CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 07-Mar-2018
Day Change Summary
Previous Current
06-Mar-2018 07-Mar-2018 Change Change % Previous Week
Open 0.9421 0.9468 0.0047 0.5% 0.9355
High 0.9454 0.9490 0.0036 0.4% 0.9510
Low 0.9399 0.9421 0.0022 0.2% 0.9298
Close 0.9421 0.9435 0.0014 0.1% 0.9482
Range 0.0055 0.0069 0.0014 25.5% 0.0213
ATR 0.0080 0.0079 -0.0001 -1.0% 0.0000
Volume 133,911 149,811 15,900 11.9% 735,025
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9655 0.9614 0.9473
R3 0.9586 0.9545 0.9454
R2 0.9517 0.9517 0.9448
R1 0.9476 0.9476 0.9441 0.9462
PP 0.9448 0.9448 0.9448 0.9441
S1 0.9407 0.9407 0.9429 0.9393
S2 0.9379 0.9379 0.9422
S3 0.9310 0.9338 0.9416
S4 0.9241 0.9269 0.9397
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 0.9337 0.0174 1.8% 0.0078 0.8% 57% False False 156,374
10 0.9510 0.9292 0.0219 2.3% 0.0077 0.8% 66% False False 136,205
20 0.9510 0.9127 0.0384 4.1% 0.0082 0.9% 80% False False 161,285
40 0.9510 0.8865 0.0645 6.8% 0.0082 0.9% 88% False False 179,071
60 0.9510 0.8841 0.0670 7.1% 0.0069 0.7% 89% False False 148,446
80 0.9510 0.8831 0.0679 7.2% 0.0066 0.7% 89% False False 112,056
100 0.9510 0.8783 0.0728 7.7% 0.0063 0.7% 90% False False 89,692
120 0.9510 0.8783 0.0728 7.7% 0.0062 0.7% 90% False False 74,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9783
2.618 0.9670
1.618 0.9601
1.000 0.9559
0.618 0.9532
HIGH 0.9490
0.618 0.9463
0.500 0.9455
0.382 0.9447
LOW 0.9421
0.618 0.9378
1.000 0.9352
1.618 0.9309
2.618 0.9240
4.250 0.9127
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 0.9455 0.9450
PP 0.9448 0.9445
S1 0.9442 0.9440

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

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