CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 16-Mar-2018

Day Change Summary
	Previous	Current
	15-Mar-2018	16-Mar-2018	Change	Change %	Previous Week
Open	0.9407	0.9406	-0.0001	0.0%	0.9371
High	0.9454	0.9471	0.0016	0.2%	0.9471
Low	0.9399	0.9403	0.0004	0.0%	0.9323
Close	0.9413	0.9427	0.0014	0.1%	0.9427
Range	0.0055	0.0068	0.0013	22.5%	0.0148
ATR	0.0074	0.0073	0.0000	-0.6%	0.0000
Volume	150,968	47,500	-103,468	-68.5%	671,844

Daily Pivots for day following 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9637	0.9600	0.9464
R3	0.9569	0.9532	0.9445
R2	0.9501	0.9501	0.9439
R1	0.9464	0.9464	0.9433	0.9483
PP	0.9433	0.9433	0.9433	0.9443
S1	0.9396	0.9396	0.9420	0.9415
S2	0.9365	0.9365	0.9414
S3	0.9297	0.9328	0.9408
S4	0.9229	0.9260	0.9389

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9787	0.9508
R3	0.9703	0.9639	0.9467
R2	0.9555	0.9555	0.9454
R1	0.9491	0.9491	0.9440	0.9523
PP	0.9407	0.9407	0.9407	0.9423
S1	0.9343	0.9343	0.9413	0.9375
S2	0.9259	0.9259	0.9399
S3	0.9111	0.9195	0.9386
S4	0.8963	0.9047	0.9345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9471	0.9323	0.0148	1.6%	0.0068	0.7%	70%	True	False	134,368
10	0.9500	0.9323	0.0178	1.9%	0.0065	0.7%	59%	False	False	130,461
20	0.9510	0.9282	0.0229	2.4%	0.0073	0.8%	63%	False	False	136,233
40	0.9510	0.9017	0.0493	5.2%	0.0079	0.8%	83%	False	False	167,347
60	0.9510	0.8847	0.0663	7.0%	0.0070	0.7%	87%	False	False	154,097
80	0.9510	0.8841	0.0670	7.1%	0.0067	0.7%	88%	False	False	123,399
100	0.9510	0.8783	0.0728	7.7%	0.0064	0.7%	89%	False	False	98,772
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	89%	False	False	82,349

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9760
2.618	0.9649
1.618	0.9581
1.000	0.9539
0.618	0.9513
HIGH	0.9471
0.618	0.9445
0.500	0.9437
0.382	0.9428
LOW	0.9403
0.618	0.9360
1.000	0.9335
1.618	0.9292
2.618	0.9224
4.250	0.9114

Fisher Pivots for day following 16-Mar-2018
Pivot	1 day	3 day
R1	0.9437	0.9425
PP	0.9433	0.9423
S1	0.9430	0.9421

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