CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 0.9066 0.9090 0.0024 0.3% 0.8918
High 0.9090 0.9147 0.0057 0.6% 0.9090
Low 0.9035 0.9077 0.0042 0.5% 0.8902
Close 0.9084 0.9147 0.0062 0.7% 0.9084
Range 0.0055 0.0070 0.0015 27.3% 0.0189
ATR 0.0046 0.0047 0.0002 3.8% 0.0000
Volume 151 247 96 63.6% 409
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9333 0.9310 0.9185
R3 0.9263 0.9240 0.9166
R2 0.9193 0.9193 0.9159
R1 0.9170 0.9170 0.9153 0.9182
PP 0.9123 0.9123 0.9123 0.9129
S1 0.9100 0.9100 0.9140 0.9112
S2 0.9053 0.9053 0.9134
S3 0.8983 0.9030 0.9127
S4 0.8913 0.8960 0.9108
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 0.9147 0.8915 0.0232 2.5% 0.0073 0.8% 100% True False 127
10 0.9147 0.8902 0.0245 2.7% 0.0051 0.6% 100% True False 93
20 0.9147 0.8902 0.0245 2.7% 0.0035 0.4% 100% True False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9444
2.618 0.9330
1.618 0.9260
1.000 0.9217
0.618 0.9190
HIGH 0.9147
0.618 0.9120
0.500 0.9112
0.382 0.9103
LOW 0.9077
0.618 0.9033
1.000 0.9007
1.618 0.8963
2.618 0.8893
4.250 0.8779
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 0.9135 0.9126
PP 0.9123 0.9105
S1 0.9112 0.9084

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

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