CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 0.9520 0.9470 -0.0050 -0.5% 0.9646
High 0.9541 0.9470 -0.0071 -0.7% 0.9648
Low 0.9472 0.9412 -0.0060 -0.6% 0.9460
Close 0.9477 0.9413 -0.0065 -0.7% 0.9506
Range 0.0068 0.0058 -0.0010 -14.7% 0.0188
ATR 0.0063 0.0063 0.0000 0.2% 0.0000
Volume 19 86 67 352.6% 452
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 0.9606 0.9567 0.9444
R3 0.9548 0.9509 0.9428
R2 0.9490 0.9490 0.9423
R1 0.9451 0.9451 0.9418 0.9441
PP 0.9432 0.9432 0.9432 0.9427
S1 0.9393 0.9393 0.9407 0.9383
S2 0.9374 0.9374 0.9402
S3 0.9316 0.9335 0.9397
S4 0.9258 0.9277 0.9381
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.0103 0.9993 0.9609
R3 0.9915 0.9804 0.9557
R2 0.9726 0.9726 0.9540
R1 0.9616 0.9616 0.9523 0.9577
PP 0.9538 0.9538 0.9538 0.9518
S1 0.9428 0.9428 0.9488 0.9389
S2 0.9350 0.9350 0.9471
S3 0.9161 0.9239 0.9454
S4 0.8973 0.9051 0.9402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9568 0.9412 0.0156 1.7% 0.0060 0.6% 0% False True 68
10 0.9670 0.9412 0.0258 2.7% 0.0066 0.7% 0% False True 94
20 0.9670 0.9412 0.0258 2.7% 0.0054 0.6% 0% False True 60
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 0.9717
2.618 0.9622
1.618 0.9564
1.000 0.9528
0.618 0.9506
HIGH 0.9470
0.618 0.9448
0.500 0.9441
0.382 0.9434
LOW 0.9412
0.618 0.9376
1.000 0.9354
1.618 0.9318
2.618 0.9260
4.250 0.9166
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 0.9441 0.9489
PP 0.9432 0.9463
S1 0.9422 0.9438

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

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