CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 0.9512 0.9566 0.0054 0.6% 0.9646
High 0.9568 0.9566 -0.0002 0.0% 0.9648
Low 0.9508 0.9484 -0.0025 -0.3% 0.9460
Close 0.9556 0.9490 -0.0066 -0.7% 0.9506
Range 0.0060 0.0082 0.0023 37.8% 0.0188
ATR 0.0061 0.0063 0.0001 2.4% 0.0000
Volume 37 32 -5 -13.5% 452
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.9759 0.9707 0.9535
R3 0.9677 0.9625 0.9513
R2 0.9595 0.9595 0.9505
R1 0.9543 0.9543 0.9498 0.9528
PP 0.9513 0.9513 0.9513 0.9506
S1 0.9461 0.9461 0.9482 0.9446
S2 0.9431 0.9431 0.9475
S3 0.9349 0.9379 0.9467
S4 0.9267 0.9297 0.9445
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0103 0.9993 0.9609
R3 0.9915 0.9804 0.9557
R2 0.9726 0.9726 0.9540
R1 0.9616 0.9616 0.9523 0.9577
PP 0.9538 0.9538 0.9538 0.9518
S1 0.9428 0.9428 0.9488 0.9389
S2 0.9350 0.9350 0.9471
S3 0.9161 0.9239 0.9454
S4 0.8973 0.9051 0.9402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9607 0.9460 0.0147 1.5% 0.0072 0.8% 20% False False 99
10 0.9670 0.9460 0.0210 2.2% 0.0063 0.7% 14% False False 94
20 0.9670 0.9460 0.0210 2.2% 0.0050 0.5% 14% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9914
2.618 0.9780
1.618 0.9698
1.000 0.9648
0.618 0.9616
HIGH 0.9566
0.618 0.9534
0.500 0.9525
0.382 0.9515
LOW 0.9484
0.618 0.9433
1.000 0.9402
1.618 0.9351
2.618 0.9269
4.250 0.9135
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 0.9525 0.9526
PP 0.9513 0.9514
S1 0.9502 0.9502

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

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