CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 0.8964 0.8951 -0.0013 -0.1% 0.8956
High 0.8964 0.9003 0.0039 0.4% 0.8976
Low 0.8950 0.8951 0.0001 0.0% 0.8883
Close 0.8950 0.8975 0.0025 0.3% 0.8948
Range 0.0014 0.0052 0.0038 271.4% 0.0093
ATR 0.0063 0.0062 -0.0001 -1.1% 0.0000
Volume 16 382 366 2,287.5% 2,497
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9132 0.9105 0.9003
R3 0.9080 0.9053 0.8989
R2 0.9028 0.9028 0.8984
R1 0.9001 0.9001 0.8979 0.9015
PP 0.8976 0.8976 0.8976 0.8983
S1 0.8949 0.8949 0.8970 0.8963
S2 0.8924 0.8924 0.8965
S3 0.8872 0.8897 0.8960
S4 0.8820 0.8845 0.8946
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 0.9003 0.8883 0.0120 1.3% 0.0042 0.5% 76% True False 565
10 0.9003 0.8883 0.0120 1.3% 0.0046 0.5% 76% True False 302
20 0.9204 0.8883 0.0321 3.6% 0.0057 0.6% 29% False False 195
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9224
2.618 0.9139
1.618 0.9087
1.000 0.9055
0.618 0.9035
HIGH 0.9003
0.618 0.8983
0.500 0.8977
0.382 0.8971
LOW 0.8951
0.618 0.8919
1.000 0.8899
1.618 0.8867
2.618 0.8815
4.250 0.8730
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 0.8977 0.8964
PP 0.8976 0.8954
S1 0.8975 0.8943

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

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