CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 0.9367 0.9438 0.0071 0.8% 0.9206
High 0.9447 0.9490 0.0044 0.5% 0.9490
Low 0.9365 0.9414 0.0049 0.5% 0.9202
Close 0.9427 0.9422 -0.0006 -0.1% 0.9422
Range 0.0082 0.0077 -0.0005 -5.5% 0.0289
ATR 0.0082 0.0081 0.0000 -0.4% 0.0000
Volume 181,060 153,057 -28,003 -15.5% 857,843
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9673 0.9624 0.9464
R3 0.9596 0.9547 0.9443
R2 0.9519 0.9519 0.9436
R1 0.9470 0.9470 0.9429 0.9456
PP 0.9442 0.9442 0.9442 0.9435
S1 0.9393 0.9393 0.9414 0.9379
S2 0.9365 0.9365 0.9407
S3 0.9288 0.9316 0.9400
S4 0.9211 0.9239 0.9379
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0238 1.0119 0.9580
R3 0.9949 0.9830 0.9501
R2 0.9660 0.9660 0.9474
R1 0.9541 0.9541 0.9448 0.9600
PP 0.9371 0.9371 0.9371 0.9401
S1 0.9252 0.9252 0.9395 0.9312
S2 0.9082 0.9082 0.9369
S3 0.8793 0.8963 0.9342
S4 0.8504 0.8674 0.9263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9490 0.9202 0.0289 3.1% 0.0084 0.9% 76% True False 171,568
10 0.9490 0.9088 0.0403 4.3% 0.0091 1.0% 83% True False 218,941
20 0.9490 0.9017 0.0473 5.0% 0.0087 0.9% 85% True False 199,924
40 0.9490 0.8847 0.0643 6.8% 0.0070 0.7% 89% True False 164,338
60 0.9490 0.8841 0.0650 6.9% 0.0066 0.7% 89% True False 121,669
80 0.9490 0.8783 0.0708 7.5% 0.0062 0.7% 90% True False 91,318
100 0.9490 0.8783 0.0708 7.5% 0.0060 0.6% 90% True False 73,101
120 0.9490 0.8783 0.0708 7.5% 0.0061 0.7% 90% True False 60,928
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9818
2.618 0.9692
1.618 0.9615
1.000 0.9567
0.618 0.9538
HIGH 0.9490
0.618 0.9461
0.500 0.9452
0.382 0.9443
LOW 0.9414
0.618 0.9366
1.000 0.9337
1.618 0.9289
2.618 0.9212
4.250 0.9086
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 0.9452 0.9410
PP 0.9442 0.9399
S1 0.9432 0.9388

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

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