CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 11-Jul-2018
Day Change Summary
Previous Current
10-Jul-2018 11-Jul-2018 Change Change % Previous Week
Open 0.9062 0.9048 -0.0014 -0.1% 0.9068
High 0.9064 0.9069 0.0005 0.0% 0.9114
Low 0.9021 0.8954 -0.0067 -0.7% 0.9044
Close 0.9025 0.8962 -0.0063 -0.7% 0.9097
Range 0.0044 0.0115 0.0072 164.4% 0.0070
ATR 0.0052 0.0057 0.0004 8.5% 0.0000
Volume 111,829 183,049 71,220 63.7% 478,895
Daily Pivots for day following 11-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.9340 0.9266 0.9025
R3 0.9225 0.9151 0.8994
R2 0.9110 0.9110 0.8983
R1 0.9036 0.9036 0.8973 0.9015
PP 0.8995 0.8995 0.8995 0.8984
S1 0.8921 0.8921 0.8951 0.8900
S2 0.8880 0.8880 0.8941
S3 0.8765 0.8806 0.8930
S4 0.8650 0.8691 0.8899
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.9293 0.9265 0.9135
R3 0.9224 0.9195 0.9116
R2 0.9154 0.9154 0.9110
R1 0.9126 0.9126 0.9103 0.9140
PP 0.9085 0.9085 0.9085 0.9092
S1 0.9056 0.9056 0.9091 0.9071
S2 0.9015 0.9015 0.9084
S3 0.8946 0.8987 0.9078
S4 0.8876 0.8917 0.9059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9114 0.8954 0.0160 1.8% 0.0056 0.6% 5% False True 125,346
10 0.9170 0.8954 0.0216 2.4% 0.0055 0.6% 4% False True 130,682
20 0.9198 0.8954 0.0245 2.7% 0.0056 0.6% 3% False True 124,455
40 0.9320 0.8954 0.0367 4.1% 0.0057 0.6% 2% False True 65,751
60 0.9452 0.8954 0.0498 5.6% 0.0052 0.6% 2% False True 43,884
80 0.9670 0.8954 0.0716 8.0% 0.0053 0.6% 1% False True 32,933
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 0.0016
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9557
2.618 0.9370
1.618 0.9255
1.000 0.9184
0.618 0.9140
HIGH 0.9069
0.618 0.9025
0.500 0.9011
0.382 0.8997
LOW 0.8954
0.618 0.8882
1.000 0.8839
1.618 0.8767
2.618 0.8652
4.250 0.8465
Fisher Pivots for day following 11-Jul-2018
Pivot 1 day 3 day
R1 0.9011 0.9029
PP 0.8995 0.9007
S1 0.8978 0.8984

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

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