CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 0.8911 0.9007 0.0097 1.1% 0.8910
High 0.9018 0.9036 0.0018 0.2% 0.8958
Low 0.8897 0.8969 0.0072 0.8% 0.8854
Close 0.9012 0.9033 0.0021 0.2% 0.8869
Range 0.0122 0.0068 -0.0054 -44.4% 0.0104
ATR 0.0052 0.0054 0.0001 2.0% 0.0000
Volume 253,607 185,700 -67,907 -26.8% 443,550
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9215 0.9192 0.9070
R3 0.9148 0.9124 0.9052
R2 0.9080 0.9080 0.9045
R1 0.9057 0.9057 0.9039 0.9068
PP 0.9013 0.9013 0.9013 0.9018
S1 0.8989 0.8989 0.9027 0.9001
S2 0.8945 0.8945 0.9021
S3 0.8878 0.8922 0.9014
S4 0.8810 0.8854 0.8996
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 0.9036 0.8850 0.0187 2.1% 0.0068 0.8% 98% True False 166,942
10 0.9036 0.8850 0.0187 2.1% 0.0055 0.6% 98% True False 130,015
20 0.9036 0.8847 0.0189 2.1% 0.0050 0.6% 98% True False 111,742
40 0.9073 0.8841 0.0233 2.6% 0.0054 0.6% 83% False False 60,421
60 0.9073 0.8783 0.0291 3.2% 0.0053 0.6% 86% False False 40,369
80 0.9074 0.8783 0.0291 3.2% 0.0053 0.6% 86% False False 30,324
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9323
2.618 0.9213
1.618 0.9145
1.000 0.9104
0.618 0.9078
HIGH 0.9036
0.618 0.9010
0.500 0.9002
0.382 0.8994
LOW 0.8969
0.618 0.8927
1.000 0.8901
1.618 0.8859
2.618 0.8792
4.250 0.8682
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 0.9023 0.9006
PP 0.9013 0.8978
S1 0.9002 0.8951

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

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