CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 0.9424 0.9334 -0.0091 -1.0% 0.9206
High 0.9441 0.9335 -0.0106 -1.1% 0.9490
Low 0.9327 0.9282 -0.0046 -0.5% 0.9202
Close 0.9337 0.9292 -0.0045 -0.5% 0.9422
Range 0.0114 0.0053 -0.0061 -53.3% 0.0289
ATR 0.0084 0.0082 -0.0002 -2.4% 0.0000
Volume 167,634 132,510 -35,124 -21.0% 857,843
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9462 0.9430 0.9321
R3 0.9409 0.9377 0.9307
R2 0.9356 0.9356 0.9302
R1 0.9324 0.9324 0.9297 0.9313
PP 0.9303 0.9303 0.9303 0.9297
S1 0.9271 0.9271 0.9287 0.9260
S2 0.9250 0.9250 0.9282
S3 0.9197 0.9218 0.9277
S4 0.9144 0.9165 0.9263
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 0.9282 0.0209 2.2% 0.0086 0.9% 5% False True 174,741
10 0.9490 0.9127 0.0364 3.9% 0.0086 0.9% 45% False False 186,365
20 0.9490 0.9073 0.0417 4.5% 0.0088 1.0% 52% False False 202,213
40 0.9490 0.8850 0.0641 6.9% 0.0072 0.8% 69% False False 166,917
60 0.9490 0.8841 0.0650 7.0% 0.0066 0.7% 69% False False 126,652
80 0.9490 0.8783 0.0708 7.6% 0.0063 0.7% 72% False False 95,063
100 0.9490 0.8783 0.0708 7.6% 0.0060 0.6% 72% False False 76,102
120 0.9490 0.8783 0.0708 7.6% 0.0061 0.7% 72% False False 63,430
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9560
2.618 0.9473
1.618 0.9420
1.000 0.9388
0.618 0.9367
HIGH 0.9335
0.618 0.9314
0.500 0.9308
0.382 0.9302
LOW 0.9282
0.618 0.9249
1.000 0.9229
1.618 0.9196
2.618 0.9143
4.250 0.9056
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 0.9308 0.9386
PP 0.9303 0.9355
S1 0.9297 0.9323

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

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