CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 24-Oct-2017
Day Change Summary
Previous Current
23-Oct-2017 24-Oct-2017 Change Change % Previous Week
Open 0.8855 0.8880 0.0025 0.3% 0.9005
High 0.8898 0.8888 -0.0010 -0.1% 0.9026
Low 0.8843 0.8838 -0.0006 -0.1% 0.8875
Close 0.8862 0.8873 0.0012 0.1% 0.8879
Range 0.0055 0.0051 -0.0004 -7.3% 0.0151
ATR 0.0057 0.0057 0.0000 -0.8% 0.0000
Volume 129 383 254 196.9% 1,363
Daily Pivots for day following 24-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9018 0.8996 0.8901
R3 0.8967 0.8945 0.8887
R2 0.8917 0.8917 0.8882
R1 0.8895 0.8895 0.8878 0.8881
PP 0.8866 0.8866 0.8866 0.8859
S1 0.8844 0.8844 0.8868 0.8830
S2 0.8816 0.8816 0.8864
S3 0.8765 0.8794 0.8859
S4 0.8715 0.8743 0.8845
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 0.8984 0.8838 0.0146 1.6% 0.0063 0.7% 24% False True 324
10 0.9026 0.8838 0.0188 2.1% 0.0049 0.6% 19% False True 200
20 0.9026 0.8838 0.0188 2.1% 0.0047 0.5% 19% False True 251
40 0.9401 0.8838 0.0563 6.3% 0.0060 0.7% 6% False True 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9103
2.618 0.9020
1.618 0.8970
1.000 0.8939
0.618 0.8919
HIGH 0.8888
0.618 0.8869
0.500 0.8863
0.382 0.8857
LOW 0.8838
0.618 0.8806
1.000 0.8787
1.618 0.8756
2.618 0.8705
4.250 0.8623
Fisher Pivots for day following 24-Oct-2017
Pivot 1 day 3 day
R1 0.8870 0.8897
PP 0.8866 0.8889
S1 0.8863 0.8881

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

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