CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 0.8818 0.8850 0.0032 0.4% 0.8854
High 0.8856 0.8855 -0.0002 0.0% 0.8910
Low 0.8783 0.8811 0.0029 0.3% 0.8802
Close 0.8851 0.8845 -0.0007 -0.1% 0.8821
Range 0.0074 0.0044 -0.0030 -40.8% 0.0108
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 175 143 -32 -18.3% 1,766
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8967 0.8949 0.8868
R3 0.8924 0.8906 0.8856
R2 0.8880 0.8880 0.8852
R1 0.8862 0.8862 0.8848 0.8850
PP 0.8837 0.8837 0.8837 0.8830
S1 0.8819 0.8819 0.8841 0.8806
S2 0.8793 0.8793 0.8837
S3 0.8750 0.8775 0.8833
S4 0.8706 0.8732 0.8821
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9168 0.9102 0.8880
R3 0.9060 0.8994 0.8850
R2 0.8952 0.8952 0.8840
R1 0.8886 0.8886 0.8830 0.8865
PP 0.8844 0.8844 0.8844 0.8834
S1 0.8778 0.8778 0.8811 0.8757
S2 0.8736 0.8736 0.8801
S3 0.8628 0.8670 0.8791
S4 0.8520 0.8562 0.8761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8867 0.8783 0.0085 1.0% 0.0053 0.6% 73% False False 403
10 0.8910 0.8783 0.0128 1.4% 0.0054 0.6% 49% False False 261
20 0.9026 0.8783 0.0243 2.7% 0.0051 0.6% 26% False False 230
40 0.9204 0.8783 0.0422 4.8% 0.0054 0.6% 15% False False 212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9039
2.618 0.8968
1.618 0.8925
1.000 0.8898
0.618 0.8881
HIGH 0.8855
0.618 0.8838
0.500 0.8833
0.382 0.8828
LOW 0.8811
0.618 0.8784
1.000 0.8768
1.618 0.8741
2.618 0.8697
4.250 0.8626
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 0.8841 0.8837
PP 0.8837 0.8829
S1 0.8833 0.8821

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

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