CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 0.8965 0.9049 0.0084 0.9% 0.8978
High 0.9052 0.9058 0.0006 0.1% 0.9058
Low 0.8959 0.9016 0.0057 0.6% 0.8930
Close 0.9052 0.9017 -0.0035 -0.4% 0.9017
Range 0.0093 0.0042 -0.0052 -55.4% 0.0128
ATR 0.0058 0.0056 -0.0001 -2.0% 0.0000
Volume 911 764 -147 -16.1% 2,093
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9155 0.9127 0.9040
R3 0.9113 0.9086 0.9028
R2 0.9072 0.9072 0.9025
R1 0.9044 0.9044 0.9021 0.9037
PP 0.9030 0.9030 0.9030 0.9027
S1 0.9003 0.9003 0.9013 0.8996
S2 0.8989 0.8989 0.9009
S3 0.8947 0.8961 0.9006
S4 0.8906 0.8920 0.8994
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9384 0.9328 0.9087
R3 0.9257 0.9201 0.9052
R2 0.9129 0.9129 0.9040
R1 0.9073 0.9073 0.9029 0.9101
PP 0.9002 0.9002 0.9002 0.9016
S1 0.8946 0.8946 0.9005 0.8974
S2 0.8874 0.8874 0.8994
S3 0.8747 0.8818 0.8982
S4 0.8619 0.8691 0.8947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9058 0.8898 0.0160 1.8% 0.0065 0.7% 75% True False 492
10 0.9058 0.8842 0.0216 2.4% 0.0054 0.6% 81% True False 365
20 0.9058 0.8783 0.0275 3.0% 0.0054 0.6% 85% True False 324
40 0.9058 0.8783 0.0275 3.0% 0.0050 0.6% 85% True False 293
60 0.9401 0.8783 0.0618 6.9% 0.0056 0.6% 38% False False 220
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9234
2.618 0.9166
1.618 0.9125
1.000 0.9099
0.618 0.9083
HIGH 0.9058
0.618 0.9042
0.500 0.9037
0.382 0.9032
LOW 0.9016
0.618 0.8990
1.000 0.8975
1.618 0.8949
2.618 0.8907
4.250 0.8840
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 0.9037 0.9010
PP 0.9030 0.9002
S1 0.9024 0.8995

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

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