CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 0.8854 0.8908 0.0054 0.6% 0.8855
High 0.8910 0.8910 0.0000 0.0% 0.8898
Low 0.8854 0.8859 0.0005 0.1% 0.8808
Close 0.8901 0.8860 -0.0042 -0.5% 0.8854
Range 0.0056 0.0051 -0.0005 -8.9% 0.0090
ATR 0.0056 0.0056 0.0000 -0.7% 0.0000
Volume 40 26 -14 -35.0% 1,039
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9029 0.8995 0.8888
R3 0.8978 0.8944 0.8874
R2 0.8927 0.8927 0.8869
R1 0.8893 0.8893 0.8864 0.8885
PP 0.8876 0.8876 0.8876 0.8872
S1 0.8842 0.8842 0.8855 0.8834
S2 0.8825 0.8825 0.8850
S3 0.8774 0.8791 0.8845
S4 0.8723 0.8740 0.8831
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 0.8910 0.8808 0.0102 1.2% 0.0055 0.6% 50% True False 118
10 0.8984 0.8808 0.0176 2.0% 0.0059 0.7% 29% False False 221
20 0.9026 0.8808 0.0218 2.5% 0.0049 0.5% 24% False False 271
40 0.9401 0.8808 0.0593 6.7% 0.0056 0.6% 9% False False 166
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9127
2.618 0.9044
1.618 0.8993
1.000 0.8961
0.618 0.8942
HIGH 0.8910
0.618 0.8891
0.500 0.8885
0.382 0.8878
LOW 0.8859
0.618 0.8827
1.000 0.8808
1.618 0.8776
2.618 0.8725
4.250 0.8642
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 0.8885 0.8859
PP 0.8876 0.8859
S1 0.8868 0.8859

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

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