CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 0.9051 0.9066 0.0015 0.2% 0.8918
High 0.9084 0.9090 0.0007 0.1% 0.9090
Low 0.9021 0.9035 0.0015 0.2% 0.8902
Close 0.9083 0.9084 0.0002 0.0% 0.9084
Range 0.0063 0.0055 -0.0008 -12.7% 0.0189
ATR 0.0045 0.0046 0.0001 1.6% 0.0000
Volume 119 151 32 26.9% 409
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9235 0.9215 0.9115
R3 0.9180 0.9160 0.9100
R2 0.9125 0.9125 0.9095
R1 0.9105 0.9105 0.9090 0.9115
PP 0.9070 0.9070 0.9070 0.9075
S1 0.9050 0.9050 0.9079 0.9060
S2 0.9015 0.9015 0.9074
S3 0.8960 0.8995 0.9069
S4 0.8905 0.8940 0.9054
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9591 0.9526 0.9188
R3 0.9402 0.9338 0.9136
R2 0.9214 0.9214 0.9119
R1 0.9149 0.9149 0.9102 0.9181
PP 0.9025 0.9025 0.9025 0.9041
S1 0.8961 0.8961 0.9067 0.8993
S2 0.8837 0.8837 0.9050
S3 0.8648 0.8772 0.9033
S4 0.8460 0.8584 0.8981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9090 0.8902 0.0189 2.1% 0.0066 0.7% 97% True False 81
10 0.9090 0.8902 0.0189 2.1% 0.0047 0.5% 97% True False 70
20 0.9090 0.8902 0.0189 2.1% 0.0034 0.4% 97% True False 53
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9324
2.618 0.9234
1.618 0.9179
1.000 0.9145
0.618 0.9124
HIGH 0.9090
0.618 0.9069
0.500 0.9063
0.382 0.9056
LOW 0.9035
0.618 0.9001
1.000 0.8980
1.618 0.8946
2.618 0.8891
4.250 0.8801
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 0.9077 0.9063
PP 0.9070 0.9041
S1 0.9063 0.9020

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

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