CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 0.9411 0.9413 0.0002 0.0% 0.9481
High 0.9470 0.9433 -0.0037 -0.4% 0.9495
Low 0.9407 0.9360 -0.0048 -0.5% 0.9343
Close 0.9425 0.9380 -0.0045 -0.5% 0.9440
Range 0.0063 0.0073 0.0010 16.7% 0.0152
ATR 0.0074 0.0074 0.0000 -0.1% 0.0000
Volume 248 533 285 114.9% 1,948
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9611 0.9569 0.9420
R3 0.9538 0.9495 0.9400
R2 0.9464 0.9464 0.9393
R1 0.9422 0.9422 0.9386 0.9406
PP 0.9391 0.9391 0.9391 0.9383
S1 0.9348 0.9348 0.9373 0.9333
S2 0.9317 0.9317 0.9366
S3 0.9244 0.9275 0.9359
S4 0.9170 0.9201 0.9339
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9882 0.9813 0.9524
R3 0.9730 0.9661 0.9482
R2 0.9578 0.9578 0.9468
R1 0.9509 0.9509 0.9454 0.9468
PP 0.9426 0.9426 0.9426 0.9405
S1 0.9357 0.9357 0.9426 0.9316
S2 0.9274 0.9274 0.9412
S3 0.9122 0.9205 0.9398
S4 0.8970 0.9053 0.9356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9470 0.9343 0.0127 1.4% 0.0067 0.7% 29% False False 344
10 0.9549 0.9270 0.0279 3.0% 0.0080 0.9% 39% False False 456
20 0.9549 0.9126 0.0423 4.5% 0.0077 0.8% 60% False False 342
40 0.9549 0.8902 0.0647 6.9% 0.0069 0.7% 74% False False 241
60 0.9549 0.8894 0.0655 7.0% 0.0055 0.6% 74% False False 171
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9745
2.618 0.9625
1.618 0.9552
1.000 0.9506
0.618 0.9478
HIGH 0.9433
0.618 0.9405
0.500 0.9396
0.382 0.9388
LOW 0.9360
0.618 0.9314
1.000 0.9286
1.618 0.9241
2.618 0.9167
4.250 0.9047
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 0.9396 0.9415
PP 0.9391 0.9403
S1 0.9385 0.9391

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

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