CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 0.8934 0.8926 -0.0008 -0.1% 0.9009
High 0.8949 0.8941 -0.0008 -0.1% 0.9025
Low 0.8915 0.8920 0.0005 0.1% 0.8915
Close 0.8928 0.8934 0.0007 0.1% 0.8928
Range 0.0034 0.0021 -0.0013 -37.3% 0.0110
ATR 0.0052 0.0049 -0.0002 -4.2% 0.0000
Volume 38,925 1,799 -37,126 -95.4% 570,906
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.8994 0.8985 0.8946
R3 0.8973 0.8964 0.8940
R2 0.8952 0.8952 0.8938
R1 0.8943 0.8943 0.8936 0.8948
PP 0.8931 0.8931 0.8931 0.8934
S1 0.8922 0.8922 0.8932 0.8927
S2 0.8910 0.8910 0.8930
S3 0.8889 0.8901 0.8928
S4 0.8868 0.8880 0.8922
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9286 0.9217 0.8988
R3 0.9176 0.9107 0.8958
R2 0.9066 0.9066 0.8948
R1 0.8997 0.8997 0.8938 0.8976
PP 0.8956 0.8956 0.8956 0.8946
S1 0.8887 0.8887 0.8917 0.8866
S2 0.8846 0.8846 0.8907
S3 0.8736 0.8777 0.8897
S4 0.8626 0.8667 0.8867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9007 0.8915 0.0092 1.0% 0.0043 0.5% 21% False False 97,396
10 0.9065 0.8915 0.0150 1.7% 0.0049 0.5% 13% False False 111,461
20 0.9127 0.8915 0.0212 2.4% 0.0049 0.5% 9% False False 102,565
40 0.9127 0.8915 0.0212 2.4% 0.0052 0.6% 9% False False 112,641
60 0.9198 0.8868 0.0331 3.7% 0.0053 0.6% 20% False False 119,396
80 0.9320 0.8868 0.0453 5.1% 0.0055 0.6% 15% False False 101,268
100 0.9320 0.8868 0.0453 5.1% 0.0053 0.6% 15% False False 81,147
120 0.9601 0.8868 0.0733 8.2% 0.0053 0.6% 9% False False 67,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 0.9030
2.618 0.8995
1.618 0.8974
1.000 0.8962
0.618 0.8953
HIGH 0.8941
0.618 0.8932
0.500 0.8930
0.382 0.8928
LOW 0.8920
0.618 0.8907
1.000 0.8899
1.618 0.8886
2.618 0.8865
4.250 0.8830
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 0.8933 0.8956
PP 0.8931 0.8949
S1 0.8930 0.8941

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

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