CME Japanese Yen Future December 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 0.9598 0.9644 0.0046 0.5% 0.9595
High 0.9611 0.9680 0.0069 0.7% 0.9653
Low 0.9598 0.9640 0.0042 0.4% 0.9527
Close 0.9611 0.9654 0.0043 0.4% 0.9619
Range 0.0013 0.0040 0.0027 207.7% 0.0126
ATR 0.0047 0.0049 0.0002 3.3% 0.0000
Volume 29 5 -24 -82.8% 51
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9778 0.9756 0.9676
R3 0.9738 0.9716 0.9665
R2 0.9698 0.9698 0.9661
R1 0.9676 0.9676 0.9657 0.9687
PP 0.9658 0.9658 0.9658 0.9663
S1 0.9636 0.9636 0.9650 0.9647
S2 0.9618 0.9618 0.9646
S3 0.9578 0.9596 0.9643
S4 0.9538 0.9556 0.9632
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9976 0.9923 0.9688
R3 0.9850 0.9797 0.9653
R2 0.9725 0.9725 0.9642
R1 0.9672 0.9672 0.9630 0.9698
PP 0.9599 0.9599 0.9599 0.9613
S1 0.9546 0.9546 0.9607 0.9573
S2 0.9474 0.9474 0.9595
S3 0.9348 0.9421 0.9584
S4 0.9223 0.9295 0.9549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9680 0.9579 0.0101 1.0% 0.0023 0.2% 74% True False 13
10 0.9680 0.9527 0.0153 1.6% 0.0017 0.2% 83% True False 11
20 0.9680 0.9493 0.0188 1.9% 0.0024 0.2% 86% True False 8
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9850
2.618 0.9785
1.618 0.9745
1.000 0.9720
0.618 0.9705
HIGH 0.9680
0.618 0.9665
0.500 0.9660
0.382 0.9655
LOW 0.9640
0.618 0.9615
1.000 0.9600
1.618 0.9575
2.618 0.9535
4.250 0.9470
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 0.9660 0.9646
PP 0.9658 0.9638
S1 0.9656 0.9630

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

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