CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 0.9119 0.9054 -0.0065 -0.7% 0.9123
High 0.9119 0.9070 -0.0050 -0.5% 0.9184
Low 0.9057 0.9042 -0.0015 -0.2% 0.9042
Close 0.9058 0.9064 0.0006 0.1% 0.9064
Range 0.0063 0.0028 -0.0035 -56.0% 0.0142
ATR 0.0049 0.0047 -0.0002 -3.1% 0.0000
Volume 1,166 871 -295 -25.3% 5,260
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9141 0.9130 0.9079
R3 0.9114 0.9103 0.9072
R2 0.9086 0.9086 0.9069
R1 0.9075 0.9075 0.9067 0.9081
PP 0.9059 0.9059 0.9059 0.9061
S1 0.9048 0.9048 0.9061 0.9053
S2 0.9031 0.9031 0.9059
S3 0.9004 0.9020 0.9056
S4 0.8976 0.8993 0.9049
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9523 0.9435 0.9142
R3 0.9381 0.9293 0.9103
R2 0.9239 0.9239 0.9090
R1 0.9151 0.9151 0.9077 0.9124
PP 0.9097 0.9097 0.9097 0.9083
S1 0.9009 0.9009 0.9051 0.8982
S2 0.8955 0.8955 0.9038
S3 0.8813 0.8867 0.9025
S4 0.8671 0.8725 0.8986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9184 0.9042 0.0142 1.6% 0.0048 0.5% 15% False True 1,052
10 0.9184 0.9042 0.0142 1.6% 0.0053 0.6% 15% False True 630
20 0.9184 0.9006 0.0178 2.0% 0.0046 0.5% 33% False False 367
40 0.9184 0.8935 0.0249 2.7% 0.0045 0.5% 52% False False 202
60 0.9266 0.8935 0.0331 3.6% 0.0041 0.5% 39% False False 142
80 0.9374 0.8935 0.0439 4.8% 0.0038 0.4% 29% False False 111
100 0.9540 0.8935 0.0605 6.7% 0.0034 0.4% 21% False False 90
120 0.9728 0.8935 0.0793 8.7% 0.0033 0.4% 16% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.9141
1.618 0.9114
1.000 0.9097
0.618 0.9086
HIGH 0.9070
0.618 0.9059
0.500 0.9056
0.382 0.9053
LOW 0.9042
0.618 0.9025
1.000 0.9015
1.618 0.8998
2.618 0.8970
4.250 0.8925
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 0.9061 0.9102
PP 0.9059 0.9089
S1 0.9056 0.9077

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

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