CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 0.9535 0.9550 0.0015 0.2% 0.9500
High 0.9560 0.9618 0.0058 0.6% 0.9594
Low 0.9498 0.9550 0.0052 0.5% 0.9484
Close 0.9543 0.9587 0.0044 0.5% 0.9550
Range 0.0062 0.0068 0.0006 9.7% 0.0110
ATR 0.0052 0.0054 0.0002 3.1% 0.0000
Volume 79 179 100 126.6% 73
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9789 0.9756 0.9624
R3 0.9721 0.9688 0.9606
R2 0.9653 0.9653 0.9599
R1 0.9620 0.9620 0.9593 0.9636
PP 0.9585 0.9585 0.9585 0.9593
S1 0.9552 0.9552 0.9581 0.9568
S2 0.9517 0.9517 0.9575
S3 0.9449 0.9484 0.9568
S4 0.9381 0.9416 0.9550
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 0.9618 0.9498 0.0120 1.2% 0.0054 0.6% 74% True False 66
10 0.9618 0.9479 0.0139 1.4% 0.0046 0.5% 78% True False 42
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 0.0008
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9907
2.618 0.9796
1.618 0.9728
1.000 0.9686
0.618 0.9660
HIGH 0.9618
0.618 0.9592
0.500 0.9584
0.382 0.9575
LOW 0.9550
0.618 0.9507
1.000 0.9482
1.618 0.9439
2.618 0.9371
4.250 0.9261
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 0.9586 0.9577
PP 0.9585 0.9568
S1 0.9584 0.9558

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

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