CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 0.8922 0.8855 -0.0067 -0.7% 0.9005
High 0.8956 0.8898 -0.0058 -0.6% 0.9026
Low 0.8875 0.8843 -0.0032 -0.4% 0.8875
Close 0.8879 0.8862 -0.0017 -0.2% 0.8879
Range 0.0081 0.0055 -0.0027 -32.7% 0.0151
ATR 0.0057 0.0057 0.0000 -0.3% 0.0000
Volume 199 129 -70 -35.2% 1,363
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9031 0.9001 0.8891
R3 0.8976 0.8946 0.8876
R2 0.8922 0.8922 0.8871
R1 0.8892 0.8892 0.8866 0.8907
PP 0.8867 0.8867 0.8867 0.8875
S1 0.8837 0.8837 0.8857 0.8852
S2 0.8813 0.8813 0.8852
S3 0.8758 0.8783 0.8847
S4 0.8704 0.8728 0.8832
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9379 0.9280 0.8962
R3 0.9228 0.9129 0.8920
R2 0.9077 0.9077 0.8906
R1 0.8978 0.8978 0.8892 0.8952
PP 0.8926 0.8926 0.8926 0.8913
S1 0.8827 0.8827 0.8865 0.8801
S2 0.8775 0.8775 0.8851
S3 0.8624 0.8676 0.8837
S4 0.8473 0.8525 0.8795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8992 0.8843 0.0149 1.7% 0.0058 0.7% 12% False True 287
10 0.9026 0.8843 0.0183 2.1% 0.0049 0.6% 10% False True 200
20 0.9049 0.8843 0.0206 2.3% 0.0048 0.5% 9% False True 234
40 0.9401 0.8843 0.0558 6.3% 0.0059 0.7% 3% False True 150
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9129
2.618 0.9040
1.618 0.8986
1.000 0.8952
0.618 0.8931
HIGH 0.8898
0.618 0.8877
0.500 0.8870
0.382 0.8864
LOW 0.8843
0.618 0.8809
1.000 0.8789
1.618 0.8755
2.618 0.8700
4.250 0.8611
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 0.8870 0.8907
PP 0.8867 0.8892
S1 0.8864 0.8877

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

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