CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 0.9127 0.9096 -0.0032 -0.3% 0.9205
High 0.9156 0.9116 -0.0040 -0.4% 0.9209
Low 0.9092 0.9073 -0.0019 -0.2% 0.9073
Close 0.9102 0.9099 -0.0004 0.0% 0.9099
Range 0.0064 0.0043 -0.0021 -32.3% 0.0136
ATR 0.0057 0.0056 -0.0001 -1.8% 0.0000
Volume 65,189 149,269 84,080 129.0% 354,123
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9225 0.9205 0.9122
R3 0.9182 0.9162 0.9110
R2 0.9139 0.9139 0.9106
R1 0.9119 0.9119 0.9102 0.9129
PP 0.9096 0.9096 0.9096 0.9101
S1 0.9076 0.9076 0.9095 0.9086
S2 0.9053 0.9053 0.9091
S3 0.9010 0.9033 0.9087
S4 0.8967 0.8990 0.9075
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9533 0.9451 0.9173
R3 0.9398 0.9316 0.9136
R2 0.9262 0.9262 0.9123
R1 0.9180 0.9180 0.9111 0.9154
PP 0.9127 0.9127 0.9127 0.9113
S1 0.9045 0.9045 0.9086 0.9018
S2 0.8991 0.8991 0.9074
S3 0.8856 0.8909 0.9061
S4 0.8720 0.8774 0.9024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9209 0.9073 0.0136 1.5% 0.0052 0.6% 19% False True 70,824
10 0.9221 0.9073 0.0148 1.6% 0.0049 0.5% 17% False True 39,375
20 0.9320 0.9052 0.0269 3.0% 0.0059 0.6% 18% False False 20,927
40 0.9402 0.9052 0.0350 3.8% 0.0052 0.6% 13% False False 10,607
60 0.9670 0.9052 0.0618 6.8% 0.0052 0.6% 8% False False 7,100
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9299
2.618 0.9229
1.618 0.9186
1.000 0.9159
0.618 0.9143
HIGH 0.9116
0.618 0.9100
0.500 0.9095
0.382 0.9089
LOW 0.9073
0.618 0.9046
1.000 0.9030
1.618 0.9003
2.618 0.8960
4.250 0.8890
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.9097 0.9114
PP 0.9096 0.9109
S1 0.9095 0.9104

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

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