CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 0.9709 0.9670 -0.0039 -0.4% 0.9652
High 0.9729 0.9713 -0.0016 -0.2% 0.9748
Low 0.9661 0.9651 -0.0011 -0.1% 0.9643
Close 0.9673 0.9685 0.0011 0.1% 0.9685
Range 0.0068 0.0062 -0.0006 -8.1% 0.0106
ATR 0.0085 0.0084 -0.0002 -2.0% 0.0000
Volume 430 208 -222 -51.6% 1,778
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9869 0.9839 0.9719
R3 0.9807 0.9777 0.9702
R2 0.9745 0.9745 0.9696
R1 0.9715 0.9715 0.9690 0.9730
PP 0.9683 0.9683 0.9683 0.9690
S1 0.9653 0.9653 0.9679 0.9668
S2 0.9621 0.9621 0.9673
S3 0.9559 0.9591 0.9667
S4 0.9497 0.9529 0.9650
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0008 0.9952 0.9743
R3 0.9903 0.9846 0.9714
R2 0.9797 0.9797 0.9704
R1 0.9741 0.9741 0.9694 0.9769
PP 0.9692 0.9692 0.9692 0.9706
S1 0.9635 0.9635 0.9675 0.9664
S2 0.9586 0.9586 0.9665
S3 0.9481 0.9530 0.9655
S4 0.9375 0.9424 0.9626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9748 0.9643 0.0106 1.1% 0.0060 0.6% 40% False False 355
10 0.9791 0.9619 0.0172 1.8% 0.0078 0.8% 38% False False 335
20 1.0066 0.9619 0.0448 4.6% 0.0083 0.9% 15% False False 261
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9976
2.618 0.9875
1.618 0.9813
1.000 0.9775
0.618 0.9751
HIGH 0.9713
0.618 0.9689
0.500 0.9682
0.382 0.9674
LOW 0.9651
0.618 0.9612
1.000 0.9589
1.618 0.9550
2.618 0.9488
4.250 0.9387
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 0.9684 0.9699
PP 0.9683 0.9694
S1 0.9682 0.9689

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

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