CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 0.8964 0.8985 0.0021 0.2% 0.8964
High 0.8985 0.9023 0.0039 0.4% 0.9023
Low 0.8964 0.8982 0.0018 0.2% 0.8950
Close 0.8984 0.9011 0.0027 0.3% 0.9011
Range 0.0021 0.0041 0.0021 100.0% 0.0073
ATR 0.0058 0.0057 -0.0001 -2.1% 0.0000
Volume 50 35 -15 -30.0% 526
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9128 0.9110 0.9033
R3 0.9087 0.9069 0.9022
R2 0.9046 0.9046 0.9018
R1 0.9028 0.9028 0.9014 0.9037
PP 0.9005 0.9005 0.9005 0.9010
S1 0.8987 0.8987 0.9007 0.8996
S2 0.8964 0.8964 0.9003
S3 0.8923 0.8946 0.8999
S4 0.8882 0.8905 0.8988
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9214 0.9185 0.9051
R3 0.9141 0.9112 0.9031
R2 0.9068 0.9068 0.9024
R1 0.9039 0.9039 0.9017 0.9053
PP 0.8995 0.8995 0.8995 0.9002
S1 0.8966 0.8966 0.9004 0.8980
S2 0.8922 0.8922 0.8997
S3 0.8849 0.8893 0.8990
S4 0.8776 0.8820 0.8970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9023 0.8950 0.0073 0.8% 0.0034 0.4% 83% True False 105
10 0.9023 0.8883 0.0140 1.6% 0.0038 0.4% 91% True False 302
20 0.9074 0.8883 0.0191 2.1% 0.0049 0.5% 67% False False 189
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9197
2.618 0.9130
1.618 0.9089
1.000 0.9064
0.618 0.9048
HIGH 0.9023
0.618 0.9007
0.500 0.9003
0.382 0.8998
LOW 0.8982
0.618 0.8957
1.000 0.8941
1.618 0.8916
2.618 0.8875
4.250 0.8808
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 0.9008 0.9003
PP 0.9005 0.8996
S1 0.9003 0.8989

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

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