CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 0.8865 0.8875 0.0011 0.1% 0.8818
High 0.8882 0.8950 0.0068 0.8% 0.8902
Low 0.8842 0.8875 0.0034 0.4% 0.8783
Close 0.8879 0.8918 0.0040 0.4% 0.8865
Range 0.0041 0.0075 0.0034 84.0% 0.0119
ATR 0.0051 0.0053 0.0002 3.2% 0.0000
Volume 419 353 -66 -15.8% 1,000
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9138 0.9102 0.8959
R3 0.9063 0.9028 0.8938
R2 0.8989 0.8989 0.8932
R1 0.8953 0.8953 0.8925 0.8971
PP 0.8914 0.8914 0.8914 0.8923
S1 0.8879 0.8879 0.8911 0.8897
S2 0.8840 0.8840 0.8904
S3 0.8765 0.8804 0.8898
S4 0.8691 0.8730 0.8877
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 0.8950 0.8831 0.0119 1.3% 0.0050 0.6% 73% True False 291
10 0.8950 0.8783 0.0167 1.9% 0.0050 0.6% 81% True False 353
20 0.8972 0.8783 0.0189 2.1% 0.0054 0.6% 72% False False 291
40 0.9051 0.8783 0.0268 3.0% 0.0050 0.6% 51% False False 244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9266
2.618 0.9145
1.618 0.9070
1.000 0.9024
0.618 0.8996
HIGH 0.8950
0.618 0.8921
0.500 0.8912
0.382 0.8903
LOW 0.8875
0.618 0.8829
1.000 0.8801
1.618 0.8754
2.618 0.8680
4.250 0.8558
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 0.8916 0.8911
PP 0.8914 0.8903
S1 0.8912 0.8896

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

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