CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 0.8853 0.8857 0.0004 0.0% 0.8925
High 0.8881 0.8871 -0.0010 -0.1% 0.8981
Low 0.8847 0.8841 -0.0007 -0.1% 0.8856
Close 0.8859 0.8855 -0.0005 -0.1% 0.8861
Range 0.0034 0.0031 -0.0003 -9.0% 0.0126
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume 45,044 55,187 10,143 22.5% 62,381
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8947 0.8931 0.8871
R3 0.8916 0.8901 0.8863
R2 0.8886 0.8886 0.8860
R1 0.8870 0.8870 0.8857 0.8863
PP 0.8855 0.8855 0.8855 0.8852
S1 0.8840 0.8840 0.8852 0.8832
S2 0.8825 0.8825 0.8849
S3 0.8794 0.8809 0.8846
S4 0.8764 0.8779 0.8838
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9276 0.9194 0.8930
R3 0.9150 0.9068 0.8896
R2 0.9025 0.9025 0.8884
R1 0.8943 0.8943 0.8873 0.8921
PP 0.8899 0.8899 0.8899 0.8888
S1 0.8817 0.8817 0.8849 0.8796
S2 0.8774 0.8774 0.8838
S3 0.8648 0.8692 0.8826
S4 0.8523 0.8566 0.8792
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8981 0.8841 0.0141 1.6% 0.0045 0.5% 10% False True 28,659
10 0.9029 0.8841 0.0188 2.1% 0.0056 0.6% 7% False True 17,669
20 0.9073 0.8841 0.0233 2.6% 0.0058 0.7% 6% False True 9,100
40 0.9073 0.8783 0.0291 3.3% 0.0055 0.6% 25% False False 4,682
60 0.9074 0.8783 0.0291 3.3% 0.0053 0.6% 25% False False 3,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.9001
2.618 0.8951
1.618 0.8920
1.000 0.8902
0.618 0.8890
HIGH 0.8871
0.618 0.8859
0.500 0.8856
0.382 0.8852
LOW 0.8841
0.618 0.8822
1.000 0.8810
1.618 0.8791
2.618 0.8761
4.250 0.8711
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 0.8856 0.8868
PP 0.8855 0.8863
S1 0.8855 0.8859

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

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