CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 21-Jun-2018
Day Change Summary
Previous Current
20-Jun-2018 21-Jun-2018 Change Change % Previous Week
Open 0.9210 0.9160 -0.0051 -0.5% 0.9214
High 0.9220 0.9220 0.0000 0.0% 0.9264
Low 0.9177 0.9154 -0.0024 -0.3% 0.9143
Close 0.9177 0.9220 0.0043 0.5% 0.9161
Range 0.0043 0.0067 0.0024 54.7% 0.0121
ATR 0.0042 0.0044 0.0002 4.1% 0.0000
Volume 13 31 18 138.5% 166
Daily Pivots for day following 21-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9397 0.9375 0.9256
R3 0.9331 0.9308 0.9238
R2 0.9264 0.9264 0.9232
R1 0.9242 0.9242 0.9226 0.9253
PP 0.9198 0.9198 0.9198 0.9203
S1 0.9175 0.9175 0.9213 0.9187
S2 0.9131 0.9131 0.9207
S3 0.9065 0.9109 0.9201
S4 0.8998 0.9042 0.9183
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9552 0.9478 0.9228
R3 0.9431 0.9357 0.9194
R2 0.9310 0.9310 0.9183
R1 0.9236 0.9236 0.9172 0.9213
PP 0.9189 0.9189 0.9189 0.9178
S1 0.9115 0.9115 0.9150 0.9092
S2 0.9068 0.9068 0.9139
S3 0.8947 0.8994 0.9128
S4 0.8826 0.8873 0.9094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9245 0.9143 0.0102 1.1% 0.0046 0.5% 75% False False 20
10 0.9266 0.9143 0.0123 1.3% 0.0039 0.4% 62% False False 26
20 0.9374 0.9143 0.0231 2.5% 0.0036 0.4% 33% False False 17
40 0.9374 0.9125 0.0249 2.7% 0.0028 0.3% 38% False False 16
60 0.9657 0.9125 0.0532 5.8% 0.0029 0.3% 18% False False 14
80 0.9728 0.9125 0.0604 6.5% 0.0027 0.3% 16% False False 12
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9503
2.618 0.9394
1.618 0.9328
1.000 0.9287
0.618 0.9261
HIGH 0.9220
0.618 0.9195
0.500 0.9187
0.382 0.9179
LOW 0.9154
0.618 0.9112
1.000 0.9087
1.618 0.9046
2.618 0.8979
4.250 0.8871
Fisher Pivots for day following 21-Jun-2018
Pivot 1 day 3 day
R1 0.9209 0.9213
PP 0.9198 0.9206
S1 0.9187 0.9199

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

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