CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 0.9049 0.9016 -0.0033 -0.4% 0.8978
High 0.9058 0.9073 0.0016 0.2% 0.9058
Low 0.9016 0.9010 -0.0007 -0.1% 0.8930
Close 0.9017 0.9063 0.0046 0.5% 0.9017
Range 0.0042 0.0064 0.0022 53.0% 0.0128
ATR 0.0056 0.0057 0.0001 0.9% 0.0000
Volume 764 1,492 728 95.3% 2,093
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9239 0.9214 0.9098
R3 0.9175 0.9151 0.9080
R2 0.9112 0.9112 0.9075
R1 0.9087 0.9087 0.9069 0.9100
PP 0.9048 0.9048 0.9048 0.9055
S1 0.9024 0.9024 0.9057 0.9036
S2 0.8985 0.8985 0.9051
S3 0.8921 0.8960 0.9046
S4 0.8858 0.8897 0.9028
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9384 0.9328 0.9087
R3 0.9257 0.9201 0.9052
R2 0.9129 0.9129 0.9040
R1 0.9073 0.9073 0.9029 0.9101
PP 0.9002 0.9002 0.9002 0.9016
S1 0.8946 0.8946 0.9005 0.8974
S2 0.8874 0.8874 0.8994
S3 0.8747 0.8818 0.8982
S4 0.8619 0.8691 0.8947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9073 0.8930 0.0143 1.6% 0.0059 0.7% 93% True False 717
10 0.9073 0.8842 0.0232 2.6% 0.0058 0.6% 96% True False 502
20 0.9073 0.8783 0.0291 3.2% 0.0054 0.6% 97% True False 389
40 0.9073 0.8783 0.0291 3.2% 0.0051 0.6% 97% True False 330
60 0.9401 0.8783 0.0618 6.8% 0.0056 0.6% 45% False False 243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9343
2.618 0.9239
1.618 0.9176
1.000 0.9137
0.618 0.9112
HIGH 0.9073
0.618 0.9049
0.500 0.9041
0.382 0.9034
LOW 0.9010
0.618 0.8970
1.000 0.8946
1.618 0.8907
2.618 0.8843
4.250 0.8740
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 0.9056 0.9047
PP 0.9048 0.9032
S1 0.9041 0.9016

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

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