CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 0.9666 0.9722 0.0056 0.6% 0.9676
High 0.9759 0.9804 0.0046 0.5% 0.9694
Low 0.9652 0.9721 0.0069 0.7% 0.9529
Close 0.9730 0.9762 0.0032 0.3% 0.9600
Range 0.0107 0.0084 -0.0023 -21.6% 0.0165
ATR 0.0084 0.0084 0.0000 -0.1% 0.0000
Volume 790 700 -90 -11.4% 1,307
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0013 0.9971 0.9808
R3 0.9929 0.9887 0.9785
R2 0.9846 0.9846 0.9777
R1 0.9804 0.9804 0.9770 0.9825
PP 0.9762 0.9762 0.9762 0.9773
S1 0.9720 0.9720 0.9754 0.9741
S2 0.9679 0.9679 0.9747
S3 0.9595 0.9637 0.9739
S4 0.9512 0.9553 0.9716
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 0.9804 0.9529 0.0276 2.8% 0.0094 1.0% 85% True False 592
10 0.9804 0.9529 0.0276 2.8% 0.0081 0.8% 85% True False 388
20 0.9804 0.9529 0.0276 2.8% 0.0081 0.8% 85% True False 370
40 1.0066 0.9529 0.0538 5.5% 0.0084 0.9% 43% False False 234
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0159
2.618 1.0023
1.618 0.9939
1.000 0.9888
0.618 0.9856
HIGH 0.9804
0.618 0.9772
0.500 0.9762
0.382 0.9752
LOW 0.9721
0.618 0.9669
1.000 0.9637
1.618 0.9585
2.618 0.9502
4.250 0.9366
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 0.9762 0.9736
PP 0.9762 0.9710
S1 0.9762 0.9685

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

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