CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 0.9094 0.9188 0.0094 1.0% 0.9031
High 0.9204 0.9242 0.0038 0.4% 0.9104
Low 0.9090 0.9140 0.0050 0.6% 0.8998
Close 0.9196 0.9164 -0.0032 -0.3% 0.9069
Range 0.0114 0.0102 -0.0012 -10.5% 0.0106
ATR 0.0063 0.0066 0.0003 4.3% 0.0000
Volume 214,441 253,933 39,492 18.4% 687,801
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9488 0.9428 0.9220
R3 0.9386 0.9326 0.9192
R2 0.9284 0.9284 0.9183
R1 0.9224 0.9224 0.9173 0.9203
PP 0.9182 0.9182 0.9182 0.9171
S1 0.9122 0.9122 0.9155 0.9101
S2 0.9080 0.9080 0.9145
S3 0.8978 0.9020 0.9136
S4 0.8876 0.8918 0.9108
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 0.9242 0.9017 0.0225 2.4% 0.0080 0.9% 65% True False 169,305
10 0.9242 0.8969 0.0273 3.0% 0.0077 0.8% 72% True False 179,470
20 0.9242 0.8850 0.0392 4.3% 0.0064 0.7% 80% True False 149,780
40 0.9242 0.8841 0.0401 4.4% 0.0058 0.6% 81% True False 100,525
60 0.9242 0.8783 0.0459 5.0% 0.0057 0.6% 83% True False 67,146
80 0.9242 0.8783 0.0459 5.0% 0.0054 0.6% 83% True False 50,428
100 0.9401 0.8783 0.0618 6.7% 0.0057 0.6% 62% False False 40,356
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9675
2.618 0.9509
1.618 0.9407
1.000 0.9344
0.618 0.9305
HIGH 0.9242
0.618 0.9203
0.500 0.9191
0.382 0.9178
LOW 0.9140
0.618 0.9076
1.000 0.9038
1.618 0.8974
2.618 0.8872
4.250 0.8706
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 0.9191 0.9153
PP 0.9182 0.9142
S1 0.9173 0.9131

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

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