CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 0.8930 0.8964 0.0034 0.4% 0.8956
High 0.8952 0.8964 0.0012 0.1% 0.8976
Low 0.8883 0.8950 0.0067 0.8% 0.8883
Close 0.8948 0.8950 0.0003 0.0% 0.8948
Range 0.0069 0.0014 -0.0055 -79.7% 0.0093
ATR 0.0067 0.0063 -0.0004 -5.4% 0.0000
Volume 69 16 -53 -76.8% 2,497
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8997 0.8987 0.8958
R3 0.8983 0.8973 0.8954
R2 0.8969 0.8969 0.8953
R1 0.8959 0.8959 0.8951 0.8957
PP 0.8955 0.8955 0.8955 0.8954
S1 0.8945 0.8945 0.8949 0.8943
S2 0.8941 0.8941 0.8947
S3 0.8927 0.8931 0.8946
S4 0.8913 0.8917 0.8942
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% 0.0038 0.4% 72% False False 498
10 0.9049 0.8883 0.0166 1.8% 0.0048 0.5% 40% False False 268
20 0.9235 0.8883 0.0352 3.9% 0.0058 0.7% 19% False False 176
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.9024
2.618 0.9001
1.618 0.8987
1.000 0.8978
0.618 0.8973
HIGH 0.8964
0.618 0.8959
0.500 0.8957
0.382 0.8955
LOW 0.8950
0.618 0.8941
1.000 0.8936
1.618 0.8927
2.618 0.8913
4.250 0.8891
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 0.8957 0.8942
PP 0.8955 0.8934
S1 0.8952 0.8925

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

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