CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 29-Dec-2017

Day Change Summary
	Previous	Current
	28-Dec-2017	29-Dec-2017	Change	Change %	Previous Week
Open	0.8871	0.8892	0.0021	0.2%	0.8879
High	0.8911	0.8925	0.0014	0.2%	0.8925
Low	0.8862	0.8885	0.0023	0.3%	0.8862
Close	0.8894	0.8914	0.0020	0.2%	0.8914
Range	0.0049	0.0040	-0.0009	-17.5%	0.0063
ATR	0.0048	0.0048	-0.0001	-1.2%	0.0000
Volume	78,456	80,513	2,057	2.6%	279,283

Daily Pivots for day following 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9028	0.9011	0.8936
R3	0.8988	0.8971	0.8925
R2	0.8948	0.8948	0.8921
R1	0.8931	0.8931	0.8918	0.8939
PP	0.8908	0.8908	0.8908	0.8912
S1	0.8891	0.8891	0.8910	0.8899
S2	0.8868	0.8868	0.8907
S3	0.8828	0.8851	0.8903
S4	0.8788	0.8811	0.8892

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9088	0.9063	0.8948
R3	0.9025	0.9001	0.8931
R2	0.8963	0.8963	0.8925
R1	0.8938	0.8938	0.8920	0.8951
PP	0.8900	0.8900	0.8900	0.8906
S1	0.8876	0.8876	0.8908	0.8888
S2	0.8838	0.8838	0.8903
S3	0.8775	0.8813	0.8897
S4	0.8713	0.8751	0.8880

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8925	0.8862	0.0063	0.7%	0.0032	0.4%	83%	True	False	70,124
10	0.8978	0.8847	0.0131	1.5%	0.0038	0.4%	51%	False	False	89,213
20	0.9023	0.8841	0.0183	2.0%	0.0048	0.5%	40%	False	False	63,212
40	0.9073	0.8783	0.0291	3.3%	0.0052	0.6%	45%	False	False	31,960
60	0.9073	0.8783	0.0291	3.3%	0.0051	0.6%	45%	False	False	21,397
80	0.9401	0.8783	0.0618	6.9%	0.0054	0.6%	21%	False	False	16,064

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9095
2.618	0.9029
1.618	0.8989
1.000	0.8965
0.618	0.8949
HIGH	0.8925
0.618	0.8909
0.500	0.8905
0.382	0.8900
LOW	0.8885
0.618	0.8860
1.000	0.8845
1.618	0.8820
2.618	0.8780
4.250	0.8715

Fisher Pivots for day following 29-Dec-2017
Pivot	1 day	3 day
R1	0.8911	0.8907
PP	0.8908	0.8900
S1	0.8905	0.8893

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols