CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 0.9281 0.9255 -0.0026 -0.3% 0.9091
High 0.9299 0.9292 -0.0007 -0.1% 0.9248
Low 0.9239 0.9242 0.0004 0.0% 0.9052
Close 0.9255 0.9274 0.0019 0.2% 0.9212
Range 0.0060 0.0050 -0.0010 -16.7% 0.0197
ATR 0.0061 0.0060 -0.0001 -1.3% 0.0000
Volume 2,258 4,627 2,369 104.9% 10,409
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 0.9419 0.9396 0.9301
R3 0.9369 0.9346 0.9287
R2 0.9319 0.9319 0.9283
R1 0.9296 0.9296 0.9278 0.9308
PP 0.9269 0.9269 0.9269 0.9275
S1 0.9246 0.9246 0.9269 0.9258
S2 0.9219 0.9219 0.9264
S3 0.9169 0.9196 0.9260
S4 0.9119 0.9146 0.9246
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 0.9165 0.0156 1.7% 0.0077 0.8% 70% False False 3,071
10 0.9320 0.9052 0.0269 2.9% 0.0066 0.7% 83% False False 2,560
20 0.9320 0.9052 0.0269 2.9% 0.0056 0.6% 83% False False 1,405
40 0.9480 0.9052 0.0429 4.6% 0.0049 0.5% 52% False False 747
60 0.9670 0.9052 0.0618 6.7% 0.0050 0.5% 36% False False 517
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9505
2.618 0.9423
1.618 0.9373
1.000 0.9342
0.618 0.9323
HIGH 0.9292
0.618 0.9273
0.500 0.9267
0.382 0.9261
LOW 0.9242
0.618 0.9211
1.000 0.9192
1.618 0.9161
2.618 0.9111
4.250 0.9030
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 0.9271 0.9266
PP 0.9269 0.9258
S1 0.9267 0.9250

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

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