CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 20-Mar-2018
Day Change Summary
Previous Current
19-Mar-2018 20-Mar-2018 Change Change % Previous Week
Open 0.9489 0.9491 0.0002 0.0% 0.9428
High 0.9522 0.9499 -0.0024 -0.2% 0.9531
Low 0.9465 0.9438 -0.0027 -0.3% 0.9382
Close 0.9497 0.9452 -0.0045 -0.5% 0.9487
Range 0.0058 0.0061 0.0004 6.1% 0.0149
ATR 0.0070 0.0069 -0.0001 -0.9% 0.0000
Volume 127,047 121,171 -5,876 -4.6% 410,900
Daily Pivots for day following 20-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9646 0.9610 0.9486
R3 0.9585 0.9549 0.9469
R2 0.9524 0.9524 0.9463
R1 0.9488 0.9488 0.9458 0.9475
PP 0.9463 0.9463 0.9463 0.9456
S1 0.9427 0.9427 0.9446 0.9414
S2 0.9402 0.9402 0.9441
S3 0.9341 0.9366 0.9435
S4 0.9280 0.9305 0.9418
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 0.9912 0.9848 0.9568
R3 0.9763 0.9699 0.9527
R2 0.9615 0.9615 0.9514
R1 0.9551 0.9551 0.9500 0.9583
PP 0.9466 0.9466 0.9466 0.9482
S1 0.9402 0.9402 0.9473 0.9434
S2 0.9318 0.9318 0.9459
S3 0.9169 0.9254 0.9446
S4 0.9021 0.9105 0.9405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9531 0.9431 0.0100 1.1% 0.0061 0.6% 22% False False 112,808
10 0.9548 0.9382 0.0166 1.8% 0.0063 0.7% 42% False False 69,575
20 0.9569 0.9343 0.0226 2.4% 0.0068 0.7% 48% False False 35,541
40 0.9569 0.9074 0.0495 5.2% 0.0075 0.8% 76% False False 17,936
60 0.9569 0.8902 0.0667 7.1% 0.0064 0.7% 83% False False 11,980
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9758
2.618 0.9658
1.618 0.9597
1.000 0.9560
0.618 0.9536
HIGH 0.9499
0.618 0.9475
0.500 0.9468
0.382 0.9461
LOW 0.9438
0.618 0.9400
1.000 0.9377
1.618 0.9339
2.618 0.9278
4.250 0.9178
Fisher Pivots for day following 20-Mar-2018
Pivot 1 day 3 day
R1 0.9468 0.9484
PP 0.9463 0.9473
S1 0.9457 0.9463

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

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