CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 0.8843 0.8867 0.0024 0.3% 0.9005
High 0.8878 0.8888 0.0010 0.1% 0.9026
Low 0.8820 0.8833 0.0013 0.1% 0.8875
Close 0.8861 0.8840 -0.0022 -0.2% 0.8879
Range 0.0059 0.0055 -0.0004 -6.0% 0.0151
ATR 0.0057 0.0057 0.0000 -0.2% 0.0000
Volume 190 155 -35 -18.4% 1,363
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9018 0.8984 0.8870
R3 0.8963 0.8929 0.8855
R2 0.8908 0.8908 0.8850
R1 0.8874 0.8874 0.8845 0.8864
PP 0.8853 0.8853 0.8853 0.8848
S1 0.8819 0.8819 0.8834 0.8809
S2 0.8798 0.8798 0.8829
S3 0.8743 0.8764 0.8824
S4 0.8688 0.8709 0.8809
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 0.8956 0.8820 0.0136 1.5% 0.0060 0.7% 15% False False 211
10 0.9026 0.8820 0.0206 2.3% 0.0054 0.6% 10% False False 225
20 0.9026 0.8820 0.0206 2.3% 0.0046 0.5% 10% False False 263
40 0.9401 0.8820 0.0581 6.6% 0.0058 0.7% 3% False False 168
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9121
2.618 0.9031
1.618 0.8976
1.000 0.8943
0.618 0.8921
HIGH 0.8888
0.618 0.8866
0.500 0.8860
0.382 0.8854
LOW 0.8833
0.618 0.8799
1.000 0.8778
1.618 0.8744
2.618 0.8689
4.250 0.8599
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 0.8860 0.8854
PP 0.8853 0.8849
S1 0.8846 0.8844

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

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