CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 0.9408 0.9454 0.0046 0.5% 0.9610
High 0.9457 0.9511 0.0054 0.6% 0.9615
Low 0.9398 0.9440 0.0042 0.4% 0.9393
Close 0.9444 0.9494 0.0050 0.5% 0.9444
Range 0.0060 0.0072 0.0012 20.2% 0.0222
ATR 0.0075 0.0075 0.0000 -0.4% 0.0000
Volume 134,018 96,032 -37,986 -28.3% 625,359
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.9696 0.9666 0.9533
R3 0.9624 0.9595 0.9513
R2 0.9553 0.9553 0.9507
R1 0.9523 0.9523 0.9500 0.9538
PP 0.9481 0.9481 0.9481 0.9489
S1 0.9452 0.9452 0.9487 0.9467
S2 0.9410 0.9410 0.9480
S3 0.9338 0.9380 0.9474
S4 0.9267 0.9309 0.9454
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0148 1.0017 0.9565
R3 0.9927 0.9796 0.9504
R2 0.9705 0.9705 0.9484
R1 0.9574 0.9574 0.9464 0.9529
PP 0.9484 0.9484 0.9484 0.9461
S1 0.9353 0.9353 0.9423 0.9308
S2 0.9262 0.9262 0.9403
S3 0.9041 0.9131 0.9383
S4 0.8819 0.8910 0.9322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9615 0.9393 0.0222 2.3% 0.0082 0.9% 45% False False 144,278
10 0.9615 0.9393 0.0222 2.3% 0.0074 0.8% 45% False False 150,573
20 0.9615 0.9382 0.0233 2.4% 0.0069 0.7% 48% False False 97,980
40 0.9615 0.9126 0.0489 5.1% 0.0075 0.8% 75% False False 49,322
60 0.9615 0.8902 0.0713 7.5% 0.0071 0.8% 83% False False 32,935
80 0.9615 0.8894 0.0721 7.6% 0.0060 0.6% 83% False False 24,710
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9815
2.618 0.9698
1.618 0.9627
1.000 0.9583
0.618 0.9555
HIGH 0.9511
0.618 0.9484
0.500 0.9475
0.382 0.9467
LOW 0.9440
0.618 0.9395
1.000 0.9368
1.618 0.9324
2.618 0.9252
4.250 0.9136
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 0.9487 0.9485
PP 0.9481 0.9476
S1 0.9475 0.9468

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

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