CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	0.9048	0.9018	-0.0030	-0.3%	0.9005
High	0.9073	0.9055	-0.0018	-0.2%	0.9073
Low	0.9018	0.9017	-0.0001	0.0%	0.8998
Close	0.9020	0.9039	0.0019	0.2%	0.9039
Range	0.0056	0.0038	-0.0018	-31.5%	0.0076
ATR	0.0058	0.0056	-0.0001	-2.4%	0.0000
Volume	112,027	98,487	-13,540	-12.1%	628,585

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9133	0.9060
R3	0.9113	0.9095	0.9049
R2	0.9075	0.9075	0.9046
R1	0.9057	0.9057	0.9042	0.9066
PP	0.9037	0.9037	0.9037	0.9042
S1	0.9019	0.9019	0.9036	0.9028
S2	0.8999	0.8999	0.9032
S3	0.8961	0.8981	0.9029
S4	0.8923	0.8943	0.9018

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9227	0.9081
R3	0.9188	0.9151	0.9060
R2	0.9112	0.9112	0.9053
R1	0.9076	0.9076	0.9046	0.9094
PP	0.9037	0.9037	0.9037	0.9046
S1	0.9000	0.9000	0.9032	0.9018
S2	0.8961	0.8961	0.9025
S3	0.8886	0.8925	0.9018
S4	0.8810	0.8849	0.8997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9073	0.8998	0.0076	0.8%	0.0053	0.6%	55%	False	False	125,717
10	0.9073	0.8868	0.0206	2.3%	0.0057	0.6%	83%	False	False	133,434
20	0.9114	0.8868	0.0246	2.7%	0.0054	0.6%	70%	False	False	130,772
40	0.9262	0.8868	0.0395	4.4%	0.0055	0.6%	43%	False	False	105,226
60	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	38%	False	False	70,619
80	0.9480	0.8868	0.0613	6.8%	0.0052	0.6%	28%	False	False	52,987
100	0.9670	0.8868	0.0802	8.9%	0.0052	0.6%	21%	False	False	42,401

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9217
2.618	0.9154
1.618	0.9116
1.000	0.9093
0.618	0.9078
HIGH	0.9055
0.618	0.9040
0.500	0.9036
0.382	0.9032
LOW	0.9017
0.618	0.8994
1.000	0.8979
1.618	0.8956
2.618	0.8918
4.250	0.8856

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	0.9038	0.9041
PP	0.9037	0.9041
S1	0.9036	0.9040

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