CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 0.9007 0.8995 -0.0013 -0.1% 0.9070
High 0.9036 0.9051 0.0015 0.2% 0.9074
Low 0.8997 0.8969 -0.0028 -0.3% 0.8953
Close 0.9005 0.9043 0.0038 0.4% 0.9005
Range 0.0039 0.0082 0.0043 111.7% 0.0121
ATR 0.0080 0.0080 0.0000 0.2% 0.0000
Volume 127 176 49 38.6% 432
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9265 0.9235 0.9087
R3 0.9184 0.9154 0.9065
R2 0.9102 0.9102 0.9057
R1 0.9072 0.9072 0.9050 0.9087
PP 0.9021 0.9021 0.9021 0.9028
S1 0.8991 0.8991 0.9035 0.9006
S2 0.8939 0.8939 0.9028
S3 0.8858 0.8909 0.9020
S4 0.8776 0.8828 0.8998
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9373 0.9310 0.9071
R3 0.9252 0.9189 0.9038
R2 0.9131 0.9131 0.9027
R1 0.9068 0.9068 0.9016 0.9039
PP 0.9010 0.9010 0.9010 0.8996
S1 0.8947 0.8947 0.8993 0.8918
S2 0.8889 0.8889 0.8982
S3 0.8768 0.8826 0.8971
S4 0.8647 0.8705 0.8938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9074 0.8953 0.0121 1.3% 0.0064 0.7% 74% False False 105
10 0.9235 0.8953 0.0282 3.1% 0.0069 0.8% 32% False False 84
20 0.9401 0.8953 0.0448 5.0% 0.0069 0.8% 20% False False 65
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 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9397
2.618 0.9264
1.618 0.9182
1.000 0.9132
0.618 0.9101
HIGH 0.9051
0.618 0.9019
0.500 0.9010
0.382 0.9000
LOW 0.8969
0.618 0.8919
1.000 0.8888
1.618 0.8837
2.618 0.8756
4.250 0.8623
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 0.9032 0.9029
PP 0.9021 0.9015
S1 0.9010 0.9002

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

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