CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 0.8995 0.9041 0.0046 0.5% 0.9070
High 0.9051 0.9049 -0.0002 0.0% 0.9074
Low 0.8969 0.8976 0.0007 0.1% 0.8953
Close 0.9043 0.8997 -0.0046 -0.5% 0.9005
Range 0.0082 0.0073 -0.0009 -10.4% 0.0121
ATR 0.0080 0.0079 0.0000 -0.6% 0.0000
Volume 176 34 -142 -80.7% 432
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9226 0.9185 0.9037
R3 0.9153 0.9112 0.9017
R2 0.9080 0.9080 0.9010
R1 0.9039 0.9039 0.9004 0.9023
PP 0.9007 0.9007 0.9007 0.8999
S1 0.8966 0.8966 0.8990 0.8950
S2 0.8934 0.8934 0.8984
S3 0.8861 0.8893 0.8977
S4 0.8788 0.8820 0.8957
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 0.9071 0.8953 0.0118 1.3% 0.0068 0.8% 38% False False 104
10 0.9204 0.8953 0.0252 2.8% 0.0069 0.8% 18% False False 87
20 0.9401 0.8953 0.0448 5.0% 0.0072 0.8% 10% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9359
2.618 0.9240
1.618 0.9167
1.000 0.9122
0.618 0.9094
HIGH 0.9049
0.618 0.9021
0.500 0.9012
0.382 0.9003
LOW 0.8976
0.618 0.8930
1.000 0.8903
1.618 0.8857
2.618 0.8784
4.250 0.8665
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 0.9012 0.9010
PP 0.9007 0.9006
S1 0.9002 0.9001

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

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