CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 0.8867 0.8911 0.0044 0.5% 0.8910
High 0.8931 0.9018 0.0088 1.0% 0.8958
Low 0.8865 0.8897 0.0032 0.4% 0.8854
Close 0.8908 0.9012 0.0104 1.2% 0.8869
Range 0.0066 0.0122 0.0056 85.5% 0.0104
ATR 0.0047 0.0052 0.0005 11.3% 0.0000
Volume 176,590 253,607 77,017 43.6% 443,550
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9340 0.9298 0.9079
R3 0.9219 0.9176 0.9045
R2 0.9097 0.9097 0.9034
R1 0.9055 0.9055 0.9023 0.9076
PP 0.8976 0.8976 0.8976 0.8986
S1 0.8933 0.8933 0.9001 0.8954
S2 0.8854 0.8854 0.8990
S3 0.8733 0.8812 0.8979
S4 0.8611 0.8690 0.8945
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 0.9018 0.8850 0.0169 1.9% 0.0061 0.7% 96% True False 152,925
10 0.9018 0.8850 0.0169 1.9% 0.0051 0.6% 96% True False 120,090
20 0.9018 0.8841 0.0178 2.0% 0.0048 0.5% 97% True False 105,216
40 0.9073 0.8841 0.0233 2.6% 0.0053 0.6% 74% False False 55,783
60 0.9073 0.8783 0.0291 3.2% 0.0053 0.6% 79% False False 37,275
80 0.9074 0.8783 0.0291 3.2% 0.0052 0.6% 79% False False 28,003
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 0.0008
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9336
1.618 0.9215
1.000 0.9140
0.618 0.9093
HIGH 0.9018
0.618 0.8972
0.500 0.8957
0.382 0.8943
LOW 0.8897
0.618 0.8821
1.000 0.8775
1.618 0.8700
2.618 0.8578
4.250 0.8380
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 0.8994 0.8986
PP 0.8976 0.8960
S1 0.8957 0.8934

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

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