CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 0.9705 0.9709 0.0004 0.0% 0.9765
High 0.9748 0.9729 -0.0020 -0.2% 0.9791
Low 0.9678 0.9661 -0.0017 -0.2% 0.9619
Close 0.9726 0.9673 -0.0053 -0.5% 0.9661
Range 0.0070 0.0068 -0.0003 -3.6% 0.0172
ATR 0.0087 0.0085 -0.0001 -1.6% 0.0000
Volume 282 430 148 52.5% 1,579
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9890 0.9849 0.9711
R3 0.9823 0.9782 0.9692
R2 0.9755 0.9755 0.9686
R1 0.9714 0.9714 0.9680 0.9701
PP 0.9688 0.9688 0.9688 0.9681
S1 0.9647 0.9647 0.9667 0.9633
S2 0.9620 0.9620 0.9661
S3 0.9553 0.9579 0.9655
S4 0.9485 0.9512 0.9636
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 0.9632 0.0116 1.2% 0.0063 0.6% 36% False False 354
10 0.9791 0.9619 0.0172 1.8% 0.0082 0.8% 32% False False 352
20 1.0066 0.9619 0.0448 4.6% 0.0083 0.9% 12% False False 256
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0015
2.618 0.9905
1.618 0.9838
1.000 0.9796
0.618 0.9770
HIGH 0.9729
0.618 0.9703
0.500 0.9695
0.382 0.9687
LOW 0.9661
0.618 0.9619
1.000 0.9594
1.618 0.9552
2.618 0.9484
4.250 0.9374
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 0.9695 0.9702
PP 0.9688 0.9692
S1 0.9681 0.9683

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

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