CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 0.9652 0.9701 0.0049 0.5% 0.9765
High 0.9693 0.9703 0.0010 0.1% 0.9791
Low 0.9643 0.9655 0.0013 0.1% 0.9619
Close 0.9688 0.9685 -0.0003 0.0% 0.9661
Range 0.0051 0.0048 -0.0003 -5.0% 0.0172
ATR 0.0091 0.0088 -0.0003 -3.4% 0.0000
Volume 340 518 178 52.4% 1,579
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9825 0.9803 0.9711
R3 0.9777 0.9755 0.9698
R2 0.9729 0.9729 0.9693
R1 0.9707 0.9707 0.9689 0.9694
PP 0.9681 0.9681 0.9681 0.9674
S1 0.9659 0.9659 0.9680 0.9646
S2 0.9633 0.9633 0.9676
S3 0.9585 0.9611 0.9671
S4 0.9537 0.9563 0.9658
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 0.9745 0.9619 0.0126 1.3% 0.0081 0.8% 52% False False 342
10 0.9805 0.9619 0.0187 1.9% 0.0085 0.9% 35% False False 343
20 1.0066 0.9619 0.0448 4.6% 0.0092 0.9% 15% False False 230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9907
2.618 0.9829
1.618 0.9781
1.000 0.9751
0.618 0.9733
HIGH 0.9703
0.618 0.9685
0.500 0.9679
0.382 0.9673
LOW 0.9655
0.618 0.9625
1.000 0.9607
1.618 0.9577
2.618 0.9529
4.250 0.9451
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 0.9683 0.9680
PP 0.9681 0.9675
S1 0.9679 0.9670

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

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