CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 0.9224 0.9231 0.0008 0.1% 0.9675
High 0.9241 0.9260 0.0019 0.2% 0.9937
Low 0.9162 0.9125 -0.0037 -0.4% 0.9400
Close 0.9212 0.9148 -0.0064 -0.7% 0.9415
Range 0.0080 0.0136 0.0056 71.1% 0.0537
ATR 0.0114 0.0116 0.0002 1.3% 0.0000
Volume 539 730 191 35.4% 4,179
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9585 0.9502 0.9222
R3 0.9449 0.9366 0.9185
R2 0.9313 0.9313 0.9172
R1 0.9230 0.9230 0.9160 0.9204
PP 0.9177 0.9177 0.9177 0.9164
S1 0.9095 0.9095 0.9135 0.9068
S2 0.9042 0.9042 0.9123
S3 0.8906 0.8959 0.9110
S4 0.8770 0.8823 0.9073
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 0.9481 0.9125 0.0356 3.9% 0.0116 1.3% 6% False True 625
10 0.9937 0.9125 0.0813 8.9% 0.0140 1.5% 3% False True 860
20 0.9937 0.9125 0.0813 8.9% 0.0110 1.2% 3% False True 624
40 1.0066 0.9125 0.0942 10.3% 0.0096 1.1% 2% False True 440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9838
2.618 0.9617
1.618 0.9481
1.000 0.9396
0.618 0.9345
HIGH 0.9260
0.618 0.9209
0.500 0.9192
0.382 0.9176
LOW 0.9125
0.618 0.9040
1.000 0.8989
1.618 0.8904
2.618 0.8768
4.250 0.8547
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 0.9192 0.9227
PP 0.9177 0.9200
S1 0.9162 0.9174

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

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