CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 0.8980 0.8962 -0.0018 -0.2% 0.8933
High 0.8991 0.8962 -0.0028 -0.3% 0.8969
Low 0.8965 0.8943 -0.0022 -0.2% 0.8925
Close 0.8968 0.8950 -0.0019 -0.2% 0.8962
Range 0.0026 0.0019 -0.0006 -23.5% 0.0045
ATR 0.0037 0.0036 -0.0001 -2.3% 0.0000
Volume 10 71 61 610.0% 71
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9010 0.8999 0.8960
R3 0.8991 0.8980 0.8955
R2 0.8971 0.8971 0.8953
R1 0.8960 0.8960 0.8951 0.8956
PP 0.8952 0.8952 0.8952 0.8949
S1 0.8941 0.8941 0.8948 0.8937
S2 0.8932 0.8932 0.8946
S3 0.8913 0.8921 0.8944
S4 0.8893 0.8902 0.8939
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 0.8933 0.0068 0.8% 0.0031 0.3% 24% False False 53
10 0.9001 0.8902 0.0099 1.1% 0.0023 0.3% 48% False False 30
20 0.9024 0.8894 0.0130 1.5% 0.0026 0.3% 43% False False 39
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9045
2.618 0.9014
1.618 0.8994
1.000 0.8982
0.618 0.8975
HIGH 0.8962
0.618 0.8955
0.500 0.8953
0.382 0.8950
LOW 0.8943
0.618 0.8931
1.000 0.8924
1.618 0.8911
2.618 0.8892
4.250 0.8860
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 0.8953 0.8972
PP 0.8952 0.8965
S1 0.8951 0.8957

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

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