CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 0.9363 0.9311 -0.0052 -0.6% 0.9200
High 0.9401 0.9312 -0.0089 -0.9% 0.9401
Low 0.9347 0.9224 -0.0124 -1.3% 0.9200
Close 0.9364 0.9231 -0.0133 -1.4% 0.9364
Range 0.0054 0.0088 0.0035 64.5% 0.0201
ATR
Volume 5 24 19 380.0% 374
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9519 0.9463 0.9279
R3 0.9431 0.9375 0.9255
R2 0.9343 0.9343 0.9247
R1 0.9287 0.9287 0.9239 0.9271
PP 0.9255 0.9255 0.9255 0.9247
S1 0.9199 0.9199 0.9223 0.9183
S2 0.9167 0.9167 0.9215
S3 0.9079 0.9111 0.9207
S4 0.8991 0.9023 0.9183
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9923 0.9844 0.9474
R3 0.9722 0.9643 0.9419
R2 0.9522 0.9522 0.9400
R1 0.9443 0.9443 0.9382 0.9482
PP 0.9321 0.9321 0.9321 0.9341
S1 0.9242 0.9242 0.9345 0.9282
S2 0.9121 0.9121 0.9327
S3 0.8920 0.9042 0.9308
S4 0.8720 0.8841 0.9253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9401 0.9200 0.0201 2.2% 0.0072 0.8% 15% False False 79
10 0.9401 0.9135 0.0266 2.9% 0.0070 0.8% 36% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9686
2.618 0.9542
1.618 0.9454
1.000 0.9400
0.618 0.9366
HIGH 0.9312
0.618 0.9278
0.500 0.9268
0.382 0.9257
LOW 0.9224
0.618 0.9169
1.000 0.9136
1.618 0.9081
2.618 0.8993
4.250 0.8850
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 0.9268 0.9312
PP 0.9255 0.9285
S1 0.9243 0.9258

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

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