CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 0.9595 0.9575 -0.0020 -0.2% 0.9669
High 0.9595 0.9575 -0.0020 -0.2% 0.9669
Low 0.9595 0.9527 -0.0068 -0.7% 0.9549
Close 0.9595 0.9575 -0.0020 -0.2% 0.9561
Range 0.0000 0.0048 0.0048 0.0120
ATR 0.0055 0.0056 0.0001 1.7% 0.0000
Volume 21 0 -21 -100.0% 19
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9703 0.9687 0.9601
R3 0.9655 0.9639 0.9588
R2 0.9607 0.9607 0.9584
R1 0.9591 0.9591 0.9579 0.9599
PP 0.9559 0.9559 0.9559 0.9563
S1 0.9543 0.9543 0.9571 0.9551
S2 0.9511 0.9511 0.9566
S3 0.9463 0.9495 0.9562
S4 0.9415 0.9447 0.9549
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9953 0.9877 0.9627
R3 0.9833 0.9757 0.9594
R2 0.9713 0.9713 0.9583
R1 0.9637 0.9637 0.9572 0.9615
PP 0.9593 0.9593 0.9593 0.9582
S1 0.9517 0.9517 0.9550 0.9495
S2 0.9473 0.9473 0.9539
S3 0.9353 0.9397 0.9528
S4 0.9233 0.9277 0.9495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9652 0.9527 0.0125 1.3% 0.0017 0.2% 38% False True 4
10 0.9680 0.9527 0.0153 1.6% 0.0024 0.3% 31% False True 6
20 0.9680 0.9480 0.0200 2.1% 0.0032 0.3% 48% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9779
2.618 0.9701
1.618 0.9653
1.000 0.9623
0.618 0.9605
HIGH 0.9575
0.618 0.9557
0.500 0.9551
0.382 0.9545
LOW 0.9527
0.618 0.9497
1.000 0.9479
1.618 0.9449
2.618 0.9401
4.250 0.9323
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 0.9567 0.9570
PP 0.9559 0.9566
S1 0.9551 0.9561

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

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