CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 07-Feb-2018
Day Change Summary
Previous Current
06-Feb-2018 07-Feb-2018 Change Change % Previous Week
Open 0.9234 0.9191 -0.0043 -0.5% 0.9260
High 0.9292 0.9251 -0.0041 -0.4% 0.9300
Low 0.9199 0.9191 -0.0009 -0.1% 0.9126
Close 0.9221 0.9215 -0.0006 -0.1% 0.9144
Range 0.0093 0.0061 -0.0032 -34.6% 0.0174
ATR 0.0069 0.0068 -0.0001 -0.9% 0.0000
Volume 192 108 -84 -43.8% 1,141
Daily Pivots for day following 07-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9400 0.9368 0.9248
R3 0.9340 0.9308 0.9232
R2 0.9279 0.9279 0.9226
R1 0.9247 0.9247 0.9221 0.9263
PP 0.9219 0.9219 0.9219 0.9227
S1 0.9187 0.9187 0.9209 0.9203
S2 0.9158 0.9158 0.9204
S3 0.9098 0.9126 0.9198
S4 0.9037 0.9066 0.9182
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9712 0.9602 0.9240
R3 0.9538 0.9428 0.9192
R2 0.9364 0.9364 0.9176
R1 0.9254 0.9254 0.9160 0.9222
PP 0.9190 0.9190 0.9190 0.9174
S1 0.9080 0.9080 0.9128 0.9048
S2 0.9016 0.9016 0.9112
S3 0.8842 0.8906 0.9096
S4 0.8668 0.8732 0.9048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9292 0.9126 0.0166 1.8% 0.0077 0.8% 54% False False 237
10 0.9310 0.9126 0.0184 2.0% 0.0077 0.8% 48% False False 249
20 0.9310 0.8949 0.0361 3.9% 0.0074 0.8% 74% False False 196
40 0.9310 0.8894 0.0416 4.5% 0.0051 0.6% 77% False False 116
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9508
2.618 0.9409
1.618 0.9349
1.000 0.9312
0.618 0.9288
HIGH 0.9251
0.618 0.9228
0.500 0.9221
0.382 0.9214
LOW 0.9191
0.618 0.9153
1.000 0.9130
1.618 0.9093
2.618 0.9032
4.250 0.8933
Fisher Pivots for day following 07-Feb-2018
Pivot 1 day 3 day
R1 0.9221 0.9218
PP 0.9219 0.9217
S1 0.9217 0.9216

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

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