CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 0.9158 0.9166 0.0008 0.1% 0.9192
High 0.9182 0.9177 -0.0006 -0.1% 0.9219
Low 0.9147 0.9137 -0.0010 -0.1% 0.9110
Close 0.9170 0.9138 -0.0032 -0.3% 0.9170
Range 0.0036 0.0040 0.0004 11.3% 0.0109
ATR 0.0056 0.0055 -0.0001 -2.1% 0.0000
Volume 89,423 83,149 -6,274 -7.0% 532,308
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 0.9269 0.9243 0.9160
R3 0.9230 0.9204 0.9149
R2 0.9190 0.9190 0.9145
R1 0.9164 0.9164 0.9142 0.9157
PP 0.9151 0.9151 0.9151 0.9147
S1 0.9125 0.9125 0.9134 0.9118
S2 0.9111 0.9111 0.9131
S3 0.9072 0.9085 0.9127
S4 0.9032 0.9046 0.9116
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.9493 0.9441 0.9230
R3 0.9384 0.9332 0.9200
R2 0.9275 0.9275 0.9190
R1 0.9223 0.9223 0.9180 0.9195
PP 0.9166 0.9166 0.9166 0.9152
S1 0.9114 0.9114 0.9160 0.9086
S2 0.9057 0.9057 0.9150
S3 0.8948 0.9005 0.9140
S4 0.8839 0.8896 0.9110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9212 0.9110 0.0102 1.1% 0.0050 0.5% 27% False False 106,720
10 0.9229 0.9110 0.0119 1.3% 0.0053 0.6% 24% False False 108,946
20 0.9393 0.9110 0.0283 3.1% 0.0050 0.5% 10% False False 110,481
40 0.9615 0.9110 0.0505 5.5% 0.0059 0.6% 6% False False 126,895
60 0.9615 0.9110 0.0505 5.5% 0.0063 0.7% 6% False False 92,328
80 0.9615 0.9073 0.0542 5.9% 0.0067 0.7% 12% False False 69,314
100 0.9615 0.8902 0.0713 7.8% 0.0061 0.7% 33% False False 55,464
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9344
2.618 0.9280
1.618 0.9240
1.000 0.9216
0.618 0.9201
HIGH 0.9177
0.618 0.9161
0.500 0.9157
0.382 0.9152
LOW 0.9137
0.618 0.9113
1.000 0.9098
1.618 0.9073
2.618 0.9034
4.250 0.8969
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 0.9157 0.9146
PP 0.9151 0.9143
S1 0.9144 0.9141

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

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