CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 0.9236 0.9179 -0.0057 -0.6% 0.9091
High 0.9236 0.9320 0.0084 0.9% 0.9248
Low 0.9188 0.9179 -0.0009 -0.1% 0.9052
Close 0.9212 0.9309 0.0097 1.1% 0.9212
Range 0.0048 0.0141 0.0093 193.8% 0.0197
ATR 0.0054 0.0061 0.0006 11.4% 0.0000
Volume 684 5,753 5,069 741.1% 10,409
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 0.9692 0.9642 0.9387
R3 0.9551 0.9501 0.9348
R2 0.9410 0.9410 0.9335
R1 0.9360 0.9360 0.9322 0.9385
PP 0.9269 0.9269 0.9269 0.9282
S1 0.9219 0.9219 0.9296 0.9244
S2 0.9128 0.9128 0.9283
S3 0.8987 0.9078 0.9270
S4 0.8846 0.8937 0.9231
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.9760 0.9683 0.9320
R3 0.9564 0.9486 0.9266
R2 0.9367 0.9367 0.9248
R1 0.9290 0.9290 0.9230 0.9328
PP 0.9171 0.9171 0.9171 0.9190
S1 0.9093 0.9093 0.9194 0.9132
S2 0.8974 0.8974 0.9176
S3 0.8778 0.8897 0.9158
S4 0.8581 0.8700 0.9104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9320 0.9069 0.0252 2.7% 0.0081 0.9% 96% True False 3,137
10 0.9320 0.9052 0.0269 2.9% 0.0063 0.7% 96% True False 1,938
20 0.9320 0.9052 0.0269 2.9% 0.0054 0.6% 96% True False 1,071
40 0.9566 0.9052 0.0514 5.5% 0.0050 0.5% 50% False False 577
60 0.9670 0.9052 0.0618 6.6% 0.0049 0.5% 42% False False 402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 0.9919
2.618 0.9689
1.618 0.9548
1.000 0.9461
0.618 0.9407
HIGH 0.9320
0.618 0.9266
0.500 0.9250
0.382 0.9233
LOW 0.9179
0.618 0.9092
1.000 0.9038
1.618 0.8951
2.618 0.8810
4.250 0.8580
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 0.9289 0.9287
PP 0.9269 0.9265
S1 0.9250 0.9242

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

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