CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	0.9101	0.9068	-0.0034	-0.4%	0.9070
High	0.9124	0.9084	-0.0039	-0.4%	0.9124
Low	0.9054	0.9052	-0.0002	0.0%	0.9015
Close	0.9068	0.9055	-0.0013	-0.1%	0.9068
Range	0.0070	0.0032	-0.0038	-53.6%	0.0109
ATR	0.0049	0.0048	-0.0001	-2.4%	0.0000
Volume	10,669	19,607	8,938	83.8%	28,998

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9161	0.9141	0.9073
R3	0.9129	0.9108	0.9064
R2	0.9096	0.9096	0.9061
R1	0.9076	0.9076	0.9058	0.9070
PP	0.9064	0.9064	0.9064	0.9061
S1	0.9043	0.9043	0.9052	0.9037
S2	0.9031	0.9031	0.9049
S3	0.8999	0.9011	0.9046
S4	0.8966	0.8978	0.9037

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9396	0.9341	0.9127
R3	0.9287	0.9232	0.9097
R2	0.9178	0.9178	0.9087
R1	0.9123	0.9123	0.9077	0.9096
PP	0.9069	0.9069	0.9069	0.9055
S1	0.9014	0.9014	0.9058	0.8987
S2	0.8960	0.8960	0.9048
S3	0.8851	0.8905	0.9038
S4	0.8742	0.8796	0.9008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9124	0.9015	0.0109	1.2%	0.0053	0.6%	37%	False	False	9,721
10	0.9124	0.9013	0.0111	1.2%	0.0048	0.5%	38%	False	False	5,953
20	0.9184	0.9013	0.0172	1.9%	0.0050	0.6%	25%	False	False	3,292
40	0.9184	0.8935	0.0249	2.7%	0.0046	0.5%	48%	False	False	1,680
60	0.9257	0.8935	0.0322	3.6%	0.0045	0.5%	37%	False	False	1,131
80	0.9374	0.8935	0.0439	4.8%	0.0041	0.5%	27%	False	False	853
100	0.9478	0.8935	0.0543	6.0%	0.0037	0.4%	22%	False	False	685
120	0.9728	0.8935	0.0793	8.8%	0.0036	0.4%	15%	False	False	572

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	0.9223
2.618	0.9170
1.618	0.9137
1.000	0.9117
0.618	0.9105
HIGH	0.9084
0.618	0.9072
0.500	0.9068
0.382	0.9064
LOW	0.9052
0.618	0.9032
1.000	0.9020
1.618	0.8999
2.618	0.8967
4.250	0.8914

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	0.9068	0.9078
PP	0.9064	0.9071
S1	0.9059	0.9063

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