CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 0.8984 0.9099 0.0115 1.3% 0.8997
High 0.9069 0.9117 0.0048 0.5% 0.9069
Low 0.8973 0.9063 0.0090 1.0% 0.8935
Close 0.9059 0.9063 0.0004 0.0% 0.9059
Range 0.0097 0.0054 -0.0042 -44.0% 0.0134
ATR 0.0049 0.0050 0.0001 1.4% 0.0000
Volume 32 56 24 75.0% 144
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.9243 0.9207 0.9093
R3 0.9189 0.9153 0.9078
R2 0.9135 0.9135 0.9073
R1 0.9099 0.9099 0.9068 0.9090
PP 0.9081 0.9081 0.9081 0.9076
S1 0.9045 0.9045 0.9058 0.9036
S2 0.9027 0.9027 0.9053
S3 0.8973 0.8991 0.9048
S4 0.8919 0.8937 0.9033
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.9423 0.9375 0.9132
R3 0.9289 0.9241 0.9095
R2 0.9155 0.9155 0.9083
R1 0.9107 0.9107 0.9071 0.9131
PP 0.9021 0.9021 0.9021 0.9033
S1 0.8973 0.8973 0.9046 0.8997
S2 0.8887 0.8887 0.9034
S3 0.8753 0.8839 0.9022
S4 0.8619 0.8705 0.8985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9117 0.8935 0.0182 2.0% 0.0056 0.6% 70% True False 33
10 0.9128 0.8935 0.0193 2.1% 0.0052 0.6% 66% False False 48
20 0.9257 0.8935 0.0322 3.6% 0.0045 0.5% 40% False False 35
40 0.9374 0.8935 0.0439 4.8% 0.0040 0.4% 29% False False 27
60 0.9374 0.8935 0.0439 4.8% 0.0034 0.4% 29% False False 23
80 0.9626 0.8935 0.0691 7.6% 0.0032 0.3% 19% False False 20
100 0.9728 0.8935 0.0793 8.7% 0.0031 0.3% 16% False False 17
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9347
2.618 0.9258
1.618 0.9204
1.000 0.9171
0.618 0.9150
HIGH 0.9117
0.618 0.9096
0.500 0.9090
0.382 0.9084
LOW 0.9063
0.618 0.9030
1.000 0.9009
1.618 0.8976
2.618 0.8922
4.250 0.8833
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 0.9090 0.9051
PP 0.9081 0.9038
S1 0.9072 0.9026

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

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