CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 0.8944 0.8930 -0.0014 -0.2% 0.8956
High 0.8968 0.8952 -0.0016 -0.2% 0.8976
Low 0.8936 0.8883 -0.0053 -0.6% 0.8883
Close 0.8937 0.8948 0.0011 0.1% 0.8948
Range 0.0032 0.0069 0.0037 115.6% 0.0093
ATR 0.0067 0.0067 0.0000 0.3% 0.0000
Volume 2,243 69 -2,174 -96.9% 2,497
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9135 0.9110 0.8985
R3 0.9066 0.9041 0.8966
R2 0.8997 0.8997 0.8960
R1 0.8972 0.8972 0.8954 0.8984
PP 0.8928 0.8928 0.8928 0.8934
S1 0.8903 0.8903 0.8941 0.8915
S2 0.8859 0.8859 0.8935
S3 0.8790 0.8834 0.8929
S4 0.8721 0.8765 0.8910
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9215 0.9174 0.8999
R3 0.9122 0.9081 0.8973
R2 0.9029 0.9029 0.8965
R1 0.8988 0.8988 0.8956 0.8962
PP 0.8936 0.8936 0.8936 0.8922
S1 0.8895 0.8895 0.8939 0.8869
S2 0.8843 0.8843 0.8930
S3 0.8750 0.8802 0.8922
S4 0.8657 0.8709 0.8896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8976 0.8883 0.0093 1.0% 0.0042 0.5% 69% False True 499
10 0.9051 0.8883 0.0168 1.9% 0.0055 0.6% 39% False True 284
20 0.9312 0.8883 0.0429 4.8% 0.0062 0.7% 15% False True 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9245
2.618 0.9133
1.618 0.9064
1.000 0.9021
0.618 0.8995
HIGH 0.8952
0.618 0.8926
0.500 0.8918
0.382 0.8909
LOW 0.8883
0.618 0.8840
1.000 0.8814
1.618 0.8771
2.618 0.8702
4.250 0.8590
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 0.8938 0.8942
PP 0.8928 0.8936
S1 0.8918 0.8930

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

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