CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 0.9208 0.9200 -0.0008 -0.1% 0.9176
High 0.9209 0.9228 0.0019 0.2% 0.9245
Low 0.9192 0.9169 -0.0024 -0.3% 0.9154
Close 0.9196 0.9188 -0.0009 -0.1% 0.9217
Range 0.0017 0.0060 0.0043 250.0% 0.0091
ATR 0.0044 0.0045 0.0001 2.5% 0.0000
Volume 11 25 14 127.3% 148
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9373 0.9340 0.9220
R3 0.9314 0.9280 0.9204
R2 0.9254 0.9254 0.9198
R1 0.9221 0.9221 0.9193 0.9208
PP 0.9195 0.9195 0.9195 0.9188
S1 0.9161 0.9161 0.9182 0.9148
S2 0.9135 0.9135 0.9177
S3 0.9076 0.9102 0.9171
S4 0.9016 0.9042 0.9155
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9478 0.9439 0.9268
R3 0.9387 0.9348 0.9243
R2 0.9296 0.9296 0.9234
R1 0.9257 0.9257 0.9226 0.9276
PP 0.9205 0.9205 0.9205 0.9215
S1 0.9166 0.9166 0.9209 0.9185
S2 0.9114 0.9114 0.9201
S3 0.9023 0.9075 0.9192
S4 0.8932 0.8984 0.9167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9257 0.9154 0.0103 1.1% 0.0042 0.5% 33% False False 30
10 0.9257 0.9143 0.0114 1.2% 0.0041 0.4% 39% False False 28
20 0.9351 0.9143 0.0208 2.3% 0.0033 0.4% 21% False False 22
40 0.9374 0.9125 0.0249 2.7% 0.0030 0.3% 25% False False 19
60 0.9604 0.9125 0.0479 5.2% 0.0027 0.3% 13% False False 15
80 0.9728 0.9125 0.0604 6.6% 0.0027 0.3% 10% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9481
2.618 0.9384
1.618 0.9324
1.000 0.9288
0.618 0.9265
HIGH 0.9228
0.618 0.9205
0.500 0.9198
0.382 0.9191
LOW 0.9169
0.618 0.9132
1.000 0.9109
1.618 0.9072
2.618 0.9013
4.250 0.8916
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 0.9198 0.9213
PP 0.9195 0.9204
S1 0.9191 0.9196

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

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