CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 0.8942 0.8959 0.0017 0.2% 0.8995
High 0.8948 0.8976 0.0029 0.3% 0.9051
Low 0.8914 0.8935 0.0022 0.2% 0.8912
Close 0.8931 0.8944 0.0013 0.2% 0.8967
Range 0.0034 0.0041 0.0007 20.6% 0.0139
ATR 0.0071 0.0069 -0.0002 -2.6% 0.0000
Volume 50 116 66 132.0% 344
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 0.9075 0.9051 0.8967
R3 0.9034 0.9010 0.8956
R2 0.8993 0.8993 0.8952
R1 0.8969 0.8969 0.8948 0.8960
PP 0.8952 0.8952 0.8952 0.8948
S1 0.8928 0.8928 0.8941 0.8919
S2 0.8911 0.8911 0.8937
S3 0.8870 0.8887 0.8933
S4 0.8829 0.8846 0.8922
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9318 0.9043
R3 0.9253 0.9179 0.9005
R2 0.9115 0.9115 0.8992
R1 0.9041 0.9041 0.8979 0.9009
PP 0.8976 0.8976 0.8976 0.8960
S1 0.8902 0.8902 0.8954 0.8870
S2 0.8838 0.8838 0.8941
S3 0.8699 0.8764 0.8928
S4 0.8561 0.8625 0.8890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8988 0.8912 0.0076 0.8% 0.0044 0.5% 43% False False 50
10 0.9051 0.8912 0.0139 1.5% 0.0053 0.6% 23% False False 79
20 0.9401 0.8912 0.0489 5.5% 0.0062 0.7% 7% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9150
2.618 0.9083
1.618 0.9042
1.000 0.9017
0.618 0.9001
HIGH 0.8976
0.618 0.8960
0.500 0.8956
0.382 0.8951
LOW 0.8935
0.618 0.8910
1.000 0.8894
1.618 0.8869
2.618 0.8828
4.250 0.8761
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 0.8956 0.8945
PP 0.8952 0.8945
S1 0.8948 0.8945

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

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