CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 0.9651 0.9616 -0.0035 -0.4% 0.9652
High 0.9667 0.9641 -0.0027 -0.3% 0.9748
Low 0.9612 0.9545 -0.0067 -0.7% 0.9643
Close 0.9620 0.9551 -0.0069 -0.7% 0.9685
Range 0.0055 0.0096 0.0041 75.2% 0.0106
ATR 0.0079 0.0080 0.0001 1.5% 0.0000
Volume 102 88 -14 -13.7% 1,778
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9865 0.9803 0.9603
R3 0.9770 0.9708 0.9577
R2 0.9674 0.9674 0.9568
R1 0.9612 0.9612 0.9559 0.9596
PP 0.9579 0.9579 0.9579 0.9570
S1 0.9517 0.9517 0.9542 0.9500
S2 0.9483 0.9483 0.9533
S3 0.9388 0.9421 0.9524
S4 0.9292 0.9326 0.9498
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 0.9713 0.9545 0.0168 1.8% 0.0067 0.7% 3% False True 183
10 0.9748 0.9545 0.0203 2.1% 0.0065 0.7% 3% False True 268
20 0.9997 0.9545 0.0452 4.7% 0.0080 0.8% 1% False True 273
40 1.0066 0.9545 0.0521 5.5% 0.0086 0.9% 1% False True 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0046
2.618 0.9891
1.618 0.9795
1.000 0.9736
0.618 0.9700
HIGH 0.9641
0.618 0.9604
0.500 0.9593
0.382 0.9581
LOW 0.9545
0.618 0.9486
1.000 0.9450
1.618 0.9390
2.618 0.9295
4.250 0.9139
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 0.9593 0.9606
PP 0.9579 0.9588
S1 0.9565 0.9569

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

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