CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 0.9651 0.9690 0.0040 0.4% 0.9765
High 0.9737 0.9709 -0.0028 -0.3% 0.9791
Low 0.9619 0.9632 0.0014 0.1% 0.9619
Close 0.9713 0.9661 -0.0052 -0.5% 0.9661
Range 0.0118 0.0077 -0.0042 -35.2% 0.0172
ATR 0.0095 0.0094 -0.0001 -1.1% 0.0000
Volume 385 200 -185 -48.1% 1,579
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9897 0.9855 0.9703
R3 0.9820 0.9779 0.9682
R2 0.9744 0.9744 0.9675
R1 0.9702 0.9702 0.9668 0.9685
PP 0.9667 0.9667 0.9667 0.9658
S1 0.9626 0.9626 0.9654 0.9608
S2 0.9591 0.9591 0.9647
S3 0.9514 0.9549 0.9640
S4 0.9438 0.9473 0.9619
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0206 1.0106 0.9756
R3 1.0034 0.9934 0.9708
R2 0.9862 0.9862 0.9693
R1 0.9762 0.9762 0.9677 0.9726
PP 0.9690 0.9690 0.9690 0.9672
S1 0.9590 0.9590 0.9645 0.9554
S2 0.9518 0.9518 0.9629
S3 0.9346 0.9418 0.9614
S4 0.9174 0.9246 0.9566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9791 0.9619 0.0172 1.8% 0.0096 1.0% 25% False False 315
10 0.9950 0.9619 0.0331 3.4% 0.0093 1.0% 13% False False 282
20 1.0066 0.9619 0.0448 4.6% 0.0091 0.9% 9% False False 192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0034
2.618 0.9909
1.618 0.9832
1.000 0.9785
0.618 0.9756
HIGH 0.9709
0.618 0.9679
0.500 0.9670
0.382 0.9661
LOW 0.9632
0.618 0.9585
1.000 0.9556
1.618 0.9508
2.618 0.9432
4.250 0.9307
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 0.9670 0.9682
PP 0.9667 0.9675
S1 0.9664 0.9668

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

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