CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 0.8942 0.8940 -0.0002 0.0% 0.8905
High 0.8955 0.8940 -0.0015 -0.2% 0.9015
Low 0.8942 0.8911 -0.0032 -0.4% 0.8894
Close 0.8950 0.8911 -0.0039 -0.4% 0.8982
Range 0.0013 0.0030 0.0017 136.0% 0.0121
ATR 0.0046 0.0045 0.0000 -1.1% 0.0000
Volume 2 12 10 500.0% 216
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9009 0.8989 0.8927
R3 0.8979 0.8960 0.8919
R2 0.8950 0.8950 0.8916
R1 0.8930 0.8930 0.8913 0.8925
PP 0.8920 0.8920 0.8920 0.8918
S1 0.8901 0.8901 0.8908 0.8896
S2 0.8891 0.8891 0.8905
S3 0.8861 0.8871 0.8902
S4 0.8832 0.8842 0.8894
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 0.9327 0.9275 0.9048
R3 0.9206 0.9154 0.9015
R2 0.9085 0.9085 0.9004
R1 0.9033 0.9033 0.8993 0.9059
PP 0.8964 0.8964 0.8964 0.8976
S1 0.8912 0.8912 0.8970 0.8938
S2 0.8843 0.8843 0.8959
S3 0.8722 0.8791 0.8948
S4 0.8601 0.8670 0.8915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9015 0.8911 0.0105 1.2% 0.0029 0.3% 0% False True 60
10 0.9015 0.8894 0.0121 1.4% 0.0031 0.3% 14% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9065
2.618 0.9017
1.618 0.8988
1.000 0.8970
0.618 0.8958
HIGH 0.8940
0.618 0.8929
0.500 0.8925
0.382 0.8922
LOW 0.8911
0.618 0.8892
1.000 0.8881
1.618 0.8863
2.618 0.8833
4.250 0.8785
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 0.8925 0.8954
PP 0.8920 0.8940
S1 0.8915 0.8925

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

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