CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	0.9481	0.9391	-0.0090	-0.9%	0.9273
High	0.9495	0.9391	-0.0104	-1.1%	0.9549
Low	0.9388	0.9343	-0.0045	-0.5%	0.9270
Close	0.9395	0.9351	-0.0044	-0.5%	0.9481
Range	0.0107	0.0048	-0.0059	-55.1%	0.0279
ATR	0.0077	0.0075	-0.0002	-2.4%	0.0000
Volume	1,005	261	-744	-74.0%	1,976

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9506	0.9476	0.9377
R3	0.9458	0.9428	0.9364
R2	0.9410	0.9410	0.9359
R1	0.9380	0.9380	0.9355	0.9371
PP	0.9362	0.9362	0.9362	0.9357
S1	0.9332	0.9332	0.9346	0.9323
S2	0.9314	0.9314	0.9342
S3	0.9266	0.9284	0.9337
S4	0.9218	0.9236	0.9324

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0153	0.9634
R3	0.9990	0.9875	0.9557
R2	0.9712	0.9712	0.9532
R1	0.9596	0.9596	0.9506	0.9654
PP	0.9433	0.9433	0.9433	0.9462
S1	0.9318	0.9318	0.9455	0.9375
S2	0.9155	0.9155	0.9429
S3	0.8876	0.9039	0.9404
S4	0.8598	0.8761	0.9327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9549	0.9343	0.0206	2.2%	0.0080	0.9%	4%	False	True	465
10	0.9549	0.9187	0.0362	3.9%	0.0080	0.9%	45%	False	False	403
20	0.9549	0.9126	0.0423	4.5%	0.0080	0.9%	53%	False	False	331
40	0.9549	0.8902	0.0647	6.9%	0.0063	0.7%	69%	False	False	206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9595
2.618	0.9517
1.618	0.9469
1.000	0.9439
0.618	0.9421
HIGH	0.9391
0.618	0.9373
0.500	0.9367
0.382	0.9361
LOW	0.9343
0.618	0.9313
1.000	0.9295
1.618	0.9265
2.618	0.9217
4.250	0.9139

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	0.9367	0.9446
PP	0.9362	0.9414
S1	0.9356	0.9382

Download as Excel Spreadsheet

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

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