CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 0.9413 0.9385 -0.0028 -0.3% 0.9481
High 0.9433 0.9451 0.0018 0.2% 0.9495
Low 0.9360 0.9372 0.0013 0.1% 0.9343
Close 0.9380 0.9446 0.0066 0.7% 0.9440
Range 0.0073 0.0079 0.0006 7.5% 0.0152
ATR 0.0074 0.0074 0.0000 0.5% 0.0000
Volume 533 1,407 874 164.0% 1,948
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9660 0.9632 0.9489
R3 0.9581 0.9553 0.9467
R2 0.9502 0.9502 0.9460
R1 0.9474 0.9474 0.9453 0.9488
PP 0.9423 0.9423 0.9423 0.9430
S1 0.9395 0.9395 0.9438 0.9409
S2 0.9344 0.9344 0.9431
S3 0.9265 0.9316 0.9424
S4 0.9186 0.9237 0.9402
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 0.9353 0.0118 1.2% 0.0073 0.8% 79% False False 574
10 0.9549 0.9343 0.0206 2.2% 0.0077 0.8% 50% False False 519
20 0.9549 0.9126 0.0423 4.5% 0.0078 0.8% 76% False False 405
40 0.9549 0.8902 0.0647 6.8% 0.0070 0.7% 84% False False 276
60 0.9549 0.8894 0.0655 6.9% 0.0056 0.6% 84% False False 194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9787
2.618 0.9658
1.618 0.9579
1.000 0.9530
0.618 0.9500
HIGH 0.9451
0.618 0.9421
0.500 0.9411
0.382 0.9402
LOW 0.9372
0.618 0.9323
1.000 0.9293
1.618 0.9244
2.618 0.9165
4.250 0.9036
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 0.9434 0.9435
PP 0.9423 0.9425
S1 0.9411 0.9415

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

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