CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 0.9386 0.9430 0.0044 0.5% 0.9355
High 0.9429 0.9510 0.0082 0.9% 0.9510
Low 0.9337 0.9415 0.0078 0.8% 0.9298
Close 0.9420 0.9482 0.0062 0.7% 0.9482
Range 0.0092 0.0096 0.0004 3.8% 0.0213
ATR 0.0081 0.0082 0.0001 1.3% 0.0000
Volume 189,238 197,422 8,184 4.3% 735,025
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9755 0.9714 0.9535
R3 0.9660 0.9619 0.9508
R2 0.9564 0.9564 0.9500
R1 0.9523 0.9523 0.9491 0.9544
PP 0.9469 0.9469 0.9469 0.9479
S1 0.9428 0.9428 0.9473 0.9448
S2 0.9373 0.9373 0.9464
S3 0.9278 0.9332 0.9456
S4 0.9182 0.9237 0.9429
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0067 0.9987 0.9599
R3 0.9855 0.9775 0.9540
R2 0.9642 0.9642 0.9521
R1 0.9562 0.9562 0.9501 0.9602
PP 0.9430 0.9430 0.9430 0.9450
S1 0.9350 0.9350 0.9463 0.9390
S2 0.9217 0.9217 0.9443
S3 0.9005 0.9137 0.9424
S4 0.8792 0.8925 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9510 0.9298 0.0213 2.2% 0.0083 0.9% 87% True False 147,005
10 0.9510 0.9282 0.0229 2.4% 0.0081 0.9% 88% True False 142,004
20 0.9510 0.9073 0.0437 4.6% 0.0087 0.9% 94% True False 183,303
40 0.9510 0.8850 0.0661 7.0% 0.0080 0.8% 96% True False 177,551
60 0.9510 0.8841 0.0670 7.1% 0.0068 0.7% 96% True False 142,368
80 0.9510 0.8783 0.0728 7.7% 0.0066 0.7% 96% True False 107,122
100 0.9510 0.8783 0.0728 7.7% 0.0062 0.7% 96% True False 85,744
120 0.9510 0.8783 0.0728 7.7% 0.0062 0.7% 96% True False 71,483
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 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9916
2.618 0.9760
1.618 0.9665
1.000 0.9606
0.618 0.9569
HIGH 0.9510
0.618 0.9474
0.500 0.9462
0.382 0.9451
LOW 0.9415
0.618 0.9355
1.000 0.9319
1.618 0.9260
2.618 0.9164
4.250 0.9009
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 0.9475 0.9458
PP 0.9469 0.9434
S1 0.9462 0.9410

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

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