CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 0.9396 0.9407 0.0011 0.1% 0.9477
High 0.9431 0.9454 0.0023 0.2% 0.9500
Low 0.9371 0.9399 0.0029 0.3% 0.9346
Close 0.9414 0.9413 -0.0001 0.0% 0.9371
Range 0.0061 0.0055 -0.0005 -8.3% 0.0155
ATR 0.0075 0.0074 -0.0001 -1.9% 0.0000
Volume 173,935 150,968 -22,967 -13.2% 632,772
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9589 0.9556 0.9444
R3 0.9533 0.9501 0.9428
R2 0.9478 0.9478 0.9423
R1 0.9445 0.9445 0.9418 0.9461
PP 0.9422 0.9422 0.9422 0.9430
S1 0.9390 0.9390 0.9408 0.9406
S2 0.9367 0.9367 0.9403
S3 0.9311 0.9334 0.9398
S4 0.9256 0.9279 0.9382
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9869 0.9775 0.9456
R3 0.9715 0.9620 0.9413
R2 0.9560 0.9560 0.9399
R1 0.9466 0.9466 0.9385 0.9436
PP 0.9406 0.9406 0.9406 0.9391
S1 0.9311 0.9311 0.9357 0.9281
S2 0.9251 0.9251 0.9343
S3 0.9097 0.9157 0.9329
S4 0.8942 0.9002 0.9286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9323 0.0132 1.4% 0.0068 0.7% 69% True False 154,198
10 0.9510 0.9323 0.0188 2.0% 0.0068 0.7% 48% False False 145,453
20 0.9510 0.9282 0.0229 2.4% 0.0074 0.8% 58% False False 142,911
40 0.9510 0.8998 0.0513 5.4% 0.0079 0.8% 81% False False 170,032
60 0.9510 0.8847 0.0663 7.0% 0.0070 0.7% 85% False False 154,699
80 0.9510 0.8841 0.0670 7.1% 0.0068 0.7% 86% False False 122,810
100 0.9510 0.8783 0.0728 7.7% 0.0065 0.7% 87% False False 98,299
120 0.9510 0.8783 0.0728 7.7% 0.0062 0.7% 87% False False 81,954
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9690
2.618 0.9600
1.618 0.9544
1.000 0.9510
0.618 0.9489
HIGH 0.9454
0.618 0.9433
0.500 0.9427
0.382 0.9420
LOW 0.9399
0.618 0.9365
1.000 0.9344
1.618 0.9309
2.618 0.9254
4.250 0.9163
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 0.9427 0.9405
PP 0.9422 0.9397
S1 0.9418 0.9388

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

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