CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 0.9070 0.9047 -0.0023 -0.3% 0.9311
High 0.9072 0.9074 0.0002 0.0% 0.9312
Low 0.9039 0.9021 -0.0018 -0.2% 0.9070
Close 0.9055 0.9052 -0.0003 0.0% 0.9102
Range 0.0034 0.0053 0.0020 58.2% 0.0242
ATR 0.0084 0.0082 -0.0002 -2.6% 0.0000
Volume 79 42 -37 -46.8% 260
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9208 0.9183 0.9081
R3 0.9155 0.9130 0.9067
R2 0.9102 0.9102 0.9062
R1 0.9077 0.9077 0.9057 0.9089
PP 0.9049 0.9049 0.9049 0.9055
S1 0.9024 0.9024 0.9047 0.9036
S2 0.8996 0.8996 0.9042
S3 0.8943 0.8971 0.9037
S4 0.8890 0.8918 0.9023
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 0.9204 0.9021 0.0184 2.0% 0.0070 0.8% 17% False True 70
10 0.9401 0.9021 0.0380 4.2% 0.0068 0.8% 8% False True 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9299
2.618 0.9212
1.618 0.9159
1.000 0.9127
0.618 0.9106
HIGH 0.9074
0.618 0.9053
0.500 0.9047
0.382 0.9041
LOW 0.9021
0.618 0.8988
1.000 0.8968
1.618 0.8935
2.618 0.8882
4.250 0.8795
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 0.9050 0.9112
PP 0.9049 0.9092
S1 0.9047 0.9072

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

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