CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 0.9154 0.9142 -0.0012 -0.1% 0.9287
High 0.9178 0.9150 -0.0028 -0.3% 0.9287
Low 0.9145 0.9125 -0.0021 -0.2% 0.9145
Close 0.9175 0.9139 -0.0036 -0.4% 0.9175
Range 0.0033 0.0025 -0.0008 -24.2% 0.0142
ATR 0.0037 0.0038 0.0001 2.7% 0.0000
Volume 4 10 6 150.0% 21
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 0.9213 0.9201 0.9153
R3 0.9188 0.9176 0.9146
R2 0.9163 0.9163 0.9144
R1 0.9151 0.9151 0.9141 0.9144
PP 0.9138 0.9138 0.9138 0.9134
S1 0.9126 0.9126 0.9137 0.9119
S2 0.9113 0.9113 0.9134
S3 0.9088 0.9101 0.9132
S4 0.9063 0.9076 0.9125
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 0.9628 0.9544 0.9253
R3 0.9486 0.9402 0.9214
R2 0.9344 0.9344 0.9201
R1 0.9260 0.9260 0.9188 0.9231
PP 0.9202 0.9202 0.9202 0.9188
S1 0.9118 0.9118 0.9162 0.9089
S2 0.9060 0.9060 0.9149
S3 0.8918 0.8976 0.9136
S4 0.8776 0.8834 0.9097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9236 0.9125 0.0112 1.2% 0.0021 0.2% 13% False True 6
10 0.9334 0.9125 0.0210 2.3% 0.0015 0.2% 7% False True 15
20 0.9366 0.9125 0.0242 2.6% 0.0020 0.2% 6% False True 15
40 0.9689 0.9125 0.0564 6.2% 0.0025 0.3% 3% False True 10
60 0.9728 0.9125 0.0604 6.6% 0.0024 0.3% 2% False True 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9256
2.618 0.9215
1.618 0.9190
1.000 0.9175
0.618 0.9165
HIGH 0.9150
0.618 0.9140
0.500 0.9137
0.382 0.9134
LOW 0.9125
0.618 0.9109
1.000 0.9100
1.618 0.9084
2.618 0.9059
4.250 0.9018
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 0.9138 0.9151
PP 0.9138 0.9147
S1 0.9137 0.9143

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

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