CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 0.9047 0.9041 -0.0006 -0.1% 0.9311
High 0.9074 0.9071 -0.0003 0.0% 0.9312
Low 0.9021 0.8969 -0.0052 -0.6% 0.9070
Close 0.9052 0.8983 -0.0070 -0.8% 0.9102
Range 0.0053 0.0102 0.0049 92.5% 0.0242
ATR 0.0082 0.0083 0.0001 1.8% 0.0000
Volume 42 47 5 11.9% 260
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9313 0.9250 0.9039
R3 0.9211 0.9148 0.9011
R2 0.9109 0.9109 0.9001
R1 0.9046 0.9046 0.8992 0.9027
PP 0.9007 0.9007 0.9007 0.8998
S1 0.8944 0.8944 0.8973 0.8925
S2 0.8905 0.8905 0.8964
S3 0.8803 0.8842 0.8954
S4 0.8701 0.8740 0.8926
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 0.8969 0.0236 2.6% 0.0078 0.9% 6% False True 79
10 0.9401 0.8969 0.0432 4.8% 0.0072 0.8% 3% False True 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9504
2.618 0.9338
1.618 0.9236
1.000 0.9173
0.618 0.9134
HIGH 0.9071
0.618 0.9032
0.500 0.9020
0.382 0.9007
LOW 0.8969
0.618 0.8905
1.000 0.8867
1.618 0.8803
2.618 0.8701
4.250 0.8535
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 0.9020 0.9021
PP 0.9007 0.9008
S1 0.8995 0.8995

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

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