CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 0.9041 0.8969 -0.0072 -0.8% 0.9311
High 0.9071 0.8997 -0.0074 -0.8% 0.9312
Low 0.8969 0.8953 -0.0016 -0.2% 0.9070
Close 0.8983 0.8962 -0.0020 -0.2% 0.9102
Range 0.0102 0.0044 -0.0058 -56.9% 0.0242
ATR 0.0083 0.0080 -0.0003 -3.4% 0.0000
Volume 47 137 90 191.5% 260
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9102 0.9076 0.8987
R3 0.9058 0.9032 0.8975
R2 0.9014 0.9014 0.8971
R1 0.8988 0.8988 0.8967 0.8979
PP 0.8970 0.8970 0.8970 0.8966
S1 0.8944 0.8944 0.8958 0.8935
S2 0.8926 0.8926 0.8954
S3 0.8882 0.8900 0.8950
S4 0.8838 0.8856 0.8938
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 0.8953 0.0252 2.8% 0.0073 0.8% 4% False True 64
10 0.9401 0.8953 0.0448 5.0% 0.0071 0.8% 2% False True 57
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9184
2.618 0.9112
1.618 0.9068
1.000 0.9041
0.618 0.9024
HIGH 0.8997
0.618 0.8980
0.500 0.8975
0.382 0.8969
LOW 0.8953
0.618 0.8925
1.000 0.8909
1.618 0.8881
2.618 0.8837
4.250 0.8766
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 0.8975 0.9013
PP 0.8970 0.8996
S1 0.8966 0.8979

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

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