CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 0.9560 0.9533 -0.0027 -0.3% 0.9500
High 0.9581 0.9546 -0.0035 -0.4% 0.9594
Low 0.9532 0.9502 -0.0030 -0.3% 0.9484
Close 0.9561 0.9515 -0.0046 -0.5% 0.9550
Range 0.0049 0.0044 -0.0005 -10.2% 0.0110
ATR 0.0051 0.0051 0.0001 1.2% 0.0000
Volume 27 25 -2 -7.4% 73
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9653 0.9628 0.9540
R3 0.9609 0.9584 0.9528
R2 0.9565 0.9565 0.9524
R1 0.9540 0.9540 0.9520 0.9531
PP 0.9521 0.9521 0.9521 0.9516
S1 0.9496 0.9496 0.9511 0.9487
S2 0.9477 0.9477 0.9507
S3 0.9433 0.9452 0.9503
S4 0.9389 0.9408 0.9491
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 0.9502 0.0092 1.0% 0.0044 0.5% 15% False True 19
10 0.9594 0.9479 0.0116 1.2% 0.0039 0.4% 32% False False 20
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 False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9733
2.618 0.9661
1.618 0.9617
1.000 0.9590
0.618 0.9573
HIGH 0.9546
0.618 0.9529
0.500 0.9524
0.382 0.9519
LOW 0.9502
0.618 0.9475
1.000 0.9458
1.618 0.9431
2.618 0.9387
4.250 0.9315
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.9524 0.9548
PP 0.9521 0.9537
S1 0.9518 0.9526

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

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