CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 0.8929 0.8905 -0.0024 -0.3% 0.9052
High 0.8942 0.9028 0.0086 1.0% 0.9116
Low 0.8827 0.8899 0.0072 0.8% 0.8827
Close 0.8882 0.8954 0.0073 0.8% 0.8882
Range 0.0115 0.0129 0.0014 11.7% 0.0289
ATR 0.0114 0.0116 0.0002 2.0% 0.0000
Volume 1,544 1,935 391 25.3% 4,076
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.9346 0.9278 0.9025
R3 0.9217 0.9150 0.8989
R2 0.9089 0.9089 0.8978
R1 0.9021 0.9021 0.8966 0.9055
PP 0.8960 0.8960 0.8960 0.8977
S1 0.8893 0.8893 0.8942 0.8927
S2 0.8832 0.8832 0.8930
S3 0.8703 0.8764 0.8919
S4 0.8575 0.8636 0.8883
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 0.9116 0.8827 0.0289 3.2% 0.0114 1.3% 44% False False 1,202
10 0.9418 0.8827 0.0591 6.6% 0.0117 1.3% 22% False False 963
20 0.9937 0.8827 0.1110 12.4% 0.0122 1.4% 11% False False 891
40 0.9950 0.8827 0.1123 12.5% 0.0101 1.1% 11% False False 593
60 1.0066 0.8827 0.1239 13.8% 0.0098 1.1% 10% False False 414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9574
2.618 0.9364
1.618 0.9235
1.000 0.9156
0.618 0.9107
HIGH 0.9028
0.618 0.8978
0.500 0.8963
0.382 0.8948
LOW 0.8899
0.618 0.8820
1.000 0.8771
1.618 0.8691
2.618 0.8563
4.250 0.8353
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 0.8963 0.8952
PP 0.8960 0.8950
S1 0.8957 0.8948

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

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