CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 0.9058 0.8929 -0.0129 -1.4% 0.9052
High 0.9068 0.8942 -0.0126 -1.4% 0.9116
Low 0.8899 0.8827 -0.0072 -0.8% 0.8827
Close 0.8930 0.8882 -0.0048 -0.5% 0.8882
Range 0.0169 0.0115 -0.0054 -32.0% 0.0289
ATR 0.0114 0.0114 0.0000 0.1% 0.0000
Volume 1,109 1,544 435 39.2% 4,076
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9229 0.9170 0.8945
R3 0.9114 0.9055 0.8913
R2 0.8999 0.8999 0.8903
R1 0.8940 0.8940 0.8892 0.8912
PP 0.8884 0.8884 0.8884 0.8869
S1 0.8825 0.8825 0.8871 0.8797
S2 0.8769 0.8769 0.8860
S3 0.8654 0.8710 0.8850
S4 0.8539 0.8595 0.8818
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9807 0.9633 0.9040
R3 0.9518 0.9344 0.8961
R2 0.9230 0.9230 0.8934
R1 0.9056 0.9056 0.8908 0.8999
PP 0.8941 0.8941 0.8941 0.8913
S1 0.8767 0.8767 0.8855 0.8710
S2 0.8653 0.8653 0.8829
S3 0.8364 0.8479 0.8802
S4 0.8076 0.8190 0.8723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9154 0.8827 0.0327 3.7% 0.0107 1.2% 17% False True 985
10 0.9481 0.8827 0.0654 7.4% 0.0112 1.3% 8% False True 805
20 0.9937 0.8827 0.1110 12.5% 0.0120 1.4% 5% False True 824
40 0.9997 0.8827 0.1170 13.2% 0.0100 1.1% 5% False True 549
60 1.0066 0.8827 0.1239 14.0% 0.0097 1.1% 4% False True 382
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9431
2.618 0.9243
1.618 0.9128
1.000 0.9057
0.618 0.9013
HIGH 0.8942
0.618 0.8898
0.500 0.8885
0.382 0.8871
LOW 0.8827
0.618 0.8756
1.000 0.8712
1.618 0.8641
2.618 0.8526
4.250 0.8338
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 0.8885 0.8971
PP 0.8884 0.8941
S1 0.8883 0.8911

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

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