CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 0.9550 0.9641 0.0092 1.0% 0.9560
High 0.9618 0.9670 0.0052 0.5% 0.9670
Low 0.9550 0.9618 0.0069 0.7% 0.9498
Close 0.9587 0.9660 0.0073 0.8% 0.9660
Range 0.0068 0.0052 -0.0017 -24.3% 0.0172
ATR 0.0054 0.0056 0.0002 3.8% 0.0000
Volume 179 136 -43 -24.0% 446
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9804 0.9783 0.9688
R3 0.9752 0.9732 0.9674
R2 0.9701 0.9701 0.9669
R1 0.9680 0.9680 0.9664 0.9690
PP 0.9649 0.9649 0.9649 0.9654
S1 0.9629 0.9629 0.9655 0.9639
S2 0.9598 0.9598 0.9650
S3 0.9546 0.9577 0.9645
S4 0.9495 0.9526 0.9631
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0124 1.0063 0.9754
R3 0.9952 0.9892 0.9707
R2 0.9781 0.9781 0.9691
R1 0.9720 0.9720 0.9675 0.9750
PP 0.9609 0.9609 0.9609 0.9624
S1 0.9549 0.9549 0.9644 0.9579
S2 0.9438 0.9438 0.9628
S3 0.9266 0.9377 0.9612
S4 0.9095 0.9206 0.9565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9670 0.9498 0.0172 1.8% 0.0055 0.6% 94% True False 89
10 0.9670 0.9484 0.0186 1.9% 0.0048 0.5% 95% True False 51
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9888
2.618 0.9804
1.618 0.9753
1.000 0.9721
0.618 0.9701
HIGH 0.9670
0.618 0.9650
0.500 0.9644
0.382 0.9638
LOW 0.9618
0.618 0.9586
1.000 0.9567
1.618 0.9535
2.618 0.9483
4.250 0.9399
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 0.9654 0.9634
PP 0.9649 0.9609
S1 0.9644 0.9584

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

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