CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 0.8944 0.8965 0.0021 0.2% 0.8858
High 0.8969 0.9052 0.0084 0.9% 0.8991
Low 0.8932 0.8959 0.0027 0.3% 0.8842
Close 0.8950 0.9052 0.0102 1.1% 0.8976
Range 0.0037 0.0093 0.0057 154.8% 0.0149
ATR 0.0054 0.0058 0.0003 6.3% 0.0000
Volume 206 911 705 342.2% 1,442
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9300 0.9269 0.9103
R3 0.9207 0.9176 0.9078
R2 0.9114 0.9114 0.9069
R1 0.9083 0.9083 0.9061 0.9099
PP 0.9021 0.9021 0.9021 0.9029
S1 0.8990 0.8990 0.9043 0.9006
S2 0.8928 0.8928 0.9035
S3 0.8835 0.8897 0.9026
S4 0.8742 0.8804 0.9001
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9383 0.9329 0.9058
R3 0.9234 0.9180 0.9017
R2 0.9085 0.9085 0.9003
R1 0.9031 0.9031 0.8990 0.9058
PP 0.8936 0.8936 0.8936 0.8950
S1 0.8882 0.8882 0.8962 0.8909
S2 0.8787 0.8787 0.8949
S3 0.8638 0.8733 0.8935
S4 0.8489 0.8584 0.8894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9052 0.8885 0.0167 1.8% 0.0065 0.7% 100% True False 360
10 0.9052 0.8831 0.0221 2.4% 0.0057 0.6% 100% True False 326
20 0.9052 0.8783 0.0270 3.0% 0.0054 0.6% 100% True False 293
40 0.9052 0.8783 0.0270 3.0% 0.0051 0.6% 100% True False 275
60 0.9401 0.8783 0.0618 6.8% 0.0057 0.6% 44% False False 207
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9447
2.618 0.9295
1.618 0.9202
1.000 0.9145
0.618 0.9109
HIGH 0.9052
0.618 0.9016
0.500 0.9006
0.382 0.8995
LOW 0.8959
0.618 0.8902
1.000 0.8866
1.618 0.8809
2.618 0.8716
4.250 0.8564
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 0.9037 0.9032
PP 0.9021 0.9011
S1 0.9006 0.8991

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

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