CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 0.8968 0.9051 0.0084 0.9% 0.8958
High 0.9065 0.9084 0.0019 0.2% 0.9001
Low 0.8949 0.9021 0.0072 0.8% 0.8910
Close 0.9062 0.9083 0.0021 0.2% 0.8918
Range 0.0116 0.0063 -0.0053 -45.7% 0.0092
ATR 0.0043 0.0045 0.0001 3.2% 0.0000
Volume 79 119 40 50.6% 279
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9251 0.9230 0.9117
R3 0.9188 0.9167 0.9100
R2 0.9125 0.9125 0.9094
R1 0.9104 0.9104 0.9088 0.9115
PP 0.9062 0.9062 0.9062 0.9068
S1 0.9041 0.9041 0.9077 0.9052
S2 0.8999 0.8999 0.9071
S3 0.8936 0.8978 0.9065
S4 0.8873 0.8915 0.9048
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 0.9217 0.9159 0.8968
R3 0.9126 0.9068 0.8943
R2 0.9034 0.9034 0.8935
R1 0.8976 0.8976 0.8926 0.8960
PP 0.8943 0.8943 0.8943 0.8935
S1 0.8885 0.8885 0.8910 0.8868
S2 0.8851 0.8851 0.8901
S3 0.8760 0.8793 0.8893
S4 0.8668 0.8702 0.8868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9084 0.8902 0.0182 2.0% 0.0057 0.6% 99% True False 64
10 0.9084 0.8902 0.0182 2.0% 0.0044 0.5% 99% True False 58
20 0.9084 0.8902 0.0182 2.0% 0.0034 0.4% 99% True False 46
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9351
2.618 0.9248
1.618 0.9185
1.000 0.9147
0.618 0.9122
HIGH 0.9084
0.618 0.9059
0.500 0.9052
0.382 0.9045
LOW 0.9021
0.618 0.8982
1.000 0.8958
1.618 0.8919
2.618 0.8856
4.250 0.8753
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 0.9072 0.9055
PP 0.9062 0.9027
S1 0.9052 0.8999

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

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