CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 0.8850 0.8854 0.0004 0.0% 0.8854
High 0.8855 0.8879 0.0025 0.3% 0.8910
Low 0.8811 0.8843 0.0032 0.4% 0.8802
Close 0.8845 0.8851 0.0006 0.1% 0.8821
Range 0.0044 0.0037 -0.0007 -16.1% 0.0108
ATR 0.0055 0.0054 -0.0001 -2.4% 0.0000
Volume 143 192 49 34.3% 1,766
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8967 0.8945 0.8871
R3 0.8930 0.8909 0.8861
R2 0.8894 0.8894 0.8857
R1 0.8872 0.8872 0.8854 0.8865
PP 0.8857 0.8857 0.8857 0.8854
S1 0.8836 0.8836 0.8847 0.8828
S2 0.8821 0.8821 0.8844
S3 0.8784 0.8799 0.8840
S4 0.8748 0.8763 0.8830
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 0.8879 0.8783 0.0097 1.1% 0.0051 0.6% 70% True False 415
10 0.8910 0.8783 0.0128 1.4% 0.0052 0.6% 53% False False 261
20 0.9026 0.8783 0.0243 2.7% 0.0051 0.6% 28% False False 238
40 0.9204 0.8783 0.0422 4.8% 0.0054 0.6% 16% False False 217
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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9034
2.618 0.8975
1.618 0.8938
1.000 0.8916
0.618 0.8902
HIGH 0.8879
0.618 0.8865
0.500 0.8861
0.382 0.8856
LOW 0.8843
0.618 0.8820
1.000 0.8806
1.618 0.8783
2.618 0.8747
4.250 0.8687
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 0.8861 0.8844
PP 0.8857 0.8837
S1 0.8854 0.8831

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

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