CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 0.9031 0.9084 0.0054 0.6% 0.8871
High 0.9100 0.9104 0.0004 0.0% 0.9046
Low 0.9023 0.9009 -0.0014 -0.2% 0.8850
Close 0.9096 0.9029 -0.0067 -0.7% 0.9035
Range 0.0077 0.0095 0.0018 23.5% 0.0196
ATR 0.0056 0.0059 0.0003 4.9% 0.0000
Volume 247,432 161,671 -85,761 -34.7% 896,099
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9331 0.9274 0.9081
R3 0.9236 0.9180 0.9055
R2 0.9142 0.9142 0.9046
R1 0.9085 0.9085 0.9038 0.9066
PP 0.9047 0.9047 0.9047 0.9038
S1 0.8991 0.8991 0.9020 0.8972
S2 0.8953 0.8953 0.9012
S3 0.8858 0.8896 0.9003
S4 0.8764 0.8802 0.8977
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 0.9104 0.8897 0.0207 2.3% 0.0085 0.9% 64% True False 209,374
10 0.9104 0.8850 0.0254 2.8% 0.0064 0.7% 71% True False 165,194
20 0.9104 0.8847 0.0257 2.8% 0.0051 0.6% 71% True False 124,034
40 0.9104 0.8841 0.0263 2.9% 0.0056 0.6% 72% True False 75,588
60 0.9104 0.8783 0.0321 3.6% 0.0055 0.6% 77% True False 50,476
80 0.9104 0.8783 0.0321 3.6% 0.0053 0.6% 77% True False 37,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9505
2.618 0.9351
1.618 0.9256
1.000 0.9198
0.618 0.9162
HIGH 0.9104
0.618 0.9067
0.500 0.9056
0.382 0.9045
LOW 0.9009
0.618 0.8951
1.000 0.8915
1.618 0.8856
2.618 0.8762
4.250 0.8607
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 0.9056 0.9043
PP 0.9047 0.9038
S1 0.9038 0.9034

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

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