CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 0.9066 0.9039 -0.0027 -0.3% 0.9031
High 0.9072 0.9097 0.0026 0.3% 0.9104
Low 0.9017 0.9021 0.0004 0.0% 0.8998
Close 0.9036 0.9091 0.0055 0.6% 0.9069
Range 0.0055 0.0077 0.0022 40.4% 0.0106
ATR 0.0058 0.0060 0.0001 2.2% 0.0000
Volume 98,194 156,173 57,979 59.0% 687,801
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9299 0.9271 0.9133
R3 0.9222 0.9195 0.9112
R2 0.9146 0.9146 0.9105
R1 0.9118 0.9118 0.9098 0.9132
PP 0.9069 0.9069 0.9069 0.9076
S1 0.9042 0.9042 0.9083 0.9056
S2 0.8993 0.8993 0.9076
S3 0.8916 0.8965 0.9069
S4 0.8840 0.8889 0.9048
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9375 0.9328 0.9127
R3 0.9269 0.9222 0.9098
R2 0.9163 0.9163 0.9088
R1 0.9116 0.9116 0.9079 0.9139
PP 0.9057 0.9057 0.9057 0.9068
S1 0.9010 0.9010 0.9059 0.9033
S2 0.8951 0.8951 0.9050
S3 0.8845 0.8904 0.9040
S4 0.8739 0.8798 0.9011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9104 0.8998 0.0106 1.2% 0.0068 0.8% 88% False False 138,947
10 0.9104 0.8865 0.0239 2.6% 0.0074 0.8% 95% False False 175,652
20 0.9104 0.8850 0.0254 2.8% 0.0055 0.6% 95% False False 131,621
40 0.9104 0.8841 0.0263 2.9% 0.0055 0.6% 95% False False 88,872
60 0.9104 0.8783 0.0321 3.5% 0.0055 0.6% 96% False False 59,346
80 0.9104 0.8783 0.0321 3.5% 0.0053 0.6% 96% False False 44,574
100 0.9401 0.8783 0.0618 6.8% 0.0056 0.6% 50% False False 35,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9422
2.618 0.9297
1.618 0.9221
1.000 0.9174
0.618 0.9144
HIGH 0.9097
0.618 0.9068
0.500 0.9059
0.382 0.9050
LOW 0.9021
0.618 0.8973
1.000 0.8944
1.618 0.8897
2.618 0.8820
4.250 0.8695
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 0.9080 0.9079
PP 0.9069 0.9068
S1 0.9059 0.9057

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

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