CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 0.8908 0.8843 -0.0065 -0.7% 0.8855
High 0.8910 0.8862 -0.0048 -0.5% 0.8898
Low 0.8859 0.8816 -0.0044 -0.5% 0.8808
Close 0.8860 0.8817 -0.0043 -0.5% 0.8854
Range 0.0051 0.0047 -0.0005 -8.8% 0.0090
ATR 0.0056 0.0055 -0.0001 -1.2% 0.0000
Volume 26 131 105 403.8% 1,039
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8971 0.8940 0.8842
R3 0.8924 0.8894 0.8829
R2 0.8878 0.8878 0.8825
R1 0.8847 0.8847 0.8821 0.8839
PP 0.8831 0.8831 0.8831 0.8827
S1 0.8801 0.8801 0.8812 0.8793
S2 0.8785 0.8785 0.8808
S3 0.8738 0.8754 0.8804
S4 0.8692 0.8708 0.8791
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% 0.0052 0.6% 8% False False 106
10 0.8972 0.8808 0.0164 1.9% 0.0057 0.6% 5% False False 229
20 0.9026 0.8808 0.0218 2.5% 0.0049 0.6% 4% False False 271
40 0.9401 0.8808 0.0593 6.7% 0.0055 0.6% 1% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9060
2.618 0.8984
1.618 0.8937
1.000 0.8909
0.618 0.8891
HIGH 0.8862
0.618 0.8844
0.500 0.8839
0.382 0.8833
LOW 0.8816
0.618 0.8787
1.000 0.8769
1.618 0.8740
2.618 0.8694
4.250 0.8618
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 0.8839 0.8863
PP 0.8831 0.8847
S1 0.8824 0.8832

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

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