CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 0.8972 0.8964 -0.0008 -0.1% 0.8956
High 0.8995 0.8985 -0.0010 -0.1% 0.8976
Low 0.8954 0.8964 0.0010 0.1% 0.8883
Close 0.8971 0.8984 0.0013 0.2% 0.8948
Range 0.0041 0.0021 -0.0020 -49.4% 0.0093
ATR 0.0061 0.0058 -0.0003 -4.7% 0.0000
Volume 43 50 7 16.3% 2,497
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9039 0.9032 0.8995
R3 0.9018 0.9011 0.8990
R2 0.8998 0.8998 0.8988
R1 0.8991 0.8991 0.8986 0.8994
PP 0.8977 0.8977 0.8977 0.8979
S1 0.8970 0.8970 0.8982 0.8974
S2 0.8957 0.8957 0.8980
S3 0.8936 0.8950 0.8978
S4 0.8916 0.8929 0.8973
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% 0.0039 0.4% 84% False False 112
10 0.9003 0.8883 0.0120 1.3% 0.0037 0.4% 84% False False 300
20 0.9204 0.8883 0.0321 3.6% 0.0054 0.6% 31% False False 189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9072
2.618 0.9038
1.618 0.9018
1.000 0.9005
0.618 0.8997
HIGH 0.8985
0.618 0.8977
0.500 0.8974
0.382 0.8972
LOW 0.8964
0.618 0.8951
1.000 0.8944
1.618 0.8931
2.618 0.8910
4.250 0.8877
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 0.8981 0.8982
PP 0.8977 0.8979
S1 0.8974 0.8977

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

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