CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 0.9079 0.9058 -0.0021 -0.2% 0.9400
High 0.9116 0.9068 -0.0048 -0.5% 0.9418
Low 0.9029 0.8899 -0.0130 -1.4% 0.9061
Close 0.9046 0.8930 -0.0116 -1.3% 0.9087
Range 0.0087 0.0169 0.0083 95.4% 0.0357
ATR 0.0110 0.0114 0.0004 3.9% 0.0000
Volume 655 1,109 454 69.3% 3,624
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9473 0.9370 0.9022
R3 0.9304 0.9201 0.8976
R2 0.9135 0.9135 0.8960
R1 0.9032 0.9032 0.8945 0.8999
PP 0.8966 0.8966 0.8966 0.8949
S1 0.8863 0.8863 0.8914 0.8830
S2 0.8797 0.8797 0.8899
S3 0.8628 0.8694 0.8883
S4 0.8459 0.8525 0.8837
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 0.9260 0.8899 0.0361 4.0% 0.0112 1.2% 8% False True 822
10 0.9576 0.8899 0.0677 7.6% 0.0118 1.3% 5% False True 729
20 0.9937 0.8899 0.1038 11.6% 0.0119 1.3% 3% False True 751
40 1.0002 0.8899 0.1103 12.3% 0.0100 1.1% 3% False True 516
60 1.0066 0.8899 0.1167 13.1% 0.0096 1.1% 3% False True 356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9786
2.618 0.9510
1.618 0.9341
1.000 0.9237
0.618 0.9172
HIGH 0.9068
0.618 0.9003
0.500 0.8984
0.382 0.8964
LOW 0.8899
0.618 0.8795
1.000 0.8730
1.618 0.8626
2.618 0.8457
4.250 0.8181
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 0.8984 0.9007
PP 0.8966 0.8981
S1 0.8948 0.8955

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

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