CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 0.9701 0.9705 0.0005 0.0% 0.9765
High 0.9703 0.9748 0.0045 0.5% 0.9791
Low 0.9655 0.9678 0.0023 0.2% 0.9619
Close 0.9685 0.9726 0.0042 0.4% 0.9661
Range 0.0048 0.0070 0.0022 45.8% 0.0172
ATR 0.0088 0.0087 -0.0001 -1.5% 0.0000
Volume 518 282 -236 -45.6% 1,579
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9927 0.9897 0.9765
R3 0.9857 0.9827 0.9745
R2 0.9787 0.9787 0.9739
R1 0.9757 0.9757 0.9732 0.9772
PP 0.9717 0.9717 0.9717 0.9725
S1 0.9687 0.9687 0.9720 0.9702
S2 0.9647 0.9647 0.9713
S3 0.9577 0.9617 0.9707
S4 0.9507 0.9547 0.9688
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 0.9748 0.9619 0.0130 1.3% 0.0073 0.7% 83% True False 345
10 0.9791 0.9619 0.0172 1.8% 0.0083 0.9% 63% False False 323
20 1.0066 0.9619 0.0448 4.6% 0.0083 0.9% 24% False False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0046
2.618 0.9931
1.618 0.9861
1.000 0.9818
0.618 0.9791
HIGH 0.9748
0.618 0.9721
0.500 0.9713
0.382 0.9705
LOW 0.9678
0.618 0.9635
1.000 0.9608
1.618 0.9565
2.618 0.9495
4.250 0.9381
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 0.9722 0.9716
PP 0.9717 0.9706
S1 0.9713 0.9695

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

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