CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 0.9533 0.9535 0.0002 0.0% 0.9500
High 0.9546 0.9560 0.0014 0.1% 0.9594
Low 0.9502 0.9498 -0.0004 0.0% 0.9484
Close 0.9515 0.9543 0.0028 0.3% 0.9550
Range 0.0044 0.0062 0.0018 40.9% 0.0110
ATR 0.0051 0.0052 0.0001 1.5% 0.0000
Volume 25 79 54 216.0% 73
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9720 0.9693 0.9577
R3 0.9658 0.9631 0.9560
R2 0.9596 0.9596 0.9554
R1 0.9569 0.9569 0.9549 0.9583
PP 0.9534 0.9534 0.9534 0.9540
S1 0.9507 0.9507 0.9537 0.9521
S2 0.9472 0.9472 0.9532
S3 0.9410 0.9445 0.9526
S4 0.9348 0.9383 0.9509
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 0.9498 0.0096 1.0% 0.0048 0.5% 47% False True 31
10 0.9594 0.9479 0.0116 1.2% 0.0042 0.4% 56% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9824
2.618 0.9722
1.618 0.9660
1.000 0.9622
0.618 0.9598
HIGH 0.9560
0.618 0.9536
0.500 0.9529
0.382 0.9522
LOW 0.9498
0.618 0.9460
1.000 0.9436
1.618 0.9398
2.618 0.9336
4.250 0.9235
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 0.9538 0.9542
PP 0.9534 0.9541
S1 0.9529 0.9540

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

View Archives - Comment on this page... - Back to Index of Symbols