CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 0.9273 0.9355 0.0082 0.9% 0.9148
High 0.9383 0.9444 0.0061 0.7% 0.9330
Low 0.9270 0.9349 0.0079 0.9% 0.9144
Close 0.9361 0.9415 0.0054 0.6% 0.9287
Range 0.0113 0.0095 -0.0018 -15.9% 0.0186
ATR 0.0072 0.0074 0.0002 2.3% 0.0000
Volume 780 454 -326 -41.8% 1,237
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9688 0.9646 0.9467
R3 0.9593 0.9551 0.9441
R2 0.9498 0.9498 0.9432
R1 0.9456 0.9456 0.9423 0.9477
PP 0.9403 0.9403 0.9403 0.9413
S1 0.9361 0.9361 0.9406 0.9382
S2 0.9308 0.9308 0.9397
S3 0.9213 0.9266 0.9388
S4 0.9118 0.9171 0.9362
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9810 0.9734 0.9389
R3 0.9624 0.9548 0.9338
R2 0.9439 0.9439 0.9321
R1 0.9363 0.9363 0.9304 0.9401
PP 0.9253 0.9253 0.9253 0.9272
S1 0.9177 0.9177 0.9269 0.9215
S2 0.9068 0.9068 0.9252
S3 0.8882 0.8992 0.9235
S4 0.8697 0.8806 0.9184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9444 0.9187 0.0257 2.7% 0.0086 0.9% 89% True False 411
10 0.9444 0.9126 0.0318 3.4% 0.0081 0.9% 91% True False 324
20 0.9444 0.9050 0.0394 4.2% 0.0076 0.8% 93% True False 262
40 0.9444 0.8902 0.0543 5.8% 0.0057 0.6% 95% True False 162
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9848
2.618 0.9693
1.618 0.9598
1.000 0.9539
0.618 0.9503
HIGH 0.9444
0.618 0.9408
0.500 0.9397
0.382 0.9385
LOW 0.9349
0.618 0.9290
1.000 0.9254
1.618 0.9195
2.618 0.9100
4.250 0.8945
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 0.9409 0.9395
PP 0.9403 0.9376
S1 0.9397 0.9357

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

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