CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 0.9696 0.9732 0.0036 0.4% 0.9930
High 0.9756 0.9745 -0.0011 -0.1% 0.9950
Low 0.9673 0.9632 -0.0042 -0.4% 0.9664
Close 0.9730 0.9650 -0.0081 -0.8% 0.9768
Range 0.0082 0.0113 0.0031 37.8% 0.0286
ATR 0.0092 0.0094 0.0001 1.6% 0.0000
Volume 326 267 -59 -18.1% 1,250
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0014 0.9945 0.9712
R3 0.9901 0.9832 0.9681
R2 0.9788 0.9788 0.9670
R1 0.9719 0.9719 0.9660 0.9697
PP 0.9675 0.9675 0.9675 0.9664
S1 0.9606 0.9606 0.9639 0.9584
S2 0.9562 0.9562 0.9629
S3 0.9449 0.9493 0.9618
S4 0.9336 0.9380 0.9587
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 0.9791 0.9632 0.0159 1.6% 0.0093 1.0% 11% False True 302
10 1.0002 0.9632 0.0370 3.8% 0.0095 1.0% 5% False True 263
20 1.0066 0.9632 0.0435 4.5% 0.0087 0.9% 4% False True 166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0040
1.618 0.9927
1.000 0.9858
0.618 0.9814
HIGH 0.9745
0.618 0.9701
0.500 0.9688
0.382 0.9675
LOW 0.9632
0.618 0.9562
1.000 0.9519
1.618 0.9449
2.618 0.9336
4.250 0.9151
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 0.9688 0.9711
PP 0.9675 0.9691
S1 0.9662 0.9670

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

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