CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 0.8962 0.8917 -0.0046 -0.5% 0.8958
High 0.8962 0.8924 -0.0039 -0.4% 0.9001
Low 0.8943 0.8910 -0.0034 -0.4% 0.8910
Close 0.8950 0.8918 -0.0032 -0.4% 0.8918
Range 0.0019 0.0014 -0.0005 -28.2% 0.0092
ATR 0.0036 0.0036 0.0000 0.8% 0.0000
Volume 71 62 -9 -12.7% 279
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.8959 0.8953 0.8926
R3 0.8945 0.8939 0.8922
R2 0.8931 0.8931 0.8921
R1 0.8925 0.8925 0.8919 0.8928
PP 0.8917 0.8917 0.8917 0.8919
S1 0.8911 0.8911 0.8917 0.8914
S2 0.8903 0.8903 0.8915
S3 0.8889 0.8897 0.8914
S4 0.8875 0.8883 0.8910
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9217 0.9159 0.8968
R3 0.9126 0.9068 0.8943
R2 0.9034 0.9034 0.8935
R1 0.8976 0.8976 0.8926 0.8960
PP 0.8943 0.8943 0.8943 0.8935
S1 0.8885 0.8885 0.8910 0.8868
S2 0.8851 0.8851 0.8901
S3 0.8760 0.8793 0.8893
S4 0.8668 0.8702 0.8868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9001 0.8910 0.0092 1.0% 0.0029 0.3% 9% False True 58
10 0.9001 0.8902 0.0099 1.1% 0.0021 0.2% 16% False False 35
20 0.9015 0.8894 0.0121 1.4% 0.0026 0.3% 20% False False 41
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8983
2.618 0.8960
1.618 0.8946
1.000 0.8938
0.618 0.8932
HIGH 0.8924
0.618 0.8918
0.500 0.8917
0.382 0.8915
LOW 0.8910
0.618 0.8901
1.000 0.8896
1.618 0.8887
2.618 0.8873
4.250 0.8850
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 0.8918 0.8950
PP 0.8917 0.8939
S1 0.8917 0.8929

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

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