CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 0.8858 0.8865 0.0007 0.1% 0.8818
High 0.8891 0.8882 -0.0009 -0.1% 0.8902
Low 0.8857 0.8842 -0.0015 -0.2% 0.8783
Close 0.8868 0.8879 0.0011 0.1% 0.8865
Range 0.0034 0.0041 0.0007 19.1% 0.0119
ATR 0.0052 0.0051 -0.0001 -1.6% 0.0000
Volume 196 419 223 113.8% 1,000
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.8989 0.8974 0.8901
R3 0.8948 0.8934 0.8890
R2 0.8908 0.8908 0.8886
R1 0.8893 0.8893 0.8882 0.8901
PP 0.8867 0.8867 0.8867 0.8871
S1 0.8853 0.8853 0.8875 0.8860
S2 0.8827 0.8827 0.8871
S3 0.8786 0.8812 0.8867
S4 0.8746 0.8772 0.8856
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 0.8902 0.8831 0.0071 0.8% 0.0042 0.5% 67% False False 259
10 0.8902 0.8783 0.0119 1.3% 0.0048 0.5% 81% False False 331
20 0.8984 0.8783 0.0201 2.3% 0.0053 0.6% 48% False False 276
40 0.9071 0.8783 0.0288 3.2% 0.0051 0.6% 33% False False 236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9054
2.618 0.8988
1.618 0.8948
1.000 0.8923
0.618 0.8907
HIGH 0.8882
0.618 0.8867
0.500 0.8862
0.382 0.8857
LOW 0.8842
0.618 0.8816
1.000 0.8801
1.618 0.8776
2.618 0.8735
4.250 0.8669
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 0.8873 0.8874
PP 0.8867 0.8870
S1 0.8862 0.8866

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

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