CME Japanese Yen Future March 2018

Trading Metrics calculated at close of trading on 19-Mar-2018

Day Change Summary
	Previous	Current
	16-Mar-2018	19-Mar-2018	Change	Change %	Previous Week
Open	0.9406	0.9431	0.0025	0.3%	0.9371
High	0.9471	0.9463	-0.0008	-0.1%	0.9471
Low	0.9403	0.9407	0.0005	0.0%	0.9323
Close	0.9427	0.9424	-0.0003	0.0%	0.9427
Range	0.0068	0.0056	-0.0013	-18.4%	0.0148
ATR	0.0073	0.0072	-0.0001	-1.7%	0.0000
Volume	47,500	1,632	-45,868	-96.6%	671,844

Daily Pivots for day following 19-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9598	0.9566	0.9455
R3	0.9542	0.9511	0.9439
R2	0.9487	0.9487	0.9434
R1	0.9455	0.9455	0.9429	0.9443
PP	0.9431	0.9431	0.9431	0.9425
S1	0.9400	0.9400	0.9419	0.9388
S2	0.9376	0.9376	0.9414
S3	0.9320	0.9344	0.9409
S4	0.9265	0.9289	0.9393

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%	0.0066	0.7%	69%	False	False	106,616
10	0.9490	0.9323	0.0167	1.8%	0.0063	0.7%	61%	False	False	119,475
20	0.9510	0.9282	0.0229	2.4%	0.0072	0.8%	62%	False	False	128,661
40	0.9510	0.9017	0.0493	5.2%	0.0079	0.8%	83%	False	False	164,293
60	0.9510	0.8847	0.0663	7.0%	0.0071	0.7%	87%	False	False	152,446
80	0.9510	0.8841	0.0670	7.1%	0.0067	0.7%	87%	False	False	123,417
100	0.9510	0.8783	0.0728	7.7%	0.0064	0.7%	88%	False	False	98,787
120	0.9510	0.8783	0.0728	7.7%	0.0062	0.7%	88%	False	False	82,361

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9698
2.618	0.9608
1.618	0.9552
1.000	0.9518
0.618	0.9497
HIGH	0.9463
0.618	0.9441
0.500	0.9435
0.382	0.9428
LOW	0.9407
0.618	0.9373
1.000	0.9352
1.618	0.9317
2.618	0.9262
4.250	0.9171

Fisher Pivots for day following 19-Mar-2018
Pivot	1 day	3 day
R1	0.9435	0.9435
PP	0.9431	0.9431
S1	0.9428	0.9428

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