CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 0.8961 0.8991 0.0030 0.3% 0.9010
High 0.9003 0.8997 -0.0007 -0.1% 0.9065
Low 0.8959 0.8929 -0.0030 -0.3% 0.8954
Close 0.8993 0.8939 -0.0054 -0.6% 0.9008
Range 0.0044 0.0068 0.0024 53.4% 0.0111
ATR 0.0052 0.0053 0.0001 2.1% 0.0000
Volume 170,097 159,481 -10,616 -6.2% 541,909
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9157 0.9116 0.8976
R3 0.9090 0.9048 0.8958
R2 0.9022 0.9022 0.8951
R1 0.8981 0.8981 0.8945 0.8968
PP 0.8955 0.8955 0.8955 0.8948
S1 0.8913 0.8913 0.8933 0.8900
S2 0.8887 0.8887 0.8927
S3 0.8820 0.8846 0.8920
S4 0.8752 0.8778 0.8902
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 0.8929 0.0136 1.5% 0.0052 0.6% 7% False True 137,477
10 0.9065 0.8929 0.0136 1.5% 0.0053 0.6% 7% False True 128,408
20 0.9127 0.8929 0.0198 2.2% 0.0052 0.6% 5% False True 112,422
40 0.9127 0.8868 0.0259 2.9% 0.0055 0.6% 28% False False 121,439
60 0.9198 0.8868 0.0331 3.7% 0.0054 0.6% 22% False False 123,302
80 0.9320 0.8868 0.0453 5.1% 0.0056 0.6% 16% False False 100,849
100 0.9320 0.8868 0.0453 5.1% 0.0053 0.6% 16% False False 80,741
120 0.9648 0.8868 0.0781 8.7% 0.0053 0.6% 9% False False 67,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9283
2.618 0.9173
1.618 0.9106
1.000 0.9064
0.618 0.9038
HIGH 0.8997
0.618 0.8971
0.500 0.8963
0.382 0.8955
LOW 0.8929
0.618 0.8887
1.000 0.8862
1.618 0.8820
2.618 0.8752
4.250 0.8642
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 0.8963 0.8968
PP 0.8955 0.8958
S1 0.8947 0.8949

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

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