CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 0.8958 0.8980 0.0022 0.2% 0.8933
High 0.9001 0.8991 -0.0011 -0.1% 0.8969
Low 0.8950 0.8965 0.0015 0.2% 0.8925
Close 0.8990 0.8968 -0.0022 -0.2% 0.8962
Range 0.0051 0.0026 -0.0026 -50.0% 0.0045
ATR 0.0038 0.0037 -0.0001 -2.3% 0.0000
Volume 136 10 -126 -92.6% 71
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9051 0.9035 0.8982
R3 0.9026 0.9010 0.8975
R2 0.9000 0.9000 0.8973
R1 0.8984 0.8984 0.8970 0.8979
PP 0.8975 0.8975 0.8975 0.8972
S1 0.8959 0.8959 0.8966 0.8954
S2 0.8949 0.8949 0.8963
S3 0.8924 0.8933 0.8961
S4 0.8898 0.8908 0.8954
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9085 0.9068 0.8987
R3 0.9041 0.9024 0.8975
R2 0.8996 0.8996 0.8971
R1 0.8979 0.8979 0.8967 0.8988
PP 0.8952 0.8952 0.8952 0.8956
S1 0.8935 0.8935 0.8958 0.8943
S2 0.8907 0.8907 0.8954
S3 0.8863 0.8890 0.8950
S4 0.8818 0.8846 0.8938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9001 0.8925 0.0077 0.9% 0.0028 0.3% 57% False False 39
10 0.9001 0.8902 0.0099 1.1% 0.0022 0.2% 67% False False 24
20 0.9024 0.8894 0.0130 1.4% 0.0026 0.3% 57% False False 36
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9099
2.618 0.9057
1.618 0.9032
1.000 0.9016
0.618 0.9006
HIGH 0.8991
0.618 0.8981
0.500 0.8978
0.382 0.8975
LOW 0.8965
0.618 0.8949
1.000 0.8940
1.618 0.8924
2.618 0.8898
4.250 0.8857
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 0.8978 0.8968
PP 0.8975 0.8967
S1 0.8971 0.8967

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

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