CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 0.9289 0.9295 0.0007 0.1% 0.9333
High 0.9289 0.9297 0.0009 0.1% 0.9334
Low 0.9289 0.9295 0.0006 0.1% 0.9263
Close 0.9289 0.9295 0.0006 0.1% 0.9295
Range 0.0000 0.0003 0.0003 0.0071
ATR 0.0039 0.0037 -0.0002 -5.6% 0.0000
Volume 2 4 2 100.0% 123
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.9303 0.9301 0.9296
R3 0.9300 0.9299 0.9295
R2 0.9298 0.9298 0.9295
R1 0.9296 0.9296 0.9295 0.9296
PP 0.9295 0.9295 0.9295 0.9295
S1 0.9294 0.9294 0.9294 0.9293
S2 0.9293 0.9293 0.9294
S3 0.9290 0.9291 0.9294
S4 0.9288 0.9289 0.9293
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 0.9510 0.9473 0.9334
R3 0.9439 0.9402 0.9314
R2 0.9368 0.9368 0.9308
R1 0.9331 0.9331 0.9301 0.9314
PP 0.9297 0.9297 0.9297 0.9289
S1 0.9260 0.9260 0.9288 0.9243
S2 0.9226 0.9226 0.9281
S3 0.9155 0.9189 0.9275
S4 0.9084 0.9118 0.9255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9334 0.9263 0.0071 0.8% 0.0011 0.1% 44% False False 24
10 0.9350 0.9248 0.0102 1.1% 0.0016 0.2% 46% False False 17
20 0.9515 0.9248 0.0267 2.9% 0.0017 0.2% 17% False False 14
40 0.9728 0.9248 0.0480 5.2% 0.0025 0.3% 10% False False 11
60 0.9728 0.9248 0.0480 5.2% 0.0026 0.3% 10% False False 9
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9308
2.618 0.9304
1.618 0.9301
1.000 0.9300
0.618 0.9299
HIGH 0.9297
0.618 0.9296
0.500 0.9296
0.382 0.9295
LOW 0.9295
0.618 0.9293
1.000 0.9292
1.618 0.9290
2.618 0.9288
4.250 0.9284
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 0.9296 0.9290
PP 0.9295 0.9285
S1 0.9295 0.9280

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

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