CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 0.9125 0.9151 0.0027 0.3% 0.9311
High 0.9161 0.9204 0.0043 0.5% 0.9312
Low 0.9095 0.9070 -0.0025 -0.3% 0.9070
Close 0.9128 0.9102 -0.0026 -0.3% 0.9102
Range 0.0067 0.0135 0.0068 102.3% 0.0242
ATR 0.0082 0.0085 0.0004 4.6% 0.0000
Volume 214 16 -198 -92.5% 260
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9529 0.9450 0.9175
R3 0.9394 0.9315 0.9138
R2 0.9260 0.9260 0.9126
R1 0.9181 0.9181 0.9114 0.9153
PP 0.9125 0.9125 0.9125 0.9111
S1 0.9046 0.9046 0.9089 0.9018
S2 0.8991 0.8991 0.9077
S3 0.8856 0.8912 0.9065
S4 0.8722 0.8777 0.9028
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9887 0.9736 0.9235
R3 0.9645 0.9494 0.9168
R2 0.9403 0.9403 0.9146
R1 0.9252 0.9252 0.9124 0.9207
PP 0.9161 0.9161 0.9161 0.9138
S1 0.9010 0.9010 0.9079 0.8965
S2 0.8919 0.8919 0.9057
S3 0.8677 0.8768 0.9035
S4 0.8435 0.8526 0.8968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9312 0.9070 0.0242 2.7% 0.0085 0.9% 13% False True 52
10 0.9401 0.9070 0.0331 3.6% 0.0076 0.8% 10% False True 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9776
2.618 0.9556
1.618 0.9422
1.000 0.9339
0.618 0.9287
HIGH 0.9204
0.618 0.9153
0.500 0.9137
0.382 0.9121
LOW 0.9070
0.618 0.8986
1.000 0.8935
1.618 0.8852
2.618 0.8717
4.250 0.8498
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 0.9137 0.9137
PP 0.9125 0.9125
S1 0.9113 0.9113

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

View Archives - Comment on this page... - Back to Index of Symbols