 250
10 1.0066 0.9664 0.0402 4.1% 0.0088 0.9% 26% False False 187
20 1.0066 0.9664 0.0402 4.1% 0.0088 0.9% 26% False False 117
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0232
2.618 1.0060
1.618 0.9955
1.000 0.9891
0.618 0.9850
HIGH 0.9786
0.618 0.9745
0.500 0.9733
0.382 0.9721
LOW 0.9681
0.618 0.9616
1.000 0.9576
1.618 0.9511
2.618 0.9406
4.250 0.9234
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 0.9756 0.9757
PP 0.9745 0.9746
S1 0.9733 0.9735

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

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