CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 0.9151 0.9091 -0.0060 -0.7% 0.9141
High 0.9153 0.9092 -0.0062 -0.7% 0.9162
Low 0.9085 0.9053 -0.0032 -0.4% 0.9076
Close 0.9093 0.9067 -0.0027 -0.3% 0.9138
Range 0.0068 0.0039 -0.0030 -43.4% 0.0087
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 101,600 153,122 51,522 50.7% 582,841
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9186 0.9165 0.9088
R3 0.9147 0.9126 0.9077
R2 0.9109 0.9109 0.9074
R1 0.9088 0.9088 0.9070 0.9079
PP 0.9070 0.9070 0.9070 0.9066
S1 0.9049 0.9049 0.9063 0.9041
S2 0.9032 0.9032 0.9059
S3 0.8993 0.9011 0.9056
S4 0.8955 0.8972 0.9045
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 0.9053 0.0109 1.2% 0.0052 0.6% 12% False True 125,961
10 0.9240 0.9053 0.0187 2.1% 0.0054 0.6% 7% False True 136,519
20 0.9261 0.8992 0.0269 3.0% 0.0061 0.7% 28% False False 154,384
40 0.9393 0.8992 0.0401 4.4% 0.0055 0.6% 19% False False 132,432
60 0.9615 0.8992 0.0623 6.9% 0.0060 0.7% 12% False False 136,058
80 0.9615 0.8992 0.0623 6.9% 0.0063 0.7% 12% False False 107,842
100 0.9615 0.8992 0.0623 6.9% 0.0065 0.7% 12% False False 86,328
120 0.9615 0.8902 0.0713 7.9% 0.0061 0.7% 23% False False 71,951
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9255
2.618 0.9192
1.618 0.9154
1.000 0.9130
0.618 0.9115
HIGH 0.9092
0.618 0.9077
0.500 0.9072
0.382 0.9068
LOW 0.9053
0.618 0.9029
1.000 0.9015
1.618 0.8991
2.618 0.8952
4.250 0.8889
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 0.9072 0.9108
PP 0.9070 0.9094
S1 0.9068 0.9080

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

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