CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 0.9616 0.9556 -0.0060 -0.6% 0.9676
High 0.9641 0.9625 -0.0016 -0.2% 0.9694
Low 0.9545 0.9529 -0.0017 -0.2% 0.9529
Close 0.9551 0.9600 0.0049 0.5% 0.9600
Range 0.0096 0.0097 0.0001 1.0% 0.0165
ATR 0.0080 0.0081 0.0001 1.5% 0.0000
Volume 88 597 509 578.4% 1,307
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.9874 0.9833 0.9653
R3 0.9777 0.9737 0.9626
R2 0.9681 0.9681 0.9617
R1 0.9640 0.9640 0.9608 0.9661
PP 0.9584 0.9584 0.9584 0.9595
S1 0.9544 0.9544 0.9591 0.9564
S2 0.9488 0.9488 0.9582
S3 0.9391 0.9447 0.9573
S4 0.9295 0.9351 0.9546
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.0102 1.0016 0.9690
R3 0.9937 0.9851 0.9645
R2 0.9772 0.9772 0.9630
R1 0.9686 0.9686 0.9615 0.9647
PP 0.9607 0.9607 0.9607 0.9588
S1 0.9521 0.9521 0.9584 0.9482
S2 0.9442 0.9442 0.9569
S3 0.9277 0.9356 0.9554
S4 0.9112 0.9191 0.9509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9694 0.9529 0.0165 1.7% 0.0074 0.8% 43% False True 261
10 0.9748 0.9529 0.0220 2.3% 0.0067 0.7% 32% False True 308
20 0.9950 0.9529 0.0421 4.4% 0.0080 0.8% 17% False True 295
40 1.0066 0.9529 0.0538 5.6% 0.0087 0.9% 13% False True 176
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0035
2.618 0.9878
1.618 0.9781
1.000 0.9722
0.618 0.9685
HIGH 0.9625
0.618 0.9588
0.500 0.9577
0.382 0.9565
LOW 0.9529
0.618 0.9469
1.000 0.9432
1.618 0.9372
2.618 0.9276
4.250 0.9118
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 0.9592 0.9599
PP 0.9584 0.9598
S1 0.9577 0.9598

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

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