CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 18-Jun-2018
Day Change Summary
Previous Current
15-Jun-2018 18-Jun-2018 Change Change % Previous Week
Open 0.9038 0.9034 -0.0004 0.0% 0.9151
High 0.9060 0.9066 0.0006 0.1% 0.9153
Low 0.9017 0.9034 0.0018 0.2% 0.9017
Close 0.9041 0.9058 0.0016 0.2% 0.9041
Range 0.0043 0.0032 -0.0012 -26.7% 0.0137
ATR 0.0058 0.0056 -0.0002 -3.3% 0.0000
Volume 45,579 4,433 -41,146 -90.3% 584,166
Daily Pivots for day following 18-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9147 0.9134 0.9075
R3 0.9115 0.9102 0.9066
R2 0.9084 0.9084 0.9063
R1 0.9071 0.9071 0.9060 0.9077
PP 0.9052 0.9052 0.9052 0.9056
S1 0.9039 0.9039 0.9055 0.9046
S2 0.9021 0.9021 0.9052
S3 0.8989 0.9008 0.9049
S4 0.8958 0.8976 0.9040
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9480 0.9397 0.9117
R3 0.9343 0.9261 0.9079
R2 0.9207 0.9207 0.9067
R1 0.9124 0.9124 0.9054 0.9097
PP 0.9070 0.9070 0.9070 0.9057
S1 0.8988 0.8988 0.9029 0.8961
S2 0.8934 0.8934 0.9016
S3 0.8797 0.8851 0.9004
S4 0.8661 0.8715 0.8966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9099 0.9017 0.0082 0.9% 0.0045 0.5% 50% False False 97,399
10 0.9162 0.9017 0.0146 1.6% 0.0049 0.5% 28% False False 107,796
20 0.9261 0.8992 0.0269 3.0% 0.0060 0.7% 24% False False 144,587
40 0.9321 0.8992 0.0329 3.6% 0.0057 0.6% 20% False False 130,832
60 0.9615 0.8992 0.0623 6.9% 0.0059 0.6% 11% False False 131,981
80 0.9615 0.8992 0.0623 6.9% 0.0061 0.7% 11% False False 111,992
100 0.9615 0.8992 0.0623 6.9% 0.0065 0.7% 11% False False 89,661
120 0.9615 0.8902 0.0713 7.9% 0.0062 0.7% 22% False False 74,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9199
2.618 0.9148
1.618 0.9116
1.000 0.9097
0.618 0.9085
HIGH 0.9066
0.618 0.9053
0.500 0.9050
0.382 0.9046
LOW 0.9034
0.618 0.9015
1.000 0.9003
1.618 0.8983
2.618 0.8952
4.250 0.8900
Fisher Pivots for day following 18-Jun-2018
Pivot 1 day 3 day
R1 0.9055 0.9058
PP 0.9052 0.9058
S1 0.9050 0.9058

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

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