CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 0.9231 0.9128 -0.0103 -1.1% 0.9400
High 0.9260 0.9154 -0.0106 -1.2% 0.9418
Low 0.9125 0.9061 -0.0064 -0.7% 0.9061
Close 0.9148 0.9087 -0.0061 -0.7% 0.9087
Range 0.0136 0.0094 -0.0042 -31.2% 0.0357
ATR 0.0116 0.0114 -0.0002 -1.4% 0.0000
Volume 730 850 120 16.4% 3,624
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9381 0.9327 0.9138
R3 0.9287 0.9234 0.9112
R2 0.9194 0.9194 0.9104
R1 0.9140 0.9140 0.9095 0.9120
PP 0.9100 0.9100 0.9100 0.9090
S1 0.9047 0.9047 0.9078 0.9027
S2 0.9007 0.9007 0.9069
S3 0.8913 0.8953 0.9061
S4 0.8820 0.8860 0.9035
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0259 1.0030 0.9283
R3 0.9902 0.9673 0.9185
R2 0.9545 0.9545 0.9152
R1 0.9316 0.9316 0.9119 0.9252
PP 0.9188 0.9188 0.9188 0.9156
S1 0.8959 0.8959 0.9054 0.8895
S2 0.8831 0.8831 0.9021
S3 0.8474 0.8602 0.8988
S4 0.8117 0.8245 0.8890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9418 0.9061 0.0357 3.9% 0.0119 1.3% 7% False True 724
10 0.9937 0.9061 0.0877 9.6% 0.0145 1.6% 3% False True 780
20 0.9937 0.9061 0.0877 9.6% 0.0112 1.2% 3% False True 656
40 1.0066 0.9061 0.1006 11.1% 0.0097 1.1% 3% False True 459
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 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9551
2.618 0.9399
1.618 0.9305
1.000 0.9248
0.618 0.9212
HIGH 0.9154
0.618 0.9118
0.500 0.9107
0.382 0.9096
LOW 0.9061
0.618 0.9003
1.000 0.8967
1.618 0.8909
2.618 0.8816
4.250 0.8663
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 0.9107 0.9160
PP 0.9100 0.9136
S1 0.9093 0.9111

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

View Archives - Comment on this page... - Back to Index of Symbols