CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 0.9620 0.9565 -0.0055 -0.6% 0.9590
High 0.9641 0.9937 0.0297 3.1% 0.9804
Low 0.9561 0.9494 -0.0067 -0.7% 0.9556
Close 0.9573 0.9499 -0.0074 -0.8% 0.9750
Range 0.0080 0.0444 0.0364 454.4% 0.0248
ATR 0.0085 0.0111 0.0026 30.0% 0.0000
Volume 233 2,003 1,770 759.7% 4,015
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0974 1.0680 0.9742
R3 1.0530 1.0236 0.9620
R2 1.0087 1.0087 0.9580
R1 0.9793 0.9793 0.9539 0.9718
PP 0.9643 0.9643 0.9643 0.9606
S1 0.9349 0.9349 0.9458 0.9274
S2 0.9200 0.9200 0.9417
S3 0.8756 0.8906 0.9377
S4 0.8313 0.8462 0.9255
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 0.9937 0.9494 0.0444 4.7% 0.0145 1.5% 1% True True 1,077
10 0.9937 0.9494 0.0444 4.7% 0.0121 1.3% 1% True True 773
20 0.9937 0.9494 0.0444 4.7% 0.0094 1.0% 1% True True 536
40 1.0066 0.9494 0.0573 6.0% 0.0091 1.0% 1% False True 351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.1822
2.618 1.1098
1.618 1.0655
1.000 1.0381
0.618 1.0211
HIGH 0.9937
0.618 0.9768
0.500 0.9715
0.382 0.9663
LOW 0.9494
0.618 0.9219
1.000 0.9050
1.618 0.8776
2.618 0.8332
4.250 0.7609
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 0.9715 0.9715
PP 0.9643 0.9643
S1 0.9571 0.9571

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

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