CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 0.9644 0.9700 0.0057 0.6% 0.9616
High 0.9680 0.9728 0.0048 0.5% 0.9728
Low 0.9640 0.9697 0.0057 0.6% 0.9579
Close 0.9654 0.9728 0.0075 0.8% 0.9728
Range 0.0040 0.0031 -0.0009 -22.5% 0.0149
ATR 0.0049 0.0050 0.0002 3.8% 0.0000
Volume 5 4 -1 -20.0% 68
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9811 0.9800 0.9745
R3 0.9780 0.9769 0.9737
R2 0.9749 0.9749 0.9734
R1 0.9738 0.9738 0.9731 0.9744
PP 0.9718 0.9718 0.9718 0.9720
S1 0.9707 0.9707 0.9725 0.9713
S2 0.9687 0.9687 0.9722
S3 0.9656 0.9676 0.9719
S4 0.9625 0.9645 0.9711
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0125 1.0076 0.9810
R3 0.9976 0.9927 0.9769
R2 0.9827 0.9827 0.9755
R1 0.9778 0.9778 0.9742 0.9803
PP 0.9678 0.9678 0.9678 0.9691
S1 0.9629 0.9629 0.9714 0.9654
S2 0.9529 0.9529 0.9701
S3 0.9380 0.9480 0.9687
S4 0.9231 0.9331 0.9646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9728 0.9579 0.0149 1.5% 0.0022 0.2% 100% True False 13
10 0.9728 0.9527 0.0201 2.1% 0.0019 0.2% 100% True False 11
20 0.9728 0.9493 0.0236 2.4% 0.0024 0.2% 100% True False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9860
2.618 0.9809
1.618 0.9778
1.000 0.9759
0.618 0.9747
HIGH 0.9728
0.618 0.9716
0.500 0.9713
0.382 0.9709
LOW 0.9697
0.618 0.9678
1.000 0.9666
1.618 0.9647
2.618 0.9616
4.250 0.9565
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 0.9723 0.9706
PP 0.9718 0.9685
S1 0.9713 0.9663

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

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