CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 0.9159 0.9098 -0.0062 -0.7% 0.9228
High 0.9173 0.9197 0.0024 0.3% 0.9248
Low 0.9073 0.9088 0.0015 0.2% 0.9073
Close 0.9092 0.9138 0.0047 0.5% 0.9092
Range 0.0100 0.0110 0.0010 9.5% 0.0175
ATR 0.0071 0.0074 0.0003 3.9% 0.0000
Volume 209,679 221,382 11,703 5.6% 848,789
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9469 0.9413 0.9198
R3 0.9360 0.9304 0.9168
R2 0.9250 0.9250 0.9158
R1 0.9194 0.9194 0.9148 0.9222
PP 0.9141 0.9141 0.9141 0.9155
S1 0.9085 0.9085 0.9128 0.9113
S2 0.9031 0.9031 0.9118
S3 0.8922 0.8975 0.9108
S4 0.8812 0.8866 0.9078
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9663 0.9552 0.9188
R3 0.9488 0.9377 0.9140
R2 0.9313 0.9313 0.9124
R1 0.9202 0.9202 0.9108 0.9170
PP 0.9138 0.9138 0.9138 0.9121
S1 0.9027 0.9027 0.9075 0.8995
S2 0.8963 0.8963 0.9059
S3 0.8788 0.8852 0.9043
S4 0.8613 0.8677 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9248 0.9073 0.0175 1.9% 0.0081 0.9% 37% False False 185,153
10 0.9260 0.9021 0.0240 2.6% 0.0088 1.0% 49% False False 193,226
20 0.9260 0.8850 0.0411 4.5% 0.0079 0.9% 70% False False 180,718
40 0.9260 0.8841 0.0420 4.6% 0.0062 0.7% 71% False False 132,059
60 0.9260 0.8831 0.0429 4.7% 0.0060 0.7% 72% False False 88,907
80 0.9260 0.8783 0.0478 5.2% 0.0058 0.6% 74% False False 66,738
100 0.9260 0.8783 0.0478 5.2% 0.0058 0.6% 74% False False 53,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9662
2.618 0.9484
1.618 0.9374
1.000 0.9307
0.618 0.9265
HIGH 0.9197
0.618 0.9155
0.500 0.9142
0.382 0.9129
LOW 0.9088
0.618 0.9020
1.000 0.8978
1.618 0.8910
2.618 0.8801
4.250 0.8622
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 0.9142 0.9137
PP 0.9141 0.9136
S1 0.9139 0.9135

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

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