CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 0.9151 0.9070 -0.0081 -0.9% 0.9311
High 0.9204 0.9072 -0.0132 -1.4% 0.9312
Low 0.9070 0.9039 -0.0031 -0.3% 0.9070
Close 0.9102 0.9055 -0.0047 -0.5% 0.9102
Range 0.0135 0.0034 -0.0101 -75.1% 0.0242
ATR 0.0085 0.0084 -0.0002 -1.9% 0.0000
Volume 16 79 63 393.8% 260
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9156 0.9139 0.9073
R3 0.9122 0.9105 0.9064
R2 0.9089 0.9089 0.9061
R1 0.9072 0.9072 0.9058 0.9063
PP 0.9055 0.9055 0.9055 0.9051
S1 0.9038 0.9038 0.9051 0.9030
S2 0.9022 0.9022 0.9048
S3 0.8988 0.9005 0.9045
S4 0.8955 0.8971 0.9036
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9887 0.9736 0.9235
R3 0.9645 0.9494 0.9168
R2 0.9403 0.9403 0.9146
R1 0.9252 0.9252 0.9124 0.9207
PP 0.9161 0.9161 0.9161 0.9138
S1 0.9010 0.9010 0.9079 0.8965
S2 0.8919 0.8919 0.9057
S3 0.8677 0.8768 0.9035
S4 0.8435 0.8526 0.8968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9235 0.9039 0.0196 2.2% 0.0074 0.8% 8% False True 63
10 0.9401 0.9039 0.0362 4.0% 0.0073 0.8% 4% False True 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9214
2.618 0.9160
1.618 0.9126
1.000 0.9106
0.618 0.9093
HIGH 0.9072
0.618 0.9059
0.500 0.9055
0.382 0.9051
LOW 0.9039
0.618 0.9018
1.000 0.9005
1.618 0.8984
2.618 0.8951
4.250 0.8896
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 0.9055 0.9121
PP 0.9055 0.9099
S1 0.9055 0.9077

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

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