CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 0.9083 0.9120 0.0037 0.4% 0.9141
High 0.9140 0.9162 0.0023 0.2% 0.9162
Low 0.9078 0.9107 0.0030 0.3% 0.9076
Close 0.9119 0.9138 0.0019 0.2% 0.9138
Range 0.0062 0.0055 -0.0007 -11.3% 0.0087
ATR 0.0062 0.0061 0.0000 -0.8% 0.0000
Volume 129,380 132,632 3,252 2.5% 582,841
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9301 0.9275 0.9169
R3 0.9246 0.9220 0.9154
R2 0.9191 0.9191 0.9149
R1 0.9165 0.9165 0.9144 0.9178
PP 0.9136 0.9136 0.9136 0.9142
S1 0.9110 0.9110 0.9133 0.9123
S2 0.9081 0.9081 0.9128
S3 0.9026 0.9055 0.9123
S4 0.8971 0.9000 0.9108
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9385 0.9348 0.9186
R3 0.9298 0.9262 0.9162
R2 0.9212 0.9212 0.9154
R1 0.9175 0.9175 0.9146 0.9150
PP 0.9125 0.9125 0.9125 0.9113
S1 0.9089 0.9089 0.9131 0.9064
S2 0.9039 0.9039 0.9123
S3 0.8952 0.9002 0.9115
S4 0.8866 0.8916 0.9091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9162 0.9076 0.0087 0.9% 0.0048 0.5% 73% True False 116,568
10 0.9261 0.9076 0.0186 2.0% 0.0063 0.7% 34% False False 159,475
20 0.9261 0.8992 0.0269 2.9% 0.0060 0.7% 54% False False 150,276
40 0.9393 0.8992 0.0401 4.4% 0.0055 0.6% 37% False False 131,556
60 0.9615 0.8992 0.0623 6.8% 0.0060 0.7% 24% False False 135,637
80 0.9615 0.8992 0.0623 6.8% 0.0063 0.7% 24% False False 104,667
100 0.9615 0.8992 0.0623 6.8% 0.0066 0.7% 24% False False 83,783
120 0.9615 0.8902 0.0713 7.8% 0.0061 0.7% 33% False False 69,829
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9396
2.618 0.9306
1.618 0.9251
1.000 0.9217
0.618 0.9196
HIGH 0.9162
0.618 0.9141
0.500 0.9135
0.382 0.9128
LOW 0.9107
0.618 0.9073
1.000 0.9052
1.618 0.9018
2.618 0.8963
4.250 0.8873
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 0.9137 0.9132
PP 0.9136 0.9125
S1 0.9135 0.9119

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

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