CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 0.9653 0.9535 -0.0118 -1.2% 0.9616
High 0.9657 0.9572 -0.0085 -0.9% 0.9728
Low 0.9529 0.9535 0.0006 0.1% 0.9579
Close 0.9535 0.9572 0.0038 0.4% 0.9728
Range 0.0128 0.0037 -0.0091 -71.0% 0.0149
ATR 0.0054 0.0053 -0.0001 -2.2% 0.0000
Volume 12 15 3 25.0% 68
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9671 0.9658 0.9592
R3 0.9634 0.9621 0.9582
R2 0.9597 0.9597 0.9579
R1 0.9584 0.9584 0.9575 0.9591
PP 0.9560 0.9560 0.9560 0.9563
S1 0.9547 0.9547 0.9569 0.9554
S2 0.9523 0.9523 0.9565
S3 0.9486 0.9510 0.9562
S4 0.9449 0.9473 0.9552
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0125 1.0076 0.9810
R3 0.9976 0.9927 0.9769
R2 0.9827 0.9827 0.9755
R1 0.9778 0.9778 0.9742 0.9803
PP 0.9678 0.9678 0.9678 0.9691
S1 0.9629 0.9629 0.9714 0.9654
S2 0.9529 0.9529 0.9701
S3 0.9380 0.9480 0.9687
S4 0.9231 0.9331 0.9646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9728 0.9529 0.0199 2.1% 0.0041 0.4% 22% False False 6
10 0.9728 0.9529 0.0199 2.1% 0.0032 0.3% 22% False False 9
20 0.9728 0.9527 0.0201 2.1% 0.0024 0.3% 22% False False 9
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9729
2.618 0.9669
1.618 0.9632
1.000 0.9609
0.618 0.9595
HIGH 0.9572
0.618 0.9558
0.500 0.9554
0.382 0.9549
LOW 0.9535
0.618 0.9512
1.000 0.9498
1.618 0.9475
2.618 0.9438
4.250 0.9378
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 0.9566 0.9598
PP 0.9560 0.9589
S1 0.9554 0.9581

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

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