CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 24-Sep-2018

Day Change Summary
	Previous	Current
	21-Sep-2018	24-Sep-2018	Change	Change %	Previous Week
Open	0.8946	0.8940	-0.0006	-0.1%	0.8984
High	0.8949	0.8949	0.0000	0.0%	0.9014
Low	0.8914	0.8917	0.0003	0.0%	0.8914
Close	0.8941	0.8926	-0.0014	-0.2%	0.8941
Range	0.0036	0.0033	-0.0003	-8.5%	0.0100
ATR	0.0045	0.0044	-0.0001	-2.0%	0.0000
Volume	108,395	74,134	-34,261	-31.6%	492,782

Daily Pivots for day following 24-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9028	0.9010	0.8944
R3	0.8996	0.8977	0.8935
R2	0.8963	0.8963	0.8932
R1	0.8945	0.8945	0.8929	0.8938
PP	0.8931	0.8931	0.8931	0.8927
S1	0.8912	0.8912	0.8924	0.8905
S2	0.8898	0.8898	0.8921
S3	0.8866	0.8880	0.8918
S4	0.8833	0.8847	0.8909

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9256	0.9198	0.8996
R3	0.9156	0.9098	0.8968
R2	0.9056	0.9056	0.8959
R1	0.8998	0.8998	0.8950	0.8977
PP	0.8956	0.8956	0.8956	0.8945
S1	0.8898	0.8898	0.8931	0.8877
S2	0.8856	0.8856	0.8922
S3	0.8756	0.8798	0.8913
S4	0.8656	0.8698	0.8886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9014	0.8914	0.0100	1.1%	0.0039	0.4%	13%	False	False	100,454
10	0.9066	0.8914	0.0152	1.7%	0.0042	0.5%	9%	False	False	92,282
20	0.9124	0.8914	0.0210	2.4%	0.0045	0.5%	6%	False	False	49,117
40	0.9184	0.8914	0.0271	3.0%	0.0046	0.5%	5%	False	False	24,742
60	0.9184	0.8914	0.0271	3.0%	0.0045	0.5%	5%	False	False	16,507
80	0.9266	0.8914	0.0352	3.9%	0.0042	0.5%	4%	False	False	12,386
100	0.9374	0.8914	0.0460	5.2%	0.0039	0.4%	3%	False	False	9,912
120	0.9540	0.8914	0.0627	7.0%	0.0036	0.4%	2%	False	False	8,261

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9087
2.618	0.9034
1.618	0.9002
1.000	0.8982
0.618	0.8969
HIGH	0.8949
0.618	0.8937
0.500	0.8933
0.382	0.8929
LOW	0.8917
0.618	0.8896
1.000	0.8884
1.618	0.8864
2.618	0.8831
4.250	0.8778

Fisher Pivots for day following 24-Sep-2018
Pivot	1 day	3 day
R1	0.8933	0.8947
PP	0.8931	0.8940
S1	0.8929	0.8933

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