CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 0.9063 0.9020 -0.0043 -0.5% 0.9070
High 0.9066 0.9062 -0.0004 0.0% 0.9124
Low 0.9020 0.9018 -0.0002 0.0% 0.9015
Close 0.9023 0.9052 0.0029 0.3% 0.9068
Range 0.0046 0.0044 -0.0002 -4.3% 0.0109
ATR 0.0048 0.0048 0.0000 -0.6% 0.0000
Volume 38,705 86,210 47,505 122.7% 28,998
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9176 0.9158 0.9076
R3 0.9132 0.9114 0.9064
R2 0.9088 0.9088 0.9060
R1 0.9070 0.9070 0.9056 0.9079
PP 0.9044 0.9044 0.9044 0.9049
S1 0.9026 0.9026 0.9048 0.9035
S2 0.9000 0.9000 0.9044
S3 0.8956 0.8982 0.9040
S4 0.8912 0.8938 0.9028
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 0.9018 0.0106 1.2% 0.0054 0.6% 32% False True 32,711
10 0.9124 0.9013 0.0111 1.2% 0.0051 0.6% 36% False False 18,246
20 0.9184 0.9013 0.0172 1.9% 0.0049 0.5% 23% False False 9,512
40 0.9184 0.8935 0.0249 2.8% 0.0048 0.5% 47% False False 4,802
60 0.9257 0.8935 0.0322 3.6% 0.0046 0.5% 36% False False 3,213
80 0.9374 0.8935 0.0439 4.8% 0.0042 0.5% 27% False False 2,414
100 0.9374 0.8935 0.0439 4.8% 0.0037 0.4% 27% False False 1,934
120 0.9728 0.8935 0.0793 8.8% 0.0036 0.4% 15% False False 1,613
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9249
2.618 0.9177
1.618 0.9133
1.000 0.9106
0.618 0.9089
HIGH 0.9062
0.618 0.9045
0.500 0.9040
0.382 0.9035
LOW 0.9018
0.618 0.8991
1.000 0.8974
1.618 0.8947
2.618 0.8903
4.250 0.8831
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 0.9048 0.9052
PP 0.9044 0.9051
S1 0.9040 0.9051

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

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