CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 0.9713 0.9765 0.0052 0.5% 0.9930
High 0.9786 0.9791 0.0005 0.1% 0.9950
Low 0.9681 0.9700 0.0020 0.2% 0.9664
Close 0.9768 0.9709 -0.0058 -0.6% 0.9768
Range 0.0105 0.0091 -0.0015 -13.8% 0.0286
ATR 0.0093 0.0093 0.0000 -0.2% 0.0000
Volume 374 401 27 7.2% 1,250
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0005 0.9948 0.9759
R3 0.9914 0.9857 0.9734
R2 0.9824 0.9824 0.9726
R1 0.9767 0.9767 0.9718 0.9750
PP 0.9733 0.9733 0.9733 0.9725
S1 0.9676 0.9676 0.9701 0.9659
S2 0.9643 0.9643 0.9693
S3 0.9552 0.9586 0.9685
S4 0.9462 0.9495 0.9660
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 0.9908 0.9664 0.0244 2.5% 0.0099 1.0% 19% False False 316
10 1.0066 0.9664 0.0402 4.1% 0.0089 0.9% 11% False False 224
20 1.0066 0.9664 0.0402 4.1% 0.0088 0.9% 11% False False 137
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0175
2.618 1.0027
1.618 0.9937
1.000 0.9881
0.618 0.9846
HIGH 0.9791
0.618 0.9756
0.500 0.9745
0.382 0.9735
LOW 0.9700
0.618 0.9644
1.000 0.9610
1.618 0.9554
2.618 0.9463
4.250 0.9315
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 0.9745 0.9727
PP 0.9733 0.9721
S1 0.9721 0.9715

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

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