CME Japanese Yen Future September 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	0.9009	0.9006	-0.0003	0.0%	0.9010
High	0.9025	0.9007	-0.0019	-0.2%	0.9065
Low	0.8993	0.8960	-0.0033	-0.4%	0.8954
Close	0.8996	0.8965	-0.0031	-0.3%	0.9008
Range	0.0033	0.0047	0.0014	43.1%	0.0111
ATR	0.0053	0.0053	0.0000	-0.9%	0.0000
Volume	85,721	116,682	30,961	36.1%	541,909

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9117	0.9087	0.8990
R3	0.9070	0.9041	0.8977
R2	0.9024	0.9024	0.8973
R1	0.8994	0.8994	0.8969	0.8986
PP	0.8977	0.8977	0.8977	0.8973
S1	0.8948	0.8948	0.8960	0.8939
S2	0.8931	0.8931	0.8956
S3	0.8884	0.8901	0.8952
S4	0.8838	0.8855	0.8939

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9340	0.9284	0.9068
R3	0.9230	0.9174	0.9038
R2	0.9119	0.9119	0.9028
R1	0.9063	0.9063	0.9018	0.9036
PP	0.9009	0.9009	0.9009	0.8995
S1	0.8953	0.8953	0.8997	0.8926
S2	0.8898	0.8898	0.8987
S3	0.8788	0.8842	0.8977
S4	0.8677	0.8732	0.8947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9065	0.8954	0.0111	1.2%	0.0052	0.6%	10%	False	False	119,651
10	0.9065	0.8953	0.0112	1.2%	0.0051	0.6%	11%	False	False	112,742
20	0.9127	0.8953	0.0174	1.9%	0.0054	0.6%	7%	False	False	109,137
40	0.9127	0.8868	0.0259	2.9%	0.0055	0.6%	37%	False	False	119,179
60	0.9198	0.8868	0.0331	3.7%	0.0054	0.6%	29%	False	False	122,009
80	0.9320	0.8868	0.0453	5.0%	0.0055	0.6%	21%	False	False	96,738
100	0.9402	0.8868	0.0534	6.0%	0.0053	0.6%	18%	False	False	77,448
120	0.9670	0.8868	0.0802	8.9%	0.0053	0.6%	12%	False	False	64,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9204
2.618	0.9128
1.618	0.9082
1.000	0.9053
0.618	0.9035
HIGH	0.9007
0.618	0.8989
0.500	0.8983
0.382	0.8978
LOW	0.8960
0.618	0.8931
1.000	0.8914
1.618	0.8885
2.618	0.8838
4.250	0.8762

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	0.8983	0.9012
PP	0.8977	0.8996
S1	0.8971	0.8980

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