CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	0.9123	0.9167	0.0044	0.5%	0.9118
High	0.9163	0.9184	0.0021	0.2%	0.9159
Low	0.9116	0.9124	0.0008	0.1%	0.9059
Close	0.9150	0.9133	-0.0017	-0.2%	0.9119
Range	0.0047	0.0061	0.0014	28.7%	0.0100
ATR	0.0047	0.0048	0.0001	2.0%	0.0000
Volume	1,671	274	-1,397	-83.6%	1,046

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9291	0.9166
R3	0.9268	0.9231	0.9150
R2	0.9207	0.9207	0.9144
R1	0.9170	0.9170	0.9139	0.9159
PP	0.9147	0.9147	0.9147	0.9141
S1	0.9110	0.9110	0.9127	0.9098
S2	0.9086	0.9086	0.9122
S3	0.9026	0.9049	0.9116
S4	0.8965	0.8989	0.9100

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9412	0.9366	0.9174
R3	0.9312	0.9266	0.9147
R2	0.9212	0.9212	0.9137
R1	0.9166	0.9166	0.9128	0.9189
PP	0.9112	0.9112	0.9112	0.9124
S1	0.9066	0.9066	0.9110	0.9089
S2	0.9012	0.9012	0.9101
S3	0.8912	0.8966	0.9092
S4	0.8812	0.8866	0.9064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9184	0.9059	0.0126	1.4%	0.0056	0.6%	59%	True	False	498
10	0.9184	0.9059	0.0126	1.4%	0.0051	0.6%	59%	True	False	337
20	0.9184	0.9006	0.0178	1.9%	0.0046	0.5%	71%	True	False	207
40	0.9228	0.8935	0.0293	3.2%	0.0045	0.5%	68%	False	False	121
60	0.9374	0.8935	0.0439	4.8%	0.0042	0.5%	45%	False	False	88
80	0.9374	0.8935	0.0439	4.8%	0.0037	0.4%	45%	False	False	69
100	0.9626	0.8935	0.0691	7.6%	0.0034	0.4%	29%	False	False	57
120	0.9728	0.8935	0.0793	8.7%	0.0033	0.4%	25%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9441
2.618	0.9342
1.618	0.9282
1.000	0.9245
0.618	0.9221
HIGH	0.9184
0.618	0.9161
0.500	0.9154
0.382	0.9147
LOW	0.9124
0.618	0.9086
1.000	0.9063
1.618	0.9026
2.618	0.8965
4.250	0.8866

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	0.9154	0.9136
PP	0.9147	0.9135
S1	0.9140	0.9134

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