CME Japanese Yen Future September 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 0.9566 0.9560 -0.0006 -0.1% 0.9500
High 0.9594 0.9581 -0.0013 -0.1% 0.9594
Low 0.9547 0.9532 -0.0015 -0.2% 0.9484
Close 0.9550 0.9561 0.0011 0.1% 0.9550
Range 0.0047 0.0049 0.0002 4.3% 0.0110
ATR 0.0051 0.0051 0.0000 -0.3% 0.0000
Volume 23 27 4 17.4% 73
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9705 0.9682 0.9588
R3 0.9656 0.9633 0.9574
R2 0.9607 0.9607 0.9570
R1 0.9584 0.9584 0.9565 0.9596
PP 0.9558 0.9558 0.9558 0.9564
S1 0.9535 0.9535 0.9557 0.9547
S2 0.9509 0.9509 0.9552
S3 0.9460 0.9486 0.9548
S4 0.9411 0.9437 0.9534
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9873 0.9821 0.9611
R3 0.9763 0.9711 0.9580
R2 0.9653 0.9653 0.9570
R1 0.9601 0.9601 0.9560 0.9627
PP 0.9543 0.9543 0.9543 0.9556
S1 0.9491 0.9491 0.9540 0.9517
S2 0.9433 0.9433 0.9530
S3 0.9323 0.9381 0.9520
S4 0.9213 0.9271 0.9490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9594 0.9484 0.0110 1.2% 0.0044 0.5% 70% False False 17
10 0.9594 0.9479 0.0116 1.2% 0.0036 0.4% 71% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9789
2.618 0.9709
1.618 0.9660
1.000 0.9630
0.618 0.9611
HIGH 0.9581
0.618 0.9562
0.500 0.9557
0.382 0.9551
LOW 0.9532
0.618 0.9502
1.000 0.9483
1.618 0.9453
2.618 0.9404
4.250 0.9324
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.9560 0.9563
PP 0.9558 0.9562
S1 0.9557 0.9562

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

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