CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 0.9406 0.9431 0.0025 0.3% 0.9371
High 0.9471 0.9463 -0.0008 -0.1% 0.9471
Low 0.9403 0.9407 0.0005 0.0% 0.9323
Close 0.9427 0.9424 -0.0003 0.0% 0.9427
Range 0.0068 0.0056 -0.0013 -18.4% 0.0148
ATR 0.0073 0.0072 -0.0001 -1.7% 0.0000
Volume 47,500 1,632 -45,868 -96.6% 671,844
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9598 0.9566 0.9455
R3 0.9542 0.9511 0.9439
R2 0.9487 0.9487 0.9434
R1 0.9455 0.9455 0.9429 0.9443
PP 0.9431 0.9431 0.9431 0.9425
S1 0.9400 0.9400 0.9419 0.9388
S2 0.9376 0.9376 0.9414
S3 0.9320 0.9344 0.9409
S4 0.9265 0.9289 0.9393
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9851 0.9787 0.9508
R3 0.9703 0.9639 0.9467
R2 0.9555 0.9555 0.9454
R1 0.9491 0.9491 0.9440 0.9523
PP 0.9407 0.9407 0.9407 0.9423
S1 0.9343 0.9343 0.9413 0.9375
S2 0.9259 0.9259 0.9399
S3 0.9111 0.9195 0.9386
S4 0.8963 0.9047 0.9345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9471 0.9323 0.0148 1.6% 0.0066 0.7% 69% False False 106,616
10 0.9490 0.9323 0.0167 1.8% 0.0063 0.7% 61% False False 119,475
20 0.9510 0.9282 0.0229 2.4% 0.0072 0.8% 62% False False 128,661
40 0.9510 0.9017 0.0493 5.2% 0.0079 0.8% 83% False False 164,293
60 0.9510 0.8847 0.0663 7.0% 0.0071 0.7% 87% False False 152,446
80 0.9510 0.8841 0.0670 7.1% 0.0067 0.7% 87% False False 123,417
100 0.9510 0.8783 0.0728 7.7% 0.0064 0.7% 88% False False 98,787
120 0.9510 0.8783 0.0728 7.7% 0.0062 0.7% 88% False False 82,361
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9698
2.618 0.9608
1.618 0.9552
1.000 0.9518
0.618 0.9497
HIGH 0.9463
0.618 0.9441
0.500 0.9435
0.382 0.9428
LOW 0.9407
0.618 0.9373
1.000 0.9352
1.618 0.9317
2.618 0.9262
4.250 0.9171
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 0.9435 0.9435
PP 0.9431 0.9431
S1 0.9428 0.9428

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

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