CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 0.9121 0.9219 0.0098 1.1% 0.9034
High 0.9261 0.9240 -0.0022 -0.2% 0.9191
Low 0.9118 0.9179 0.0061 0.7% 0.8992
Close 0.9249 0.9196 -0.0053 -0.6% 0.9152
Range 0.0143 0.0061 -0.0082 -57.3% 0.0199
ATR 0.0065 0.0065 0.0000 0.5% 0.0000
Volume 324,572 203,585 -120,987 -37.3% 868,095
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 0.9388 0.9353 0.9230
R3 0.9327 0.9292 0.9213
R2 0.9266 0.9266 0.9207
R1 0.9231 0.9231 0.9202 0.9218
PP 0.9205 0.9205 0.9205 0.9198
S1 0.9170 0.9170 0.9190 0.9157
S2 0.9144 0.9144 0.9185
S3 0.9083 0.9109 0.9179
S4 0.9022 0.9048 0.9162
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 0.9707 0.9628 0.9261
R3 0.9508 0.9429 0.9206
R2 0.9310 0.9310 0.9188
R1 0.9231 0.9231 0.9170 0.9270
PP 0.9111 0.9111 0.9111 0.9131
S1 0.9032 0.9032 0.9133 0.9072
S2 0.8913 0.8913 0.9115
S3 0.8714 0.8834 0.9097
S4 0.8516 0.8635 0.9042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9261 0.9030 0.0232 2.5% 0.0092 1.0% 72% False False 232,137
10 0.9261 0.8992 0.0269 2.9% 0.0067 0.7% 76% False False 178,438
20 0.9261 0.8992 0.0269 2.9% 0.0061 0.7% 76% False False 146,377
40 0.9481 0.8992 0.0489 5.3% 0.0057 0.6% 42% False False 133,873
60 0.9615 0.8992 0.0623 6.8% 0.0061 0.7% 33% False False 124,215
80 0.9615 0.8992 0.0623 6.8% 0.0066 0.7% 33% False False 93,358
100 0.9615 0.8902 0.0713 7.8% 0.0066 0.7% 41% False False 74,722
120 0.9615 0.8894 0.0721 7.8% 0.0060 0.6% 42% False False 62,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9499
2.618 0.9399
1.618 0.9338
1.000 0.9301
0.618 0.9277
HIGH 0.9240
0.618 0.9216
0.500 0.9209
0.382 0.9202
LOW 0.9179
0.618 0.9141
1.000 0.9118
1.618 0.9080
2.618 0.9019
4.250 0.8919
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 0.9209 0.9194
PP 0.9205 0.9192
S1 0.9200 0.9190

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

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