CME Japanese Yen Future June 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 0.9447 0.9494 0.0047 0.5% 0.9411
High 0.9489 0.9569 0.0080 0.8% 0.9569
Low 0.9397 0.9476 0.0079 0.8% 0.9360
Close 0.9480 0.9542 0.0062 0.7% 0.9542
Range 0.0092 0.0093 0.0001 1.1% 0.0209
ATR 0.0076 0.0077 0.0001 1.6% 0.0000
Volume 1,796 3,807 2,011 112.0% 7,791
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9808 0.9768 0.9593
R3 0.9715 0.9675 0.9567
R2 0.9622 0.9622 0.9559
R1 0.9582 0.9582 0.9550 0.9602
PP 0.9529 0.9529 0.9529 0.9539
S1 0.9489 0.9489 0.9533 0.9509
S2 0.9436 0.9436 0.9524
S3 0.9343 0.9396 0.9516
S4 0.9250 0.9303 0.9490
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0117 1.0038 0.9656
R3 0.9908 0.9829 0.9599
R2 0.9699 0.9699 0.9580
R1 0.9620 0.9620 0.9561 0.9660
PP 0.9490 0.9490 0.9490 0.9510
S1 0.9411 0.9411 0.9522 0.9451
S2 0.9281 0.9281 0.9503
S3 0.9072 0.9202 0.9484
S4 0.8863 0.8993 0.9427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9569 0.9360 0.0209 2.2% 0.0080 0.8% 87% True False 1,558
10 0.9569 0.9343 0.0226 2.4% 0.0078 0.8% 88% True False 1,000
20 0.9569 0.9126 0.0443 4.6% 0.0082 0.9% 94% True False 665
40 0.9569 0.8902 0.0667 7.0% 0.0072 0.8% 96% True False 413
60 0.9569 0.8894 0.0675 7.1% 0.0057 0.6% 96% True False 287
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 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9964
2.618 0.9812
1.618 0.9719
1.000 0.9662
0.618 0.9626
HIGH 0.9569
0.618 0.9533
0.500 0.9522
0.382 0.9511
LOW 0.9476
0.618 0.9418
1.000 0.9383
1.618 0.9325
2.618 0.9232
4.250 0.9080
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 0.9535 0.9518
PP 0.9529 0.9494
S1 0.9522 0.9470

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

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