CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 0.9430 0.9477 0.0047 0.5% 0.9355
High 0.9510 0.9500 -0.0010 -0.1% 0.9510
Low 0.9415 0.9420 0.0006 0.1% 0.9298
Close 0.9482 0.9423 -0.0060 -0.6% 0.9482
Range 0.0096 0.0080 -0.0016 -16.2% 0.0213
ATR 0.0082 0.0082 0.0000 -0.2% 0.0000
Volume 197,422 111,492 -85,930 -43.5% 735,025
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9688 0.9635 0.9467
R3 0.9608 0.9555 0.9445
R2 0.9528 0.9528 0.9437
R1 0.9475 0.9475 0.9430 0.9461
PP 0.9448 0.9448 0.9448 0.9441
S1 0.9395 0.9395 0.9415 0.9381
S2 0.9368 0.9368 0.9408
S3 0.9288 0.9315 0.9401
S4 0.9208 0.9235 0.9379
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0067 0.9987 0.9599
R3 0.9855 0.9775 0.9540
R2 0.9642 0.9642 0.9521
R1 0.9562 0.9562 0.9501 0.9602
PP 0.9430 0.9430 0.9430 0.9450
S1 0.9350 0.9350 0.9463 0.9390
S2 0.9217 0.9217 0.9443
S3 0.9005 0.9137 0.9424
S4 0.8792 0.8925 0.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9510 0.9298 0.0213 2.3% 0.0086 0.9% 59% False False 148,684
10 0.9510 0.9282 0.0229 2.4% 0.0082 0.9% 62% False False 137,848
20 0.9510 0.9088 0.0423 4.5% 0.0086 0.9% 79% False False 178,394
40 0.9510 0.8850 0.0661 7.0% 0.0081 0.9% 87% False False 177,448
60 0.9510 0.8841 0.0670 7.1% 0.0069 0.7% 87% False False 144,022
80 0.9510 0.8811 0.0699 7.4% 0.0066 0.7% 87% False False 108,513
100 0.9510 0.8783 0.0728 7.7% 0.0063 0.7% 88% False False 86,859
120 0.9510 0.8783 0.0728 7.7% 0.0062 0.7% 88% False False 72,412
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9840
2.618 0.9709
1.618 0.9629
1.000 0.9580
0.618 0.9549
HIGH 0.9500
0.618 0.9469
0.500 0.9460
0.382 0.9451
LOW 0.9420
0.618 0.9371
1.000 0.9340
1.618 0.9291
2.618 0.9211
4.250 0.9080
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 0.9460 0.9423
PP 0.9448 0.9423
S1 0.9435 0.9423

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

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