CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	0.9016	0.9039	0.0024	0.3%	0.9099
High	0.9058	0.9064	0.0007	0.1%	0.9128
Low	0.9006	0.9039	0.0033	0.4%	0.9063
Close	0.9051	0.9039	-0.0012	-0.1%	0.9100
Range	0.0052	0.0025	-0.0027	-51.5%	0.0065
ATR	0.0048	0.0046	-0.0002	-3.4%	0.0000
Volume	200	38	-162	-81.0%	188

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9122	0.9106	0.9053
R3	0.9097	0.9081	0.9046
R2	0.9072	0.9072	0.9044
R1	0.9056	0.9056	0.9041	0.9052
PP	0.9047	0.9047	0.9047	0.9045
S1	0.9031	0.9031	0.9037	0.9027
S2	0.9022	0.9022	0.9034
S3	0.8997	0.9006	0.9032
S4	0.8972	0.8981	0.9025

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9259	0.9135
R3	0.9226	0.9195	0.9117
R2	0.9161	0.9161	0.9111
R1	0.9130	0.9130	0.9105	0.9146
PP	0.9097	0.9097	0.9097	0.9104
S1	0.9066	0.9066	0.9094	0.9081
S2	0.9032	0.9032	0.9088
S3	0.8968	0.9001	0.9082
S4	0.8903	0.8937	0.9064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9108	0.9006	0.0102	1.1%	0.0041	0.5%	33%	False	False	70
10	0.9128	0.8973	0.0155	1.7%	0.0048	0.5%	43%	False	False	54
20	0.9162	0.8935	0.0227	2.5%	0.0045	0.5%	46%	False	False	49
40	0.9266	0.8935	0.0331	3.7%	0.0042	0.5%	31%	False	False	37
60	0.9374	0.8935	0.0439	4.9%	0.0036	0.4%	24%	False	False	30
80	0.9540	0.8935	0.0605	6.7%	0.0032	0.4%	17%	False	False	25
100	0.9728	0.8935	0.0793	8.8%	0.0032	0.4%	13%	False	False	21
120	0.9728	0.8935	0.0793	8.8%	0.0032	0.4%	13%	False	False	19

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9170
2.618	0.9129
1.618	0.9104
1.000	0.9089
0.618	0.9079
HIGH	0.9064
0.618	0.9054
0.500	0.9052
0.382	0.9049
LOW	0.9039
0.618	0.9024
1.000	0.9014
1.618	0.8999
2.618	0.8974
4.250	0.8933

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	0.9052	0.9057
PP	0.9047	0.9051
S1	0.9043	0.9045

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