CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 0.9480 0.9481 0.0001 0.0% 0.9273
High 0.9549 0.9495 -0.0054 -0.6% 0.9549
Low 0.9475 0.9388 -0.0087 -0.9% 0.9270
Close 0.9481 0.9395 -0.0086 -0.9% 0.9481
Range 0.0074 0.0107 0.0034 45.6% 0.0279
ATR 0.0075 0.0077 0.0002 3.1% 0.0000
Volume 263 1,005 742 282.1% 1,976
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9747 0.9678 0.9453
R3 0.9640 0.9571 0.9424
R2 0.9533 0.9533 0.9414
R1 0.9464 0.9464 0.9404 0.9445
PP 0.9426 0.9426 0.9426 0.9416
S1 0.9357 0.9357 0.9385 0.9338
S2 0.9319 0.9319 0.9375
S3 0.9212 0.9250 0.9365
S4 0.9105 0.9143 0.9336
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.0269 1.0153 0.9634
R3 0.9990 0.9875 0.9557
R2 0.9712 0.9712 0.9532
R1 0.9596 0.9596 0.9506 0.9654
PP 0.9433 0.9433 0.9433 0.9462
S1 0.9318 0.9318 0.9455 0.9375
S2 0.9155 0.9155 0.9429
S3 0.8876 0.9039 0.9404
S4 0.8598 0.8761 0.9327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9549 0.9270 0.0279 3.0% 0.0093 1.0% 45% False False 568
10 0.9549 0.9187 0.0362 3.8% 0.0084 0.9% 57% False False 396
20 0.9549 0.9074 0.0475 5.1% 0.0082 0.9% 68% False False 332
40 0.9549 0.8902 0.0647 6.9% 0.0062 0.7% 76% False False 200
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9950
2.618 0.9775
1.618 0.9668
1.000 0.9602
0.618 0.9561
HIGH 0.9495
0.618 0.9454
0.500 0.9442
0.382 0.9429
LOW 0.9388
0.618 0.9322
1.000 0.9281
1.618 0.9215
2.618 0.9108
4.250 0.8933
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 0.9442 0.9468
PP 0.9426 0.9444
S1 0.9410 0.9419

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

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