CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	0.9010	0.8979	-0.0031	-0.3%	0.8995
High	0.9030	0.8984	-0.0046	-0.5%	0.9044
Low	0.8973	0.8954	-0.0019	-0.2%	0.8953
Close	0.8978	0.8974	-0.0004	0.0%	0.9017
Range	0.0057	0.0030	-0.0028	-48.2%	0.0091
ATR	0.0053	0.0051	-0.0002	-3.1%	0.0000
Volume	146,056	111,797	-34,259	-23.5%	446,715

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9059	0.9046	0.8990
R3	0.9030	0.9017	0.8982
R2	0.9000	0.9000	0.8979
R1	0.8987	0.8987	0.8977	0.8979
PP	0.8971	0.8971	0.8971	0.8966
S1	0.8958	0.8958	0.8971	0.8949
S2	0.8941	0.8941	0.8969
S3	0.8912	0.8928	0.8966
S4	0.8882	0.8899	0.8958

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9277	0.9238	0.9067
R3	0.9186	0.9147	0.9042
R2	0.9095	0.9095	0.9034
R1	0.9056	0.9056	0.9025	0.9076
PP	0.9004	0.9004	0.9004	0.9014
S1	0.8965	0.8965	0.9009	0.8985
S2	0.8913	0.8913	0.9000
S3	0.8822	0.8874	0.8992
S4	0.8731	0.8783	0.8967

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9044	0.8953	0.0091	1.0%	0.0049	0.5%	24%	False	False	114,429
10	0.9104	0.8953	0.0152	1.7%	0.0046	0.5%	14%	False	False	100,207
20	0.9127	0.8953	0.0174	1.9%	0.0053	0.6%	12%	False	False	111,500
40	0.9127	0.8868	0.0259	2.9%	0.0055	0.6%	41%	False	False	120,215
60	0.9198	0.8868	0.0331	3.7%	0.0054	0.6%	32%	False	False	119,401
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	24%	False	False	90,706
100	0.9452	0.8868	0.0584	6.5%	0.0052	0.6%	18%	False	False	72,587
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	13%	False	False	60,502

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9109
2.618	0.9061
1.618	0.9031
1.000	0.9013
0.618	0.9002
HIGH	0.8984
0.618	0.8972
0.500	0.8969
0.382	0.8965
LOW	0.8954
0.618	0.8936
1.000	0.8925
1.618	0.8906
2.618	0.8877
4.250	0.8829

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	0.8972	0.8999
PP	0.8971	0.8991
S1	0.8969	0.8982

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