CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 0.9016 0.9060 0.0044 0.5% 0.8978
High 0.9073 0.9068 -0.0005 -0.1% 0.9058
Low 0.9010 0.9015 0.0006 0.1% 0.8930
Close 0.9063 0.9016 -0.0047 -0.5% 0.9017
Range 0.0064 0.0053 -0.0011 -16.5% 0.0128
ATR 0.0057 0.0057 0.0000 -0.5% 0.0000
Volume 1,492 482 -1,010 -67.7% 2,093
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 0.9192 0.9157 0.9045
R3 0.9139 0.9104 0.9031
R2 0.9086 0.9086 0.9026
R1 0.9051 0.9051 0.9021 0.9042
PP 0.9033 0.9033 0.9033 0.9029
S1 0.8998 0.8998 0.9011 0.8989
S2 0.8980 0.8980 0.9006
S3 0.8927 0.8945 0.9001
S4 0.8874 0.8892 0.8987
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 0.9073 0.8932 0.0141 1.6% 0.0058 0.6% 60% False False 771
10 0.9073 0.8842 0.0232 2.6% 0.0060 0.7% 75% False False 531
20 0.9073 0.8783 0.0291 3.2% 0.0054 0.6% 80% False False 411
40 0.9073 0.8783 0.0291 3.2% 0.0051 0.6% 80% False False 342
60 0.9401 0.8783 0.0618 6.9% 0.0056 0.6% 38% False False 251
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 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 0.9293
2.618 0.9207
1.618 0.9154
1.000 0.9121
0.618 0.9101
HIGH 0.9068
0.618 0.9048
0.500 0.9042
0.382 0.9035
LOW 0.9015
0.618 0.8982
1.000 0.8962
1.618 0.8929
2.618 0.8876
4.250 0.8790
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 0.9042 0.9041
PP 0.9033 0.9033
S1 0.9025 0.9024

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

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