CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 0.8985 0.9005 0.0020 0.2% 0.8964
High 0.9023 0.9026 0.0003 0.0% 0.9023
Low 0.8982 0.8980 -0.0002 0.0% 0.8950
Close 0.9011 0.8985 -0.0026 -0.3% 0.9011
Range 0.0041 0.0046 0.0005 11.0% 0.0073
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 35 55 20 57.1% 526
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9133 0.9104 0.9010
R3 0.9088 0.9059 0.8997
R2 0.9042 0.9042 0.8993
R1 0.9013 0.9013 0.8989 0.9005
PP 0.8997 0.8997 0.8997 0.8993
S1 0.8968 0.8968 0.8980 0.8960
S2 0.8951 0.8951 0.8976
S3 0.8906 0.8922 0.8972
S4 0.8860 0.8877 0.8959
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 0.9026 0.8951 0.0075 0.8% 0.0040 0.4% 45% True False 113
10 0.9026 0.8883 0.0143 1.6% 0.0039 0.4% 71% True False 305
20 0.9074 0.8883 0.0191 2.1% 0.0050 0.6% 53% False False 188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9219
2.618 0.9145
1.618 0.9099
1.000 0.9071
0.618 0.9054
HIGH 0.9026
0.618 0.9008
0.500 0.9003
0.382 0.8997
LOW 0.8980
0.618 0.8952
1.000 0.8935
1.618 0.8906
2.618 0.8861
4.250 0.8787
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 0.9003 0.8995
PP 0.8997 0.8991
S1 0.8991 0.8988

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

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