CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 0.9196 0.9171 -0.0026 -0.3% 0.9179
High 0.9208 0.9199 -0.0009 -0.1% 0.9320
Low 0.9170 0.9156 -0.0015 -0.2% 0.9179
Close 0.9178 0.9176 -0.0002 0.0% 0.9198
Range 0.0038 0.0044 0.0006 14.5% 0.0141
ATR 0.0061 0.0060 -0.0001 -2.1% 0.0000
Volume 1,772 3,203 1,431 80.8% 14,165
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9307 0.9285 0.9200
R3 0.9264 0.9242 0.9188
R2 0.9220 0.9220 0.9184
R1 0.9198 0.9198 0.9180 0.9209
PP 0.9177 0.9177 0.9177 0.9182
S1 0.9155 0.9155 0.9172 0.9166
S2 0.9133 0.9133 0.9168
S3 0.9090 0.9111 0.9164
S4 0.9046 0.9068 0.9152
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9655 0.9568 0.9276
R3 0.9514 0.9427 0.9237
R2 0.9373 0.9373 0.9224
R1 0.9286 0.9286 0.9211 0.9330
PP 0.9232 0.9232 0.9232 0.9254
S1 0.9145 0.9145 0.9185 0.9189
S2 0.9091 0.9091 0.9172
S3 0.8950 0.9004 0.9159
S4 0.8809 0.8863 0.9120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9299 0.9156 0.0143 1.6% 0.0055 0.6% 14% False True 2,677
10 0.9320 0.9069 0.0252 2.7% 0.0068 0.7% 43% False False 2,907
20 0.9320 0.9052 0.0269 2.9% 0.0056 0.6% 46% False False 1,717
40 0.9478 0.9052 0.0426 4.6% 0.0049 0.5% 29% False False 905
60 0.9670 0.9052 0.0618 6.7% 0.0051 0.6% 20% False False 624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9384
2.618 0.9313
1.618 0.9269
1.000 0.9243
0.618 0.9226
HIGH 0.9199
0.618 0.9182
0.500 0.9177
0.382 0.9172
LOW 0.9156
0.618 0.9129
1.000 0.9112
1.618 0.9085
2.618 0.9042
4.250 0.8971
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 0.9177 0.9209
PP 0.9177 0.9198
S1 0.9176 0.9187

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

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