CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 0.8982 0.8922 -0.0060 -0.7% 0.8964
High 0.8984 0.8972 -0.0012 -0.1% 0.9023
Low 0.8919 0.8908 -0.0011 -0.1% 0.8950
Close 0.8929 0.8947 0.0018 0.2% 0.9011
Range 0.0065 0.0064 -0.0002 -2.3% 0.0073
ATR 0.0055 0.0055 0.0001 1.1% 0.0000
Volume 52 859 807 1,551.9% 526
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9133 0.9103 0.8981
R3 0.9069 0.9040 0.8964
R2 0.9006 0.9006 0.8958
R1 0.8976 0.8976 0.8952 0.8991
PP 0.8942 0.8942 0.8942 0.8949
S1 0.8913 0.8913 0.8941 0.8927
S2 0.8879 0.8879 0.8935
S3 0.8815 0.8849 0.8929
S4 0.8752 0.8786 0.8912
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 0.8908 0.0118 1.3% 0.0049 0.5% 33% False True 239
10 0.9026 0.8883 0.0143 1.6% 0.0044 0.5% 45% False False 175
20 0.9051 0.8883 0.0168 1.9% 0.0048 0.5% 38% False False 232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9241
2.618 0.9138
1.618 0.9074
1.000 0.9035
0.618 0.9011
HIGH 0.8972
0.618 0.8947
0.500 0.8940
0.382 0.8932
LOW 0.8908
0.618 0.8869
1.000 0.8845
1.618 0.8805
2.618 0.8742
4.250 0.8638
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 0.8944 0.8950
PP 0.8942 0.8949
S1 0.8940 0.8948

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

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