CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 18-Jan-2018

Day Change Summary
	Previous	Current
	17-Jan-2018	18-Jan-2018	Change	Change %	Previous Week
Open	0.9084	0.9010	-0.0075	-0.8%	0.8871
High	0.9104	0.9062	-0.0042	-0.5%	0.9046
Low	0.9009	0.8998	-0.0012	-0.1%	0.8850
Close	0.9029	0.9037	0.0008	0.1%	0.9035
Range	0.0095	0.0064	-0.0031	-32.3%	0.0196
ATR	0.0059	0.0059	0.0000	0.7%	0.0000
Volume	161,671	154,910	-6,761	-4.2%	896,099

Daily Pivots for day following 18-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9224	0.9195	0.9072
R3	0.9160	0.9131	0.9055
R2	0.9096	0.9096	0.9049
R1	0.9067	0.9067	0.9043	0.9081
PP	0.9032	0.9032	0.9032	0.9039
S1	0.9003	0.9003	0.9031	0.9017
S2	0.8968	0.8968	0.9025
S3	0.8904	0.8939	0.9019
S4	0.8840	0.8875	0.9002

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	0.8969	0.0135	1.5%	0.0073	0.8%	51%	False	False	189,634
10	0.9104	0.8850	0.0254	2.8%	0.0067	0.7%	74%	False	False	171,280
20	0.9104	0.8847	0.0257	2.8%	0.0053	0.6%	74%	False	False	127,598
40	0.9104	0.8841	0.0263	2.9%	0.0055	0.6%	75%	False	False	79,452
60	0.9104	0.8783	0.0321	3.6%	0.0054	0.6%	79%	False	False	53,055
80	0.9104	0.8783	0.0321	3.6%	0.0053	0.6%	79%	False	False	39,850

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9334
2.618	0.9229
1.618	0.9165
1.000	0.9126
0.618	0.9101
HIGH	0.9062
0.618	0.9037
0.500	0.9030
0.382	0.9022
LOW	0.8998
0.618	0.8958
1.000	0.8934
1.618	0.8894
2.618	0.8830
4.250	0.8726

Fisher Pivots for day following 18-Jan-2018
Pivot	1 day	3 day
R1	0.9035	0.9051
PP	0.9032	0.9046
S1	0.9030	0.9042

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