CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 22-Feb-2018
Day Change Summary
Previous Current
21-Feb-2018 22-Feb-2018 Change Change % Previous Week
Open 0.9334 0.9294 -0.0040 -0.4% 0.9206
High 0.9335 0.9393 0.0059 0.6% 0.9490
Low 0.9282 0.9292 0.0010 0.1% 0.9202
Close 0.9292 0.9390 0.0098 1.1% 0.9422
Range 0.0053 0.0102 0.0049 92.5% 0.0289
ATR 0.0082 0.0083 0.0001 1.8% 0.0000
Volume 132,510 140,091 7,581 5.7% 857,843
Daily Pivots for day following 22-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9664 0.9629 0.9446
R3 0.9562 0.9527 0.9418
R2 0.9460 0.9460 0.9409
R1 0.9425 0.9425 0.9399 0.9443
PP 0.9358 0.9358 0.9358 0.9367
S1 0.9323 0.9323 0.9381 0.9341
S2 0.9256 0.9256 0.9371
S3 0.9154 0.9221 0.9362
S4 0.9052 0.9119 0.9334
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% 0.0085 0.9% 52% False False 154,870
10 0.9490 0.9127 0.0364 3.9% 0.0090 1.0% 72% False False 181,145
20 0.9490 0.9073 0.0417 4.4% 0.0088 0.9% 76% False False 198,495
40 0.9490 0.8850 0.0641 6.8% 0.0074 0.8% 84% False False 168,636
60 0.9490 0.8841 0.0650 6.9% 0.0067 0.7% 85% False False 128,975
80 0.9490 0.8783 0.0708 7.5% 0.0064 0.7% 86% False False 96,812
100 0.9490 0.8783 0.0708 7.5% 0.0060 0.6% 86% False False 77,502
120 0.9490 0.8783 0.0708 7.5% 0.0062 0.7% 86% False False 64,597
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9661
1.618 0.9559
1.000 0.9495
0.618 0.9457
HIGH 0.9393
0.618 0.9355
0.500 0.9342
0.382 0.9330
LOW 0.9292
0.618 0.9228
1.000 0.9190
1.618 0.9126
2.618 0.9024
4.250 0.8858
Fisher Pivots for day following 22-Feb-2018
Pivot 1 day 3 day
R1 0.9374 0.9380
PP 0.9358 0.9371
S1 0.9342 0.9361

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

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