CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 0.9357 0.9327 -0.0030 -0.3% 0.9424
High 0.9375 0.9395 0.0019 0.2% 0.9441
Low 0.9298 0.9310 0.0013 0.1% 0.9282
Close 0.9321 0.9386 0.0065 0.7% 0.9381
Range 0.0078 0.0085 0.0007 8.3% 0.0159
ATR 0.0080 0.0080 0.0000 0.4% 0.0000
Volume 119,138 126,134 6,996 5.9% 531,963
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9617 0.9586 0.9432
R3 0.9533 0.9502 0.9409
R2 0.9448 0.9448 0.9401
R1 0.9417 0.9417 0.9394 0.9433
PP 0.9364 0.9364 0.9364 0.9371
S1 0.9333 0.9333 0.9378 0.9348
S2 0.9279 0.9279 0.9371
S3 0.9195 0.9248 0.9363
S4 0.9110 0.9164 0.9340
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9845 0.9772 0.9468
R3 0.9686 0.9613 0.9425
R2 0.9527 0.9527 0.9410
R1 0.9454 0.9454 0.9396 0.9411
PP 0.9368 0.9368 0.9368 0.9346
S1 0.9295 0.9295 0.9366 0.9252
S2 0.9209 0.9209 0.9352
S3 0.9050 0.9136 0.9337
S4 0.8891 0.8977 0.9294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9412 0.9292 0.0121 1.3% 0.0077 0.8% 78% False False 116,036
10 0.9490 0.9282 0.0209 2.2% 0.0081 0.9% 50% False False 145,389
20 0.9490 0.9073 0.0417 4.4% 0.0084 0.9% 75% False False 180,436
40 0.9490 0.8850 0.0641 6.8% 0.0077 0.8% 84% False False 172,656
60 0.9490 0.8841 0.0650 6.9% 0.0068 0.7% 84% False False 136,175
80 0.9490 0.8783 0.0708 7.5% 0.0065 0.7% 85% False False 102,308
100 0.9490 0.8783 0.0708 7.5% 0.0062 0.7% 85% False False 81,901
120 0.9490 0.8783 0.0708 7.5% 0.0062 0.7% 85% False False 68,261
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9754
2.618 0.9616
1.618 0.9531
1.000 0.9479
0.618 0.9447
HIGH 0.9395
0.618 0.9362
0.500 0.9352
0.382 0.9342
LOW 0.9310
0.618 0.9258
1.000 0.9226
1.618 0.9173
2.618 0.9089
4.250 0.8951
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 0.9375 0.9376
PP 0.9364 0.9365
S1 0.9352 0.9355

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

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