CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 18-Jul-2018

Day Change Summary
	Previous	Current
	17-Jul-2018	18-Jul-2018	Change	Change %	Previous Week
Open	0.8977	0.8943	-0.0034	-0.4%	0.9158
High	0.8977	0.8964	-0.0013	-0.1%	0.9160
Low	0.8953	0.8936	-0.0018	-0.2%	0.8963
Close	0.8959	0.8957	-0.0002	0.0%	0.8999
Range	0.0024	0.0029	0.0005	21.3%	0.0197
ATR	0.0044	0.0043	-0.0001	-2.5%	0.0000
Volume	28	25	-3	-10.7%	320

Daily Pivots for day following 18-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9038	0.9026	0.8973
R3	0.9009	0.8997	0.8965
R2	0.8981	0.8981	0.8962
R1	0.8969	0.8969	0.8960	0.8975
PP	0.8952	0.8952	0.8952	0.8955
S1	0.8940	0.8940	0.8954	0.8946
S2	0.8924	0.8924	0.8952
S3	0.8895	0.8912	0.8949
S4	0.8867	0.8883	0.8941

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9630	0.9511	0.9107
R3	0.9434	0.9315	0.9053
R2	0.9237	0.9237	0.9035
R1	0.9118	0.9118	0.9017	0.9079
PP	0.9041	0.9041	0.9041	0.9021
S1	0.8922	0.8922	0.8981	0.8883
S2	0.8844	0.8844	0.8963
S3	0.8648	0.8725	0.8945
S4	0.8451	0.8529	0.8891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9027	0.8936	0.0092	1.0%	0.0031	0.3%	23%	False	True	32
10	0.9172	0.8936	0.0237	2.6%	0.0039	0.4%	9%	False	True	43
20	0.9257	0.8936	0.0321	3.6%	0.0040	0.4%	7%	False	True	35
40	0.9374	0.8936	0.0438	4.9%	0.0036	0.4%	5%	False	True	27
60	0.9374	0.8936	0.0438	4.9%	0.0031	0.3%	5%	False	True	23
80	0.9689	0.8936	0.0753	8.4%	0.0030	0.3%	3%	False	True	18
100	0.9728	0.8936	0.0793	8.8%	0.0029	0.3%	3%	False	True	16

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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9085
2.618	0.9039
1.618	0.9010
1.000	0.8993
0.618	0.8982
HIGH	0.8964
0.618	0.8953
0.500	0.8950
0.382	0.8946
LOW	0.8936
0.618	0.8918
1.000	0.8907
1.618	0.8889
2.618	0.8861
4.250	0.8814

Fisher Pivots for day following 18-Jul-2018
Pivot	1 day	3 day
R1	0.8955	0.8971
PP	0.8952	0.8966
S1	0.8950	0.8962

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols