CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 0.9510 0.9575 0.0065 0.7% 0.9546
High 0.9549 0.9575 0.0026 0.3% 0.9615
Low 0.9508 0.9537 0.0029 0.3% 0.9479
Close 0.9539 0.9537 -0.0002 0.0% 0.9494
Range 0.0041 0.0038 -0.0003 -7.3% 0.0136
ATR
Volume 19 5 -14 -73.7% 78
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9664 0.9638 0.9558
R3 0.9626 0.9600 0.9547
R2 0.9588 0.9588 0.9544
R1 0.9562 0.9562 0.9540 0.9556
PP 0.9550 0.9550 0.9550 0.9546
S1 0.9524 0.9524 0.9534 0.9518
S2 0.9512 0.9512 0.9530
S3 0.9474 0.9486 0.9527
S4 0.9436 0.9448 0.9516
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9937 0.9851 0.9568
R3 0.9801 0.9715 0.9531
R2 0.9665 0.9665 0.9518
R1 0.9579 0.9579 0.9506 0.9554
PP 0.9529 0.9529 0.9529 0.9516
S1 0.9443 0.9443 0.9481 0.9418
S2 0.9393 0.9393 0.9469
S3 0.9257 0.9307 0.9456
S4 0.9121 0.9171 0.9419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9575 0.9479 0.0097 1.0% 0.0037 0.4% 61% True False 18
10 0.9627 0.9479 0.0148 1.6% 0.0040 0.4% 39% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9737
2.618 0.9674
1.618 0.9636
1.000 0.9613
0.618 0.9598
HIGH 0.9575
0.618 0.9560
0.500 0.9556
0.382 0.9552
LOW 0.9537
0.618 0.9514
1.000 0.9499
1.618 0.9476
2.618 0.9438
4.250 0.9375
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.9556 0.9534
PP 0.9550 0.9532
S1 0.9543 0.9530

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

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