CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 0.9355 0.9424 0.0069 0.7% 0.9148
High 0.9444 0.9502 0.0058 0.6% 0.9330
Low 0.9349 0.9424 0.0075 0.8% 0.9144
Close 0.9415 0.9486 0.0071 0.8% 0.9287
Range 0.0095 0.0079 -0.0017 -17.4% 0.0186
ATR 0.0074 0.0075 0.0001 1.3% 0.0000
Volume 454 342 -112 -24.7% 1,237
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9706 0.9674 0.9529
R3 0.9627 0.9596 0.9507
R2 0.9549 0.9549 0.9500
R1 0.9517 0.9517 0.9493 0.9533
PP 0.9470 0.9470 0.9470 0.9478
S1 0.9439 0.9439 0.9478 0.9455
S2 0.9392 0.9392 0.9471
S3 0.9313 0.9360 0.9464
S4 0.9235 0.9282 0.9442
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 0.9502 0.9228 0.0275 2.9% 0.0083 0.9% 94% True False 439
10 0.9502 0.9126 0.0376 4.0% 0.0086 0.9% 96% True False 330
20 0.9502 0.9073 0.0429 4.5% 0.0077 0.8% 96% True False 275
40 0.9502 0.8902 0.0601 6.3% 0.0058 0.6% 97% True False 169
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9836
2.618 0.9708
1.618 0.9629
1.000 0.9581
0.618 0.9551
HIGH 0.9502
0.618 0.9472
0.500 0.9463
0.382 0.9453
LOW 0.9424
0.618 0.9375
1.000 0.9345
1.618 0.9296
2.618 0.9218
4.250 0.9090
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 0.9478 0.9452
PP 0.9470 0.9419
S1 0.9463 0.9386

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

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