CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 0.9508 0.9407 -0.0101 -1.1% 0.9675
High 0.9576 0.9481 -0.0096 -1.0% 0.9937
Low 0.9400 0.9401 0.0001 0.0% 0.9400
Close 0.9412 0.9415 0.0003 0.0% 0.9415
Range 0.0176 0.0080 -0.0097 -55.0% 0.0537
ATR 0.0116 0.0113 -0.0003 -2.2% 0.0000
Volume 786 355 -431 -54.8% 4,179
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9671 0.9622 0.9459
R3 0.9591 0.9543 0.9437
R2 0.9512 0.9512 0.9430
R1 0.9463 0.9463 0.9422 0.9487
PP 0.9432 0.9432 0.9432 0.9444
S1 0.9384 0.9384 0.9408 0.9408
S2 0.9353 0.9353 0.9400
S3 0.9273 0.9304 0.9393
S4 0.9194 0.9225 0.9371
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1195 1.0842 0.9710
R3 1.0658 1.0305 0.9563
R2 1.0121 1.0121 0.9513
R1 0.9768 0.9768 0.9464 0.9676
PP 0.9584 0.9584 0.9584 0.9538
S1 0.9231 0.9231 0.9366 0.9139
S2 0.9047 0.9047 0.9317
S3 0.8510 0.8694 0.9267
S4 0.7973 0.8157 0.9120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9937 0.9400 0.0537 5.7% 0.0170 1.8% 3% False False 835
10 0.9937 0.9400 0.0537 5.7% 0.0127 1.3% 3% False False 819
20 0.9937 0.9400 0.0537 5.7% 0.0097 1.0% 3% False False 563
40 1.0066 0.9400 0.0666 7.1% 0.0094 1.0% 2% False False 378
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9818
2.618 0.9689
1.618 0.9609
1.000 0.9560
0.618 0.9530
HIGH 0.9481
0.618 0.9450
0.500 0.9441
0.382 0.9431
LOW 0.9401
0.618 0.9352
1.000 0.9322
1.618 0.9272
2.618 0.9193
4.250 0.9063
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 0.9441 0.9669
PP 0.9432 0.9584
S1 0.9424 0.9499

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

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