CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 0.9091 0.9088 -0.0003 0.0% 0.9230
High 0.9095 0.9096 0.0001 0.0% 0.9234
Low 0.9052 0.9069 0.0017 0.2% 0.9080
Close 0.9074 0.9083 0.0009 0.1% 0.9111
Range 0.0044 0.0028 -0.0016 -36.8% 0.0154
ATR 0.0049 0.0047 -0.0002 -3.1% 0.0000
Volume 477 852 375 78.6% 4,060
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 0.9165 0.9151 0.9098
R3 0.9137 0.9124 0.9090
R2 0.9110 0.9110 0.9088
R1 0.9096 0.9096 0.9085 0.9089
PP 0.9082 0.9082 0.9082 0.9079
S1 0.9069 0.9069 0.9080 0.9062
S2 0.9055 0.9055 0.9077
S3 0.9027 0.9041 0.9075
S4 0.9000 0.9014 0.9067
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 0.9163 0.9052 0.0112 1.2% 0.0038 0.4% 28% False False 863
10 0.9254 0.9052 0.0203 2.2% 0.0043 0.5% 15% False False 600
20 0.9288 0.9052 0.0237 2.6% 0.0042 0.5% 13% False False 343
40 0.9607 0.9052 0.0556 6.1% 0.0047 0.5% 6% False False 217
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9213
2.618 0.9168
1.618 0.9140
1.000 0.9124
0.618 0.9113
HIGH 0.9096
0.618 0.9085
0.500 0.9082
0.382 0.9079
LOW 0.9069
0.618 0.9052
1.000 0.9041
1.618 0.9024
2.618 0.8997
4.250 0.8952
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 0.9082 0.9083
PP 0.9082 0.9083
S1 0.9082 0.9083

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

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