CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 0.8922 0.8922 0.0000 0.0% 0.9005
High 0.8972 0.8956 -0.0016 -0.2% 0.9026
Low 0.8908 0.8875 -0.0034 -0.4% 0.8875
Close 0.8947 0.8879 -0.0068 -0.8% 0.8879
Range 0.0064 0.0081 0.0018 27.6% 0.0151
ATR 0.0055 0.0057 0.0002 3.3% 0.0000
Volume 859 199 -660 -76.8% 1,363
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9146 0.9093 0.8923
R3 0.9065 0.9012 0.8901
R2 0.8984 0.8984 0.8893
R1 0.8931 0.8931 0.8886 0.8917
PP 0.8903 0.8903 0.8903 0.8896
S1 0.8850 0.8850 0.8871 0.8836
S2 0.8822 0.8822 0.8864
S3 0.8741 0.8769 0.8856
S4 0.8660 0.8688 0.8834
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9379 0.9280 0.8962
R3 0.9228 0.9129 0.8920
R2 0.9077 0.9077 0.8906
R1 0.8978 0.8978 0.8892 0.8952
PP 0.8926 0.8926 0.8926 0.8913
S1 0.8827 0.8827 0.8865 0.8801
S2 0.8775 0.8775 0.8851
S3 0.8624 0.8676 0.8837
S4 0.8473 0.8525 0.8795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9026 0.8875 0.0151 1.7% 0.0057 0.6% 3% False True 272
10 0.9026 0.8875 0.0151 1.7% 0.0045 0.5% 3% False True 188
20 0.9051 0.8875 0.0176 2.0% 0.0050 0.6% 2% False True 236
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 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9300
2.618 0.9168
1.618 0.9087
1.000 0.9037
0.618 0.9006
HIGH 0.8956
0.618 0.8925
0.500 0.8915
0.382 0.8905
LOW 0.8875
0.618 0.8824
1.000 0.8794
1.618 0.8743
2.618 0.8662
4.250 0.8530
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 0.8915 0.8929
PP 0.8903 0.8912
S1 0.8891 0.8895

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

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