CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 0.8867 0.8828 -0.0039 -0.4% 0.8855
High 0.8888 0.8860 -0.0028 -0.3% 0.8898
Low 0.8833 0.8808 -0.0025 -0.3% 0.8808
Close 0.8840 0.8854 0.0014 0.2% 0.8854
Range 0.0055 0.0052 -0.0003 -5.5% 0.0090
ATR 0.0057 0.0056 0.0000 -0.6% 0.0000
Volume 155 182 27 17.4% 1,039
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.8997 0.8977 0.8882
R3 0.8945 0.8925 0.8868
R2 0.8893 0.8893 0.8863
R1 0.8873 0.8873 0.8858 0.8883
PP 0.8840 0.8840 0.8840 0.8845
S1 0.8821 0.8821 0.8849 0.8831
S2 0.8788 0.8788 0.8844
S3 0.8736 0.8769 0.8839
S4 0.8684 0.8717 0.8825
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9122 0.9077 0.8903
R3 0.9032 0.8988 0.8878
R2 0.8943 0.8943 0.8870
R1 0.8898 0.8898 0.8862 0.8876
PP 0.8853 0.8853 0.8853 0.8842
S1 0.8808 0.8808 0.8845 0.8786
S2 0.8763 0.8763 0.8837
S3 0.8674 0.8719 0.8829
S4 0.8584 0.8629 0.8804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8898 0.8808 0.0090 1.0% 0.0054 0.6% 51% False True 207
10 0.9026 0.8808 0.0218 2.5% 0.0055 0.6% 21% False True 240
20 0.9026 0.8808 0.0218 2.5% 0.0047 0.5% 21% False True 271
40 0.9401 0.8808 0.0593 6.7% 0.0057 0.6% 8% False True 170
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 True
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9081
2.618 0.8996
1.618 0.8944
1.000 0.8912
0.618 0.8892
HIGH 0.8860
0.618 0.8840
0.500 0.8834
0.382 0.8828
LOW 0.8808
0.618 0.8776
1.000 0.8756
1.618 0.8724
2.618 0.8672
4.250 0.8587
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 0.8847 0.8852
PP 0.8840 0.8850
S1 0.8834 0.8848

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

View Archives - Comment on this page... - Back to Index of Symbols