CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 0.9031 0.9066 0.0035 0.4% 0.9031
High 0.9078 0.9072 -0.0006 -0.1% 0.9104
Low 0.9025 0.9017 -0.0008 -0.1% 0.8998
Close 0.9069 0.9036 -0.0033 -0.4% 0.9069
Range 0.0053 0.0055 0.0002 3.8% 0.0106
ATR 0.0059 0.0058 0.0000 -0.5% 0.0000
Volume 123,788 98,194 -25,594 -20.7% 687,801
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9205 0.9175 0.9066
R3 0.9151 0.9121 0.9051
R2 0.9096 0.9096 0.9046
R1 0.9066 0.9066 0.9041 0.9054
PP 0.9042 0.9042 0.9042 0.9035
S1 0.9012 0.9012 0.9031 0.8999
S2 0.8987 0.8987 0.9026
S3 0.8933 0.8957 0.9021
S4 0.8878 0.8903 0.9006
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9375 0.9328 0.9127
R3 0.9269 0.9222 0.9098
R2 0.9163 0.9163 0.9088
R1 0.9116 0.9116 0.9079 0.9139
PP 0.9057 0.9057 0.9057 0.9068
S1 0.9010 0.9010 0.9059 0.9033
S2 0.8951 0.8951 0.9050
S3 0.8845 0.8904 0.9040
S4 0.8739 0.8798 0.9011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9104 0.8998 0.0106 1.2% 0.0068 0.8% 36% False False 157,199
10 0.9104 0.8850 0.0254 2.8% 0.0070 0.8% 73% False False 168,209
20 0.9104 0.8847 0.0257 2.8% 0.0053 0.6% 74% False False 128,013
40 0.9104 0.8841 0.0263 2.9% 0.0055 0.6% 74% False False 84,991
60 0.9104 0.8783 0.0321 3.6% 0.0055 0.6% 79% False False 56,746
80 0.9104 0.8783 0.0321 3.6% 0.0053 0.6% 79% False False 42,622
100 0.9401 0.8783 0.0618 6.8% 0.0057 0.6% 41% False False 34,111
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9303
2.618 0.9214
1.618 0.9160
1.000 0.9126
0.618 0.9105
HIGH 0.9072
0.618 0.9051
0.500 0.9044
0.382 0.9038
LOW 0.9017
0.618 0.8983
1.000 0.8963
1.618 0.8929
2.618 0.8874
4.250 0.8785
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 0.9044 0.9038
PP 0.9042 0.9037
S1 0.9039 0.9037

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

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