CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 0.9098 0.9166 0.0068 0.7% 0.9230
High 0.9202 0.9248 0.0047 0.5% 0.9234
Low 0.9095 0.9165 0.0070 0.8% 0.9080
Close 0.9159 0.9222 0.0064 0.7% 0.9111
Range 0.0107 0.0084 -0.0024 -22.0% 0.0154
ATR 0.0052 0.0055 0.0003 5.1% 0.0000
Volume 6,363 2,033 -4,330 -68.0% 4,060
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 0.9462 0.9426 0.9268
R3 0.9379 0.9342 0.9245
R2 0.9295 0.9295 0.9237
R1 0.9259 0.9259 0.9230 0.9277
PP 0.9212 0.9212 0.9212 0.9221
S1 0.9175 0.9175 0.9214 0.9193
S2 0.9128 0.9128 0.9207
S3 0.9045 0.9092 0.9199
S4 0.8961 0.9008 0.9176
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 0.9248 0.9052 0.0197 2.1% 0.0059 0.6% 87% True False 1,989
10 0.9248 0.9052 0.0197 2.1% 0.0051 0.6% 87% True False 1,391
20 0.9288 0.9052 0.0237 2.6% 0.0048 0.5% 72% False False 755
40 0.9568 0.9052 0.0516 5.6% 0.0047 0.5% 33% False False 421
60 0.9670 0.9052 0.0618 6.7% 0.0049 0.5% 28% False False 295
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 False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9603
2.618 0.9467
1.618 0.9383
1.000 0.9332
0.618 0.9300
HIGH 0.9248
0.618 0.9216
0.500 0.9206
0.382 0.9196
LOW 0.9165
0.618 0.9113
1.000 0.9081
1.618 0.9029
2.618 0.8946
4.250 0.8810
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 0.9217 0.9201
PP 0.9212 0.9180
S1 0.9206 0.9158

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

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