CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 0.8833 0.8838 0.0005 0.1% 0.8854
High 0.8867 0.8859 -0.0009 -0.1% 0.8910
Low 0.8820 0.8802 -0.0018 -0.2% 0.8802
Close 0.8834 0.8821 -0.0014 -0.2% 0.8821
Range 0.0047 0.0057 0.0010 20.2% 0.0108
ATR 0.0055 0.0055 0.0000 0.2% 0.0000
Volume 1,502 67 -1,435 -95.5% 1,766
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8997 0.8965 0.8852
R3 0.8940 0.8909 0.8836
R2 0.8884 0.8884 0.8831
R1 0.8852 0.8852 0.8826 0.8840
PP 0.8827 0.8827 0.8827 0.8821
S1 0.8796 0.8796 0.8815 0.8783
S2 0.8771 0.8771 0.8810
S3 0.8714 0.8739 0.8805
S4 0.8658 0.8683 0.8789
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 0.8910 0.8802 0.0108 1.2% 0.0051 0.6% 17% False True 353
10 0.8910 0.8802 0.0108 1.2% 0.0053 0.6% 17% False True 280
20 0.9026 0.8802 0.0224 2.5% 0.0049 0.6% 8% False True 234
40 0.9312 0.8802 0.0510 5.8% 0.0055 0.6% 4% False True 205
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 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9099
2.618 0.9006
1.618 0.8950
1.000 0.8915
0.618 0.8893
HIGH 0.8859
0.618 0.8837
0.500 0.8830
0.382 0.8824
LOW 0.8802
0.618 0.8767
1.000 0.8746
1.618 0.8711
2.618 0.8654
4.250 0.8562
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 0.8830 0.8835
PP 0.8827 0.8830
S1 0.8824 0.8825

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

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