CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 0.9628 0.9651 0.0023 0.2% 0.9652
High 0.9659 0.9667 0.0009 0.1% 0.9748
Low 0.9589 0.9612 0.0023 0.2% 0.9643
Close 0.9648 0.9620 -0.0029 -0.3% 0.9685
Range 0.0070 0.0055 -0.0015 -21.6% 0.0106
ATR 0.0081 0.0079 -0.0002 -2.3% 0.0000
Volume 354 102 -252 -71.2% 1,778
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9797 0.9763 0.9649
R3 0.9742 0.9708 0.9634
R2 0.9688 0.9688 0.9629
R1 0.9654 0.9654 0.9624 0.9643
PP 0.9633 0.9633 0.9633 0.9628
S1 0.9599 0.9599 0.9615 0.9589
S2 0.9578 0.9578 0.9610
S3 0.9524 0.9544 0.9605
S4 0.9469 0.9490 0.9590
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 0.9729 0.9589 0.0140 1.5% 0.0062 0.6% 22% False False 252
10 0.9748 0.9589 0.0159 1.7% 0.0067 0.7% 19% False False 298
20 1.0002 0.9589 0.0413 4.3% 0.0081 0.8% 7% False False 280
40 1.0066 0.9589 0.0477 5.0% 0.0085 0.9% 6% False False 159
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9899
2.618 0.9810
1.618 0.9755
1.000 0.9722
0.618 0.9701
HIGH 0.9667
0.618 0.9646
0.500 0.9640
0.382 0.9633
LOW 0.9612
0.618 0.9579
1.000 0.9558
1.618 0.9524
2.618 0.9470
4.250 0.9381
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 0.9640 0.9641
PP 0.9633 0.9634
S1 0.9626 0.9627

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

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