CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 29-May-2018

Day Change Summary
	Previous	Current
	25-May-2018	29-May-2018	Change	Change %	Previous Week
Open	0.9168	0.9121	-0.0047	-0.5%	0.9034
High	0.9177	0.9261	0.0084	0.9%	0.9191
Low	0.9125	0.9118	-0.0007	-0.1%	0.8992
Close	0.9152	0.9249	0.0097	1.1%	0.9152
Range	0.0053	0.0143	0.0091	172.4%	0.0199
ATR	0.0059	0.0065	0.0006	10.1%	0.0000
Volume	159,703	324,572	164,869	103.2%	868,095

Daily Pivots for day following 29-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9638	0.9586	0.9327
R3	0.9495	0.9443	0.9288
R2	0.9352	0.9352	0.9275
R1	0.9300	0.9300	0.9262	0.9326
PP	0.9209	0.9209	0.9209	0.9222
S1	0.9157	0.9157	0.9235	0.9183
S2	0.9066	0.9066	0.9222
S3	0.8923	0.9014	0.9209
S4	0.8780	0.8871	0.9170

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9707	0.9628	0.9261
R3	0.9508	0.9429	0.9206
R2	0.9310	0.9310	0.9188
R1	0.9231	0.9231	0.9170	0.9270
PP	0.9111	0.9111	0.9111	0.9131
S1	0.9032	0.9032	0.9133	0.9072
S2	0.8913	0.8913	0.9115
S3	0.8714	0.8834	0.9097
S4	0.8516	0.8635	0.9042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9261	0.9009	0.0252	2.7%	0.0086	0.9%	95%	True	False	214,129
10	0.9261	0.8992	0.0269	2.9%	0.0068	0.7%	95%	True	False	172,248
20	0.9261	0.8992	0.0269	2.9%	0.0060	0.7%	95%	True	False	140,597
40	0.9507	0.8992	0.0515	5.6%	0.0058	0.6%	50%	False	False	132,313
60	0.9615	0.8992	0.0623	6.7%	0.0061	0.7%	41%	False	False	120,869
80	0.9615	0.8992	0.0623	6.7%	0.0066	0.7%	41%	False	False	90,818
100	0.9615	0.8902	0.0713	7.7%	0.0066	0.7%	49%	False	False	72,686
120	0.9615	0.8894	0.0721	7.8%	0.0059	0.6%	49%	False	False	60,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9869
2.618	0.9635
1.618	0.9492
1.000	0.9404
0.618	0.9349
HIGH	0.9261
0.618	0.9206
0.500	0.9190
0.382	0.9173
LOW	0.9118
0.618	0.9030
1.000	0.8975
1.618	0.8887
2.618	0.8744
4.250	0.8510

Fisher Pivots for day following 29-May-2018
Pivot	1 day	3 day
R1	0.9229	0.9226
PP	0.9209	0.9203
S1	0.9190	0.9181

Download as Excel Spreadsheet

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

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