CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 29-Jan-2018

Day Change Summary
	Previous	Current
	26-Jan-2018	29-Jan-2018	Change	Change %	Previous Week
Open	0.9147	0.9228	0.0081	0.9%	0.9066
High	0.9260	0.9240	-0.0020	-0.2%	0.9260
Low	0.9134	0.9182	0.0048	0.5%	0.9017
Close	0.9227	0.9204	-0.0023	-0.2%	0.9227
Range	0.0126	0.0058	-0.0068	-54.0%	0.0243
ATR	0.0070	0.0070	-0.0001	-1.3%	0.0000
Volume	237,549	144,404	-93,145	-39.2%	960,290

Daily Pivots for day following 29-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9351	0.9235
R3	0.9325	0.9293	0.9219
R2	0.9267	0.9267	0.9214
R1	0.9235	0.9235	0.9209	0.9222
PP	0.9209	0.9209	0.9209	0.9202
S1	0.9177	0.9177	0.9198	0.9164
S2	0.9151	0.9151	0.9193
S3	0.9093	0.9119	0.9188
S4	0.9035	0.9061	0.9172

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9805	0.9360
R3	0.9654	0.9562	0.9293
R2	0.9411	0.9411	0.9271
R1	0.9319	0.9319	0.9249	0.9365
PP	0.9168	0.9168	0.9168	0.9191
S1	0.9076	0.9076	0.9204	0.9122
S2	0.8925	0.8925	0.9182
S3	0.8682	0.8833	0.9160
S4	0.8439	0.8590	0.9093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9260	0.9021	0.0240	2.6%	0.0095	1.0%	76%	False	False	201,300
10	0.9260	0.8998	0.0263	2.9%	0.0082	0.9%	78%	False	False	179,249
20	0.9260	0.8850	0.0411	4.5%	0.0069	0.8%	86%	False	False	160,632
40	0.9260	0.8841	0.0420	4.6%	0.0060	0.6%	87%	False	False	110,022
60	0.9260	0.8783	0.0478	5.2%	0.0058	0.6%	88%	False	False	73,511
80	0.9260	0.8783	0.0478	5.2%	0.0056	0.6%	88%	False	False	55,201
100	0.9401	0.8783	0.0618	6.7%	0.0057	0.6%	68%	False	False	44,173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9487
2.618	0.9392
1.618	0.9334
1.000	0.9298
0.618	0.9276
HIGH	0.9240
0.618	0.9218
0.500	0.9211
0.382	0.9204
LOW	0.9182
0.618	0.9146
1.000	0.9124
1.618	0.9088
2.618	0.9030
4.250	0.8936

Fisher Pivots for day following 29-Jan-2018
Pivot	1 day	3 day
R1	0.9211	0.9201
PP	0.9209	0.9199
S1	0.9206	0.9197

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