CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 0.8910 0.8943 0.0034 0.4% 0.8879
High 0.8958 0.8948 -0.0010 -0.1% 0.8925
Low 0.8899 0.8913 0.0015 0.2% 0.8862
Close 0.8941 0.8919 -0.0022 -0.2% 0.8914
Range 0.0059 0.0035 -0.0025 -41.5% 0.0063
ATR 0.0048 0.0047 -0.0001 -2.0% 0.0000
Volume 96,808 94,051 -2,757 -2.8% 279,283
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9030 0.9009 0.8938
R3 0.8996 0.8975 0.8928
R2 0.8961 0.8961 0.8925
R1 0.8940 0.8940 0.8922 0.8933
PP 0.8927 0.8927 0.8927 0.8923
S1 0.8906 0.8906 0.8916 0.8899
S2 0.8892 0.8892 0.8913
S3 0.8858 0.8871 0.8910
S4 0.8823 0.8837 0.8900
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% 0.0042 0.5% 60% False False 87,255
10 0.8958 0.8847 0.0111 1.2% 0.0038 0.4% 65% False False 83,917
20 0.8981 0.8841 0.0141 1.6% 0.0045 0.5% 56% False False 72,001
40 0.9073 0.8783 0.0291 3.3% 0.0052 0.6% 47% False False 36,693
60 0.9073 0.8783 0.0291 3.3% 0.0051 0.6% 47% False False 24,540
80 0.9312 0.8783 0.0529 5.9% 0.0054 0.6% 26% False False 18,449
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9094
2.618 0.9038
1.618 0.9003
1.000 0.8982
0.618 0.8969
HIGH 0.8948
0.618 0.8934
0.500 0.8930
0.382 0.8926
LOW 0.8913
0.618 0.8892
1.000 0.8879
1.618 0.8857
2.618 0.8823
4.250 0.8766
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 0.8930 0.8921
PP 0.8927 0.8920
S1 0.8923 0.8920

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

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