CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 0.8879 0.8858 -0.0021 -0.2% 0.8818
High 0.8890 0.8891 0.0001 0.0% 0.8902
Low 0.8862 0.8857 -0.0005 -0.1% 0.8783
Close 0.8865 0.8868 0.0003 0.0% 0.8865
Range 0.0028 0.0034 0.0006 21.4% 0.0119
ATR 0.0054 0.0052 -0.0001 -2.6% 0.0000
Volume 122 196 74 60.7% 1,000
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8974 0.8955 0.8886
R3 0.8940 0.8921 0.8877
R2 0.8906 0.8906 0.8874
R1 0.8887 0.8887 0.8871 0.8896
PP 0.8872 0.8872 0.8872 0.8876
S1 0.8853 0.8853 0.8864 0.8862
S2 0.8838 0.8838 0.8861
S3 0.8804 0.8819 0.8858
S4 0.8770 0.8785 0.8849
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9207 0.9155 0.8930
R3 0.9088 0.9036 0.8897
R2 0.8969 0.8969 0.8886
R1 0.8917 0.8917 0.8875 0.8943
PP 0.8850 0.8850 0.8850 0.8863
S1 0.8798 0.8798 0.8854 0.8824
S2 0.8731 0.8731 0.8843
S3 0.8612 0.8679 0.8832
S4 0.8493 0.8560 0.8799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8902 0.8811 0.0091 1.0% 0.0043 0.5% 62% False False 204
10 0.8910 0.8783 0.0128 1.4% 0.0049 0.5% 67% False False 292
20 0.8992 0.8783 0.0209 2.4% 0.0053 0.6% 41% False False 265
40 0.9074 0.8783 0.0291 3.3% 0.0051 0.6% 29% False False 227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9035
2.618 0.8980
1.618 0.8946
1.000 0.8925
0.618 0.8912
HIGH 0.8891
0.618 0.8878
0.500 0.8874
0.382 0.8869
LOW 0.8857
0.618 0.8835
1.000 0.8823
1.618 0.8801
2.618 0.8767
4.250 0.8712
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 0.8874 0.8867
PP 0.8872 0.8867
S1 0.8870 0.8866

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

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