CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 0.8940 0.8903 -0.0037 -0.4% 0.8905
High 0.8940 0.8921 -0.0019 -0.2% 0.9015
Low 0.8911 0.8902 -0.0009 -0.1% 0.8894
Close 0.8911 0.8918 0.0007 0.1% 0.8982
Range 0.0030 0.0019 -0.0011 -35.6% 0.0121
ATR 0.0045 0.0044 -0.0002 -4.2% 0.0000
Volume 12 2 -10 -83.3% 216
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.8971 0.8963 0.8928
R3 0.8952 0.8944 0.8923
R2 0.8933 0.8933 0.8921
R1 0.8925 0.8925 0.8919 0.8929
PP 0.8914 0.8914 0.8914 0.8915
S1 0.8906 0.8906 0.8916 0.8910
S2 0.8895 0.8895 0.8914
S3 0.8876 0.8887 0.8912
S4 0.8857 0.8868 0.8907
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9327 0.9275 0.9048
R3 0.9206 0.9154 0.9015
R2 0.9085 0.9085 0.9004
R1 0.9033 0.9033 0.8993 0.9059
PP 0.8964 0.8964 0.8964 0.8976
S1 0.8912 0.8912 0.8970 0.8938
S2 0.8843 0.8843 0.8959
S3 0.8722 0.8791 0.8948
S4 0.8601 0.8670 0.8915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9015 0.8902 0.0113 1.3% 0.0023 0.3% 14% False True 27
10 0.9015 0.8894 0.0121 1.4% 0.0028 0.3% 19% False False 47
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9002
2.618 0.8971
1.618 0.8952
1.000 0.8940
0.618 0.8933
HIGH 0.8921
0.618 0.8914
0.500 0.8912
0.382 0.8909
LOW 0.8902
0.618 0.8890
1.000 0.8883
1.618 0.8871
2.618 0.8852
4.250 0.8821
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 0.8916 0.8928
PP 0.8914 0.8925
S1 0.8912 0.8921

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

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