CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 0.9765 0.9696 -0.0069 -0.7% 0.9930
High 0.9791 0.9756 -0.0035 -0.4% 0.9950
Low 0.9700 0.9673 -0.0027 -0.3% 0.9664
Close 0.9709 0.9730 0.0021 0.2% 0.9768
Range 0.0091 0.0082 -0.0008 -9.4% 0.0286
ATR 0.0093 0.0092 -0.0001 -0.8% 0.0000
Volume 401 326 -75 -18.7% 1,250
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9966 0.9930 0.9775
R3 0.9884 0.9848 0.9753
R2 0.9802 0.9802 0.9745
R1 0.9766 0.9766 0.9738 0.9784
PP 0.9720 0.9720 0.9720 0.9729
S1 0.9684 0.9684 0.9722 0.9702
S2 0.9638 0.9638 0.9715
S3 0.9556 0.9602 0.9707
S4 0.9474 0.9520 0.9685
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 0.9805 0.9664 0.0141 1.4% 0.0089 0.9% 47% False False 344
10 1.0049 0.9664 0.0385 4.0% 0.0089 0.9% 17% False False 248
20 1.0066 0.9664 0.0402 4.1% 0.0086 0.9% 16% False False 153
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 True
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0104
2.618 0.9970
1.618 0.9888
1.000 0.9838
0.618 0.9806
HIGH 0.9756
0.618 0.9724
0.500 0.9714
0.382 0.9705
LOW 0.9673
0.618 0.9623
1.000 0.9591
1.618 0.9541
2.618 0.9459
4.250 0.9325
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 0.9725 0.9732
PP 0.9720 0.9731
S1 0.9714 0.9731

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

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