CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 0.9616 0.9584 -0.0032 -0.3% 0.9595
High 0.9638 0.9585 -0.0054 -0.6% 0.9653
Low 0.9616 0.9579 -0.0037 -0.4% 0.9527
Close 0.9630 0.9584 -0.0046 -0.5% 0.9619
Range 0.0023 0.0006 -0.0017 -75.6% 0.0126
ATR 0.0048 0.0049 0.0000 0.3% 0.0000
Volume 21 9 -12 -57.1% 51
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9599 0.9597 0.9587
R3 0.9593 0.9591 0.9585
R2 0.9588 0.9588 0.9585
R1 0.9586 0.9586 0.9584 0.9584
PP 0.9582 0.9582 0.9582 0.9582
S1 0.9580 0.9580 0.9583 0.9579
S2 0.9577 0.9577 0.9582
S3 0.9571 0.9575 0.9582
S4 0.9566 0.9569 0.9580
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9976 0.9923 0.9688
R3 0.9850 0.9797 0.9653
R2 0.9725 0.9725 0.9642
R1 0.9672 0.9672 0.9630 0.9698
PP 0.9599 0.9599 0.9599 0.9613
S1 0.9546 0.9546 0.9607 0.9573
S2 0.9474 0.9474 0.9595
S3 0.9348 0.9421 0.9584
S4 0.9223 0.9295 0.9549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9653 0.9579 0.0074 0.8% 0.0012 0.1% 6% False True 12
10 0.9653 0.9527 0.0126 1.3% 0.0015 0.2% 45% False False 8
20 0.9680 0.9485 0.0196 2.0% 0.0024 0.3% 51% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9608
2.618 0.9599
1.618 0.9593
1.000 0.9590
0.618 0.9588
HIGH 0.9585
0.618 0.9582
0.500 0.9582
0.382 0.9581
LOW 0.9579
0.618 0.9576
1.000 0.9574
1.618 0.9570
2.618 0.9565
4.250 0.9556
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.9583 0.9616
PP 0.9582 0.9605
S1 0.9582 0.9594

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

View Archives - Comment on this page... - Back to Index of Symbols