CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 0.8917 0.8897 -0.0020 -0.2% 0.8910
High 0.8921 0.8902 -0.0019 -0.2% 0.8958
Low 0.8891 0.8854 -0.0037 -0.4% 0.8854
Close 0.8900 0.8869 -0.0032 -0.4% 0.8869
Range 0.0030 0.0048 0.0019 62.7% 0.0104
ATR 0.0046 0.0046 0.0000 0.3% 0.0000
Volume 115,618 137,073 21,455 18.6% 443,550
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9019 0.8992 0.8895
R3 0.8971 0.8944 0.8882
R2 0.8923 0.8923 0.8877
R1 0.8896 0.8896 0.8873 0.8885
PP 0.8875 0.8875 0.8875 0.8870
S1 0.8848 0.8848 0.8864 0.8837
S2 0.8827 0.8827 0.8860
S3 0.8779 0.8800 0.8855
S4 0.8731 0.8752 0.8842
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9204 0.9140 0.8925
R3 0.9100 0.9036 0.8897
R2 0.8997 0.8997 0.8887
R1 0.8933 0.8933 0.8878 0.8913
PP 0.8893 0.8893 0.8893 0.8884
S1 0.8829 0.8829 0.8859 0.8810
S2 0.8790 0.8790 0.8850
S3 0.8686 0.8726 0.8840
S4 0.8583 0.8622 0.8812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8958 0.8854 0.0104 1.2% 0.0042 0.5% 14% False True 104,812
10 0.8958 0.8847 0.0111 1.2% 0.0036 0.4% 19% False False 87,818
20 0.8978 0.8841 0.0137 1.5% 0.0044 0.5% 20% False False 83,401
40 0.9073 0.8831 0.0242 2.7% 0.0051 0.6% 15% False False 43,002
60 0.9073 0.8783 0.0291 3.3% 0.0051 0.6% 30% False False 28,745
80 0.9204 0.8783 0.0422 4.8% 0.0053 0.6% 20% False False 21,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9106
2.618 0.9028
1.618 0.8980
1.000 0.8950
0.618 0.8932
HIGH 0.8902
0.618 0.8884
0.500 0.8878
0.382 0.8872
LOW 0.8854
0.618 0.8824
1.000 0.8806
1.618 0.8776
2.618 0.8728
4.250 0.8650
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 0.8878 0.8901
PP 0.8875 0.8890
S1 0.8872 0.8879

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

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