CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 0.8956 0.8942 -0.0014 -0.2% 0.8995
High 0.8962 0.8948 -0.0015 -0.2% 0.9051
Low 0.8926 0.8914 -0.0013 -0.1% 0.8912
Close 0.8954 0.8931 -0.0023 -0.3% 0.8967
Range 0.0036 0.0034 -0.0002 -4.2% 0.0139
ATR 0.0073 0.0071 -0.0002 -3.2% 0.0000
Volume 19 50 31 163.2% 344
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9033 0.9016 0.8950
R3 0.8999 0.8982 0.8940
R2 0.8965 0.8965 0.8937
R1 0.8948 0.8948 0.8934 0.8939
PP 0.8931 0.8931 0.8931 0.8926
S1 0.8914 0.8914 0.8928 0.8905
S2 0.8897 0.8897 0.8925
S3 0.8863 0.8880 0.8922
S4 0.8829 0.8846 0.8912
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9318 0.9043
R3 0.9253 0.9179 0.9005
R2 0.9115 0.9115 0.8992
R1 0.9041 0.9041 0.8979 0.9009
PP 0.8976 0.8976 0.8976 0.8960
S1 0.8902 0.8902 0.8954 0.8870
S2 0.8838 0.8838 0.8941
S3 0.8699 0.8764 0.8928
S4 0.8561 0.8625 0.8890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8988 0.8912 0.0076 0.9% 0.0050 0.6% 25% False False 40
10 0.9071 0.8912 0.0159 1.8% 0.0059 0.7% 12% False False 72
20 0.9401 0.8912 0.0489 5.5% 0.0064 0.7% 4% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9092
2.618 0.9037
1.618 0.9003
1.000 0.8982
0.618 0.8969
HIGH 0.8948
0.618 0.8935
0.500 0.8931
0.382 0.8926
LOW 0.8914
0.618 0.8892
1.000 0.8880
1.618 0.8858
2.618 0.8824
4.250 0.8769
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 0.8931 0.8951
PP 0.8931 0.8944
S1 0.8931 0.8938

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

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