CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 0.9136 0.9087 -0.0049 -0.5% 0.9230
High 0.9158 0.9114 -0.0044 -0.5% 0.9234
Low 0.9096 0.9080 -0.0016 -0.2% 0.9080
Close 0.9104 0.9111 0.0007 0.1% 0.9111
Range 0.0062 0.0035 -0.0028 -44.4% 0.0154
ATR 0.0049 0.0048 -0.0001 -2.1% 0.0000
Volume 2,329 224 -2,105 -90.4% 4,060
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.9205 0.9192 0.9129
R3 0.9170 0.9158 0.9120
R2 0.9136 0.9136 0.9117
R1 0.9123 0.9123 0.9114 0.9130
PP 0.9101 0.9101 0.9101 0.9105
S1 0.9089 0.9089 0.9107 0.9095
S2 0.9067 0.9067 0.9104
S3 0.9032 0.9054 0.9101
S4 0.8998 0.9020 0.9092
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.9603 0.9511 0.9195
R3 0.9449 0.9357 0.9153
R2 0.9295 0.9295 0.9139
R1 0.9203 0.9203 0.9125 0.9172
PP 0.9141 0.9141 0.9141 0.9126
S1 0.9049 0.9049 0.9096 0.9018
S2 0.8987 0.8987 0.9082
S3 0.8833 0.8895 0.9068
S4 0.8679 0.8741 0.9026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9234 0.9080 0.0154 1.7% 0.0043 0.5% 20% False True 812
10 0.9277 0.9080 0.0197 2.2% 0.0045 0.5% 16% False True 480
20 0.9378 0.9080 0.0299 3.3% 0.0045 0.5% 10% False True 296
40 0.9670 0.9080 0.0590 6.5% 0.0048 0.5% 5% False True 188
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9261
2.618 0.9204
1.618 0.9170
1.000 0.9149
0.618 0.9135
HIGH 0.9114
0.618 0.9101
0.500 0.9097
0.382 0.9093
LOW 0.9080
0.618 0.9058
1.000 0.9045
1.618 0.9024
2.618 0.8989
4.250 0.8933
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 0.9106 0.9121
PP 0.9101 0.9118
S1 0.9097 0.9114

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

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