CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 02-Jan-2018

Day Change Summary
	Previous	Current
	29-Dec-2017	02-Jan-2018	Change	Change %	Previous Week
Open	0.8892	0.8910	0.0018	0.2%	0.8879
High	0.8925	0.8958	0.0033	0.4%	0.8925
Low	0.8885	0.8899	0.0014	0.2%	0.8862
Close	0.8914	0.8941	0.0027	0.3%	0.8914
Range	0.0040	0.0059	0.0019	47.5%	0.0063
ATR	0.0048	0.0048	0.0001	1.7%	0.0000
Volume	80,513	96,808	16,295	20.2%	279,283

Daily Pivots for day following 02-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9109	0.9084	0.8973
R3	0.9050	0.9025	0.8957
R2	0.8991	0.8991	0.8951
R1	0.8966	0.8966	0.8946	0.8979
PP	0.8932	0.8932	0.8932	0.8939
S1	0.8907	0.8907	0.8935	0.8920
S2	0.8873	0.8873	0.8930
S3	0.8814	0.8848	0.8924
S4	0.8755	0.8789	0.8908

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	0.8958	0.8862	0.0096	1.1%	0.0040	0.4%	82%	True	False	75,218
10	0.8958	0.8847	0.0111	1.2%	0.0039	0.4%	85%	True	False	82,875
20	0.8981	0.8841	0.0141	1.6%	0.0046	0.5%	71%	False	False	67,653
40	0.9073	0.8783	0.0291	3.2%	0.0052	0.6%	54%	False	False	34,343
60	0.9073	0.8783	0.0291	3.2%	0.0051	0.6%	54%	False	False	22,973
80	0.9401	0.8783	0.0618	6.9%	0.0054	0.6%	26%	False	False	17,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9208
2.618	0.9112
1.618	0.9053
1.000	0.9017
0.618	0.8994
HIGH	0.8958
0.618	0.8935
0.500	0.8928
0.382	0.8921
LOW	0.8899
0.618	0.8862
1.000	0.8840
1.618	0.8803
2.618	0.8744
4.250	0.8648

Fisher Pivots for day following 02-Jan-2018
Pivot	1 day	3 day
R1	0.8936	0.8930
PP	0.8932	0.8920
S1	0.8928	0.8910

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