CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 09-Jan-2018
Day Change Summary
Previous Current
08-Jan-2018 09-Jan-2018 Change Change % Previous Week
Open 0.8918 0.8915 -0.0003 0.0% 0.8958
High 0.8935 0.8976 0.0042 0.5% 0.9001
Low 0.8902 0.8915 0.0014 0.2% 0.8910
Close 0.8923 0.8958 0.0035 0.4% 0.8918
Range 0.0033 0.0061 0.0028 84.8% 0.0092
ATR 0.0036 0.0038 0.0002 4.9% 0.0000
Volume 17 43 26 152.9% 279
Daily Pivots for day following 09-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9133 0.9106 0.8992
R3 0.9072 0.9045 0.8975
R2 0.9011 0.9011 0.8969
R1 0.8984 0.8984 0.8964 0.8998
PP 0.8950 0.8950 0.8950 0.8956
S1 0.8923 0.8923 0.8952 0.8937
S2 0.8889 0.8889 0.8947
S3 0.8828 0.8862 0.8941
S4 0.8767 0.8801 0.8924
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 0.8991 0.8902 0.0089 1.0% 0.0031 0.3% 63% False False 40
10 0.9001 0.8902 0.0100 1.1% 0.0027 0.3% 57% False False 41
20 0.9015 0.8894 0.0121 1.4% 0.0027 0.3% 53% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9235
2.618 0.9136
1.618 0.9075
1.000 0.9037
0.618 0.9014
HIGH 0.8976
0.618 0.8953
0.500 0.8946
0.382 0.8938
LOW 0.8915
0.618 0.8877
1.000 0.8854
1.618 0.8816
2.618 0.8755
4.250 0.8656
Fisher Pivots for day following 09-Jan-2018
Pivot 1 day 3 day
R1 0.8954 0.8952
PP 0.8950 0.8945
S1 0.8946 0.8939

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

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