CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 09-Jan-2018

Day Change Summary
	Previous	Current
	08-Jan-2018	09-Jan-2018	Change	Change %	Previous Week
Open	0.8871	0.8867	-0.0004	0.0%	0.8910
High	0.8889	0.8931	0.0042	0.5%	0.8958
Low	0.8850	0.8865	0.0016	0.2%	0.8854
Close	0.8874	0.8908	0.0034	0.4%	0.8869
Range	0.0040	0.0066	0.0026	65.8%	0.0104
ATR	0.0046	0.0047	0.0001	3.1%	0.0000
Volume	81,741	176,590	94,849	116.0%	443,550

Daily Pivots for day following 09-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9098	0.9069	0.8945
R3	0.9032	0.9003	0.8927
R2	0.8967	0.8967	0.8921
R1	0.8938	0.8938	0.8915	0.8952
PP	0.8901	0.8901	0.8901	0.8909
S1	0.8872	0.8872	0.8902	0.8887
S2	0.8836	0.8836	0.8896
S3	0.8770	0.8807	0.8890
S4	0.8705	0.8741	0.8872

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	0.8948	0.8850	0.0098	1.1%	0.0043	0.5%	60%	False	False	121,014
10	0.8958	0.8850	0.0108	1.2%	0.0042	0.5%	55%	False	False	98,116
20	0.8978	0.8841	0.0137	1.5%	0.0044	0.5%	50%	False	False	94,788
40	0.9073	0.8841	0.0233	2.6%	0.0051	0.6%	29%	False	False	49,446
60	0.9073	0.8783	0.0291	3.3%	0.0052	0.6%	43%	False	False	33,049
80	0.9204	0.8783	0.0422	4.7%	0.0052	0.6%	30%	False	False	24,834

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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9209
2.618	0.9102
1.618	0.9036
1.000	0.8996
0.618	0.8971
HIGH	0.8931
0.618	0.8905
0.500	0.8898
0.382	0.8890
LOW	0.8865
0.618	0.8825
1.000	0.8800
1.618	0.8759
2.618	0.8694
4.250	0.8587

Fisher Pivots for day following 09-Jan-2018
Pivot	1 day	3 day
R1	0.8905	0.8902
PP	0.8901	0.8896
S1	0.8898	0.8890

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