CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 0.9311 0.9200 -0.0111 -1.2% 0.9200
High 0.9312 0.9235 -0.0077 -0.8% 0.9401
Low 0.9224 0.9161 -0.0063 -0.7% 0.9200
Close 0.9231 0.9167 -0.0064 -0.7% 0.9364
Range 0.0088 0.0074 -0.0014 -15.9% 0.0201
ATR
Volume 24 6 -18 -75.0% 374
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9409 0.9362 0.9208
R3 0.9335 0.9288 0.9187
R2 0.9261 0.9261 0.9181
R1 0.9214 0.9214 0.9174 0.9201
PP 0.9187 0.9187 0.9187 0.9181
S1 0.9140 0.9140 0.9160 0.9127
S2 0.9113 0.9113 0.9153
S3 0.9039 0.9066 0.9147
S4 0.8965 0.8992 0.9126
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 0.9161 0.0240 2.6% 0.0067 0.7% 3% False True 34
10 0.9401 0.9135 0.0266 2.9% 0.0075 0.8% 12% False False 47
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9549
2.618 0.9428
1.618 0.9354
1.000 0.9309
0.618 0.9280
HIGH 0.9235
0.618 0.9206
0.500 0.9198
0.382 0.9189
LOW 0.9161
0.618 0.9115
1.000 0.9087
1.618 0.9041
2.618 0.8967
4.250 0.8846
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 0.9198 0.9281
PP 0.9187 0.9243
S1 0.9177 0.9205

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

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