CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 0.8838 0.8818 -0.0020 -0.2% 0.8854
High 0.8859 0.8856 -0.0003 0.0% 0.8910
Low 0.8802 0.8783 -0.0020 -0.2% 0.8802
Close 0.8821 0.8851 0.0031 0.3% 0.8821
Range 0.0057 0.0074 0.0017 30.1% 0.0108
ATR 0.0055 0.0056 0.0001 2.4% 0.0000
Volume 67 175 108 161.2% 1,766
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9050 0.9024 0.8891
R3 0.8977 0.8951 0.8871
R2 0.8903 0.8903 0.8864
R1 0.8877 0.8877 0.8858 0.8890
PP 0.8830 0.8830 0.8830 0.8836
S1 0.8804 0.8804 0.8844 0.8817
S2 0.8756 0.8756 0.8838
S3 0.8683 0.8730 0.8831
S4 0.8609 0.8657 0.8811
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 0.8783 0.0128 1.4% 0.0055 0.6% 54% False True 380
10 0.8910 0.8783 0.0128 1.4% 0.0055 0.6% 54% False True 285
20 0.9026 0.8783 0.0243 2.7% 0.0052 0.6% 28% False True 242
40 0.9235 0.8783 0.0452 5.1% 0.0055 0.6% 15% False True 209
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 0.0016
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9168
2.618 0.9048
1.618 0.8975
1.000 0.8930
0.618 0.8901
HIGH 0.8856
0.618 0.8828
0.500 0.8819
0.382 0.8811
LOW 0.8783
0.618 0.8737
1.000 0.8709
1.618 0.8664
2.618 0.8590
4.250 0.8470
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 0.8840 0.8842
PP 0.8830 0.8834
S1 0.8819 0.8825

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

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