CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 0.8995 0.9017 0.0022 0.2% 0.9065
High 0.9027 0.9024 -0.0003 0.0% 0.9127
Low 0.8993 0.8992 -0.0001 0.0% 0.8982
Close 0.9013 0.9002 -0.0011 -0.1% 0.9005
Range 0.0034 0.0033 -0.0002 -4.4% 0.0145
ATR 0.0054 0.0052 -0.0002 -2.8% 0.0000
Volume 63,604 68,818 5,214 8.2% 489,985
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9103 0.9085 0.9020
R3 0.9071 0.9053 0.9011
R2 0.9038 0.9038 0.9008
R1 0.9020 0.9020 0.9005 0.9013
PP 0.9006 0.9006 0.9006 0.9002
S1 0.8988 0.8988 0.8999 0.8980
S2 0.8973 0.8973 0.8996
S3 0.8941 0.8955 0.8993
S4 0.8908 0.8923 0.8984
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9471 0.9382 0.9084
R3 0.9327 0.9238 0.9044
R2 0.9182 0.9182 0.9031
R1 0.9093 0.9093 0.9018 0.9066
PP 0.9038 0.9038 0.9038 0.9024
S1 0.8949 0.8949 0.8991 0.8921
S2 0.8893 0.8893 0.8978
S3 0.8749 0.8804 0.8965
S4 0.8604 0.8660 0.8925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9104 0.8982 0.0122 1.4% 0.0043 0.5% 16% False False 85,985
10 0.9127 0.8982 0.0145 1.6% 0.0053 0.6% 14% False False 100,556
20 0.9127 0.8944 0.0183 2.0% 0.0052 0.6% 32% False False 108,192
40 0.9127 0.8868 0.0259 2.9% 0.0054 0.6% 52% False False 119,937
60 0.9221 0.8868 0.0353 3.9% 0.0054 0.6% 38% False False 110,898
80 0.9320 0.8868 0.0453 5.0% 0.0055 0.6% 30% False False 83,563
100 0.9480 0.8868 0.0613 6.8% 0.0052 0.6% 22% False False 66,869
120 0.9670 0.8868 0.0802 8.9% 0.0052 0.6% 17% False False 55,735
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9162
2.618 0.9109
1.618 0.9077
1.000 0.9057
0.618 0.9044
HIGH 0.9024
0.618 0.9012
0.500 0.9008
0.382 0.9004
LOW 0.8992
0.618 0.8971
1.000 0.8959
1.618 0.8939
2.618 0.8906
4.250 0.8853
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 0.9008 0.9004
PP 0.9006 0.9003
S1 0.9004 0.9003

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

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