CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 0.9770 0.9675 -0.0096 -1.0% 0.9590
High 0.9776 0.9683 -0.0094 -1.0% 0.9804
Low 0.9729 0.9612 -0.0118 -1.2% 0.9556
Close 0.9750 0.9615 -0.0135 -1.4% 0.9750
Range 0.0047 0.0071 0.0024 51.1% 0.0248
ATR 0.0082 0.0086 0.0004 4.9% 0.0000
Volume 1,649 802 -847 -51.4% 4,015
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9849 0.9803 0.9654
R3 0.9778 0.9732 0.9634
R2 0.9707 0.9707 0.9628
R1 0.9661 0.9661 0.9621 0.9649
PP 0.9636 0.9636 0.9636 0.9630
S1 0.9590 0.9590 0.9608 0.9578
S2 0.9565 0.9565 0.9601
S3 0.9494 0.9519 0.9595
S4 0.9423 0.9448 0.9575
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0447 1.0346 0.9886
R3 1.0199 1.0098 0.9818
R2 0.9951 0.9951 0.9795
R1 0.9850 0.9850 0.9772 0.9901
PP 0.9703 0.9703 0.9703 0.9728
S1 0.9602 0.9602 0.9727 0.9653
S2 0.9455 0.9455 0.9704
S3 0.9207 0.9354 0.9681
S4 0.8959 0.9106 0.9613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9804 0.9565 0.0239 2.5% 0.0086 0.9% 21% False False 929
10 0.9804 0.9529 0.0276 2.9% 0.0081 0.8% 31% False False 595
20 0.9804 0.9529 0.0276 2.9% 0.0077 0.8% 31% False False 454
40 1.0066 0.9529 0.0538 5.6% 0.0083 0.9% 16% False False 295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9984
2.618 0.9868
1.618 0.9797
1.000 0.9754
0.618 0.9726
HIGH 0.9683
0.618 0.9655
0.500 0.9647
0.382 0.9639
LOW 0.9612
0.618 0.9568
1.000 0.9541
1.618 0.9497
2.618 0.9426
4.250 0.9310
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 0.9647 0.9708
PP 0.9636 0.9677
S1 0.9625 0.9646

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

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