CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 0.9156 0.9231 0.0075 0.8% 0.9090
High 0.9250 0.9289 0.0039 0.4% 0.9153
Low 0.9149 0.9197 0.0049 0.5% 0.9050
Close 0.9248 0.9216 -0.0032 -0.3% 0.9120
Range 0.0102 0.0092 -0.0010 -9.9% 0.0103
ATR 0.0056 0.0058 0.0003 4.6% 0.0000
Volume 214 612 398 186.0% 512
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9508 0.9453 0.9266
R3 0.9417 0.9362 0.9241
R2 0.9325 0.9325 0.9232
R1 0.9270 0.9270 0.9224 0.9252
PP 0.9234 0.9234 0.9234 0.9225
S1 0.9179 0.9179 0.9207 0.9161
S2 0.9142 0.9142 0.9199
S3 0.9051 0.9087 0.9190
S4 0.8959 0.8996 0.9165
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9415 0.9370 0.9176
R3 0.9313 0.9268 0.9148
R2 0.9210 0.9210 0.9139
R1 0.9165 0.9165 0.9129 0.9188
PP 0.9108 0.9108 0.9108 0.9119
S1 0.9063 0.9063 0.9111 0.9085
S2 0.9005 0.9005 0.9101
S3 0.8903 0.8960 0.9092
S4 0.8800 0.8858 0.9064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9289 0.9073 0.0216 2.3% 0.0071 0.8% 66% True False 247
10 0.9289 0.9021 0.0268 2.9% 0.0069 0.7% 73% True False 197
20 0.9289 0.8902 0.0387 4.2% 0.0054 0.6% 81% True False 121
40 0.9289 0.8894 0.0395 4.3% 0.0040 0.4% 81% True False 75
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9677
2.618 0.9528
1.618 0.9437
1.000 0.9380
0.618 0.9345
HIGH 0.9289
0.618 0.9254
0.500 0.9243
0.382 0.9232
LOW 0.9197
0.618 0.9140
1.000 0.9106
1.618 0.9049
2.618 0.8957
4.250 0.8808
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 0.9243 0.9204
PP 0.9234 0.9193
S1 0.9225 0.9181

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

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