CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 0.8875 0.8918 0.0043 0.5% 0.8818
High 0.8950 0.8926 -0.0024 -0.3% 0.8902
Low 0.8875 0.8885 0.0010 0.1% 0.8783
Close 0.8918 0.8909 -0.0009 -0.1% 0.8865
Range 0.0075 0.0041 -0.0034 -45.6% 0.0119
ATR 0.0053 0.0052 -0.0001 -1.7% 0.0000
Volume 353 103 -250 -70.8% 1,000
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9028 0.9009 0.8931
R3 0.8988 0.8969 0.8920
R2 0.8947 0.8947 0.8916
R1 0.8928 0.8928 0.8913 0.8917
PP 0.8907 0.8907 0.8907 0.8901
S1 0.8888 0.8888 0.8905 0.8877
S2 0.8866 0.8866 0.8902
S3 0.8826 0.8847 0.8898
S4 0.8785 0.8807 0.8887
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 0.8842 0.0108 1.2% 0.0044 0.5% 63% False False 238
10 0.8950 0.8783 0.0167 1.9% 0.0050 0.6% 76% False False 213
20 0.8956 0.8783 0.0173 1.9% 0.0053 0.6% 73% False False 253
40 0.9051 0.8783 0.0268 3.0% 0.0050 0.6% 47% False False 243
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9098
2.618 0.9032
1.618 0.8991
1.000 0.8966
0.618 0.8951
HIGH 0.8926
0.618 0.8910
0.500 0.8905
0.382 0.8900
LOW 0.8885
0.618 0.8860
1.000 0.8845
1.618 0.8819
2.618 0.8779
4.250 0.8713
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 0.8908 0.8905
PP 0.8907 0.8900
S1 0.8905 0.8896

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

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