CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 0.9041 0.8976 -0.0065 -0.7% 0.9070
High 0.9049 0.8987 -0.0062 -0.7% 0.9074
Low 0.8976 0.8914 -0.0062 -0.7% 0.8953
Close 0.8997 0.8951 -0.0046 -0.5% 0.9005
Range 0.0073 0.0073 0.0000 0.0% 0.0121
ATR 0.0079 0.0080 0.0000 0.4% 0.0000
Volume 34 68 34 100.0% 432
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9169 0.9133 0.8991
R3 0.9096 0.9060 0.8971
R2 0.9023 0.9023 0.8964
R1 0.8987 0.8987 0.8958 0.8969
PP 0.8950 0.8950 0.8950 0.8941
S1 0.8914 0.8914 0.8944 0.8896
S2 0.8877 0.8877 0.8938
S3 0.8804 0.8841 0.8931
S4 0.8731 0.8768 0.8911
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9373 0.9310 0.9071
R3 0.9252 0.9189 0.9038
R2 0.9131 0.9131 0.9027
R1 0.9068 0.9068 0.9016 0.9039
PP 0.9010 0.9010 0.9010 0.8996
S1 0.8947 0.8947 0.8993 0.8918
S2 0.8889 0.8889 0.8982
S3 0.8768 0.8826 0.8971
S4 0.8647 0.8705 0.8938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9051 0.8914 0.0137 1.5% 0.0062 0.7% 27% False True 108
10 0.9204 0.8914 0.0291 3.2% 0.0070 0.8% 13% False True 94
20 0.9401 0.8914 0.0487 5.4% 0.0069 0.8% 8% False True 70
Crabel Price Patterns
NR False
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 0.0021
Fibonacci Retracements and Extensions
4.250 0.9297
2.618 0.9178
1.618 0.9105
1.000 0.9060
0.618 0.9032
HIGH 0.8987
0.618 0.8959
0.500 0.8950
0.382 0.8941
LOW 0.8914
0.618 0.8868
1.000 0.8841
1.618 0.8795
2.618 0.8722
4.250 0.8603
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 0.8951 0.8982
PP 0.8950 0.8972
S1 0.8950 0.8961

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

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