CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 0.9280 0.9224 -0.0057 -0.6% 0.9675
High 0.9329 0.9241 -0.0088 -0.9% 0.9937
Low 0.9197 0.9162 -0.0035 -0.4% 0.9400
Close 0.9198 0.9212 0.0014 0.2% 0.9415
Range 0.0132 0.0080 -0.0053 -39.8% 0.0537
ATR 0.0117 0.0114 -0.0003 -2.3% 0.0000
Volume 593 539 -54 -9.1% 4,179
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9443 0.9407 0.9255
R3 0.9364 0.9327 0.9233
R2 0.9284 0.9284 0.9226
R1 0.9248 0.9248 0.9219 0.9226
PP 0.9205 0.9205 0.9205 0.9194
S1 0.9168 0.9168 0.9204 0.9147
S2 0.9125 0.9125 0.9197
S3 0.9046 0.9089 0.9190
S4 0.8966 0.9009 0.9168
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 0.9576 0.9162 0.0415 4.5% 0.0124 1.3% 12% False True 637
10 0.9937 0.9162 0.0776 8.4% 0.0135 1.5% 6% False True 857
20 0.9937 0.9162 0.0776 8.4% 0.0107 1.2% 6% False True 609
40 1.0066 0.9162 0.0905 9.8% 0.0095 1.0% 6% False True 423
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9579
2.618 0.9449
1.618 0.9370
1.000 0.9321
0.618 0.9290
HIGH 0.9241
0.618 0.9211
0.500 0.9201
0.382 0.9192
LOW 0.9162
0.618 0.9112
1.000 0.9082
1.618 0.9033
2.618 0.8953
4.250 0.8824
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 0.9208 0.9290
PP 0.9205 0.9264
S1 0.9201 0.9238

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

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