CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 0.9020 0.9048 0.0028 0.3% 0.9070
High 0.9062 0.9055 -0.0007 -0.1% 0.9124
Low 0.9018 0.8987 -0.0031 -0.3% 0.9015
Close 0.9052 0.8998 -0.0055 -0.6% 0.9068
Range 0.0044 0.0068 0.0024 53.4% 0.0109
ATR 0.0048 0.0049 0.0001 3.0% 0.0000
Volume 86,210 105,545 19,335 22.4% 28,998
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9216 0.9174 0.9035
R3 0.9148 0.9107 0.9016
R2 0.9081 0.9081 0.9010
R1 0.9039 0.9039 0.9004 0.9026
PP 0.9013 0.9013 0.9013 0.9007
S1 0.8972 0.8972 0.8991 0.8959
S2 0.8946 0.8946 0.8985
S3 0.8878 0.8904 0.8979
S4 0.8811 0.8837 0.8960
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 0.8987 0.0136 1.5% 0.0052 0.6% 7% False True 52,147
10 0.9124 0.8987 0.0136 1.5% 0.0052 0.6% 7% False True 28,579
20 0.9184 0.8987 0.0197 2.2% 0.0049 0.5% 5% False True 14,782
40 0.9184 0.8935 0.0249 2.8% 0.0049 0.5% 25% False False 7,440
60 0.9257 0.8935 0.0322 3.6% 0.0046 0.5% 19% False False 4,971
80 0.9374 0.8935 0.0439 4.9% 0.0042 0.5% 14% False False 3,733
100 0.9374 0.8935 0.0439 4.9% 0.0038 0.4% 14% False False 2,990
120 0.9689 0.8935 0.0754 8.4% 0.0036 0.4% 8% False False 2,492
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 0.9342
2.618 0.9232
1.618 0.9164
1.000 0.9123
0.618 0.9097
HIGH 0.9055
0.618 0.9029
0.500 0.9021
0.382 0.9013
LOW 0.8987
0.618 0.8946
1.000 0.8920
1.618 0.8878
2.618 0.8811
4.250 0.8701
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 0.9021 0.9026
PP 0.9013 0.9017
S1 0.9005 0.9007

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

View Archives - Comment on this page... - Back to Index of Symbols