CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 18-Jul-2018

Day Change Summary
	Previous	Current
	17-Jul-2018	18-Jul-2018	Change	Change %	Previous Week
Open	0.8941	0.8893	-0.0048	-0.5%	0.9098
High	0.8947	0.8908	-0.0039	-0.4%	0.9105
Low	0.8891	0.8874	-0.0017	-0.2%	0.8902
Close	0.8898	0.8897	-0.0002	0.0%	0.8939
Range	0.0056	0.0034	-0.0023	-40.2%	0.0204
ATR	0.0054	0.0052	-0.0001	-2.7%	0.0000
Volume	130,546	108,650	-21,896	-16.8%	650,750

Daily Pivots for day following 18-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8993	0.8978	0.8915
R3	0.8960	0.8945	0.8906
R2	0.8926	0.8926	0.8903
R1	0.8911	0.8911	0.8900	0.8919
PP	0.8893	0.8893	0.8893	0.8896
S1	0.8878	0.8878	0.8893	0.8885
S2	0.8859	0.8859	0.8890
S3	0.8826	0.8844	0.8887
S4	0.8792	0.8811	0.8878

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9469	0.9050
R3	0.9389	0.9265	0.8994
R2	0.9185	0.9185	0.8976
R1	0.9062	0.9062	0.8957	0.9022
PP	0.8982	0.8982	0.8982	0.8962
S1	0.8858	0.8858	0.8920	0.8818
S2	0.8778	0.8778	0.8901
S3	0.8575	0.8655	0.8883
S4	0.8371	0.8451	0.8827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8973	0.8874	0.0099	1.1%	0.0043	0.5%	23%	False	True	116,811
10	0.9114	0.8874	0.0240	2.7%	0.0050	0.6%	9%	False	True	121,078
20	0.9198	0.8874	0.0324	3.6%	0.0053	0.6%	7%	False	True	127,030
40	0.9320	0.8874	0.0446	5.0%	0.0057	0.6%	5%	False	True	80,260
60	0.9320	0.8874	0.0446	5.0%	0.0052	0.6%	5%	False	True	53,610
80	0.9648	0.8874	0.0774	8.7%	0.0052	0.6%	3%	False	True	40,228

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9050
2.618	0.8995
1.618	0.8962
1.000	0.8941
0.618	0.8928
HIGH	0.8908
0.618	0.8895
0.500	0.8891
0.382	0.8887
LOW	0.8874
0.618	0.8853
1.000	0.8841
1.618	0.8820
2.618	0.8786
4.250	0.8732

Fisher Pivots for day following 18-Jul-2018
Pivot	1 day	3 day
R1	0.8895	0.8910
PP	0.8893	0.8906
S1	0.8891	0.8901

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols