CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 0.9007 0.9019 0.0012 0.1% 0.8871
High 0.9036 0.9046 0.0010 0.1% 0.9046
Low 0.8969 0.8982 0.0014 0.2% 0.8850
Close 0.9033 0.9035 0.0002 0.0% 0.9035
Range 0.0068 0.0064 -0.0004 -5.9% 0.0196
ATR 0.0054 0.0054 0.0001 1.3% 0.0000
Volume 185,700 198,461 12,761 6.9% 896,099
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9211 0.9186 0.9069
R3 0.9148 0.9123 0.9052
R2 0.9084 0.9084 0.9046
R1 0.9059 0.9059 0.9040 0.9072
PP 0.9021 0.9021 0.9021 0.9027
S1 0.8996 0.8996 0.9029 0.9008
S2 0.8957 0.8957 0.9023
S3 0.8894 0.8932 0.9017
S4 0.8830 0.8869 0.9000
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9565 0.9496 0.9142
R3 0.9369 0.9300 0.9088
R2 0.9173 0.9173 0.9070
R1 0.9104 0.9104 0.9052 0.9138
PP 0.8977 0.8977 0.8977 0.8994
S1 0.8908 0.8908 0.9017 0.8942
S2 0.8781 0.8781 0.8999
S3 0.8585 0.8712 0.8981
S4 0.8389 0.8516 0.8927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9046 0.8850 0.0196 2.2% 0.0072 0.8% 94% True False 179,219
10 0.9046 0.8850 0.0196 2.2% 0.0057 0.6% 94% True False 142,016
20 0.9046 0.8847 0.0199 2.2% 0.0049 0.5% 94% True False 115,977
40 0.9073 0.8841 0.0233 2.6% 0.0054 0.6% 83% False False 65,372
60 0.9073 0.8783 0.0291 3.2% 0.0054 0.6% 87% False False 43,673
80 0.9073 0.8783 0.0291 3.2% 0.0053 0.6% 87% False False 32,804
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9315
2.618 0.9212
1.618 0.9148
1.000 0.9109
0.618 0.9085
HIGH 0.9046
0.618 0.9021
0.500 0.9014
0.382 0.9006
LOW 0.8982
0.618 0.8943
1.000 0.8919
1.618 0.8879
2.618 0.8816
4.250 0.8712
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 0.9028 0.9013
PP 0.9021 0.8992
S1 0.9014 0.8971

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

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