CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 0.9095 0.9156 0.0061 0.7% 0.9090
High 0.9147 0.9250 0.0103 1.1% 0.9153
Low 0.9074 0.9149 0.0075 0.8% 0.9050
Close 0.9142 0.9248 0.0106 1.2% 0.9120
Range 0.0073 0.0102 0.0029 39.0% 0.0103
ATR 0.0052 0.0056 0.0004 7.9% 0.0000
Volume 282 214 -68 -24.1% 512
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9520 0.9485 0.9303
R3 0.9418 0.9384 0.9275
R2 0.9317 0.9317 0.9266
R1 0.9282 0.9282 0.9257 0.9300
PP 0.9215 0.9215 0.9215 0.9224
S1 0.9181 0.9181 0.9238 0.9198
S2 0.9114 0.9114 0.9229
S3 0.9012 0.9079 0.9220
S4 0.8911 0.8978 0.9192
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9415 0.9370 0.9176
R3 0.9313 0.9268 0.9148
R2 0.9210 0.9210 0.9139
R1 0.9165 0.9165 0.9129 0.9188
PP 0.9108 0.9108 0.9108 0.9119
S1 0.9063 0.9063 0.9111 0.9085
S2 0.9005 0.9005 0.9101
S3 0.8903 0.8960 0.9092
S4 0.8800 0.8858 0.9064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9250 0.9050 0.0200 2.2% 0.0064 0.7% 99% True False 140
10 0.9250 0.8949 0.0301 3.3% 0.0071 0.8% 99% True False 143
20 0.9250 0.8902 0.0349 3.8% 0.0049 0.5% 99% True False 92
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 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9681
2.618 0.9516
1.618 0.9414
1.000 0.9352
0.618 0.9313
HIGH 0.9250
0.618 0.9211
0.500 0.9199
0.382 0.9187
LOW 0.9149
0.618 0.9086
1.000 0.9047
1.618 0.8984
2.618 0.8883
4.250 0.8717
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 0.9231 0.9219
PP 0.9215 0.9190
S1 0.9199 0.9162

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

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