CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 0.9219 0.9193 -0.0026 -0.3% 0.9034
High 0.9240 0.9235 -0.0005 0.0% 0.9191
Low 0.9179 0.9183 0.0004 0.0% 0.8992
Close 0.9196 0.9215 0.0019 0.2% 0.9152
Range 0.0061 0.0053 -0.0009 -13.9% 0.0199
ATR 0.0065 0.0065 -0.0001 -1.4% 0.0000
Volume 203,585 172,307 -31,278 -15.4% 868,095
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 0.9368 0.9344 0.9244
R3 0.9316 0.9292 0.9229
R2 0.9263 0.9263 0.9225
R1 0.9239 0.9239 0.9220 0.9251
PP 0.9211 0.9211 0.9211 0.9217
S1 0.9187 0.9187 0.9210 0.9199
S2 0.9158 0.9158 0.9205
S3 0.9106 0.9134 0.9201
S4 0.9053 0.9082 0.9186
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 0.9100 0.0161 1.7% 0.0080 0.9% 71% False False 213,896
10 0.9261 0.8992 0.0269 2.9% 0.0070 0.8% 83% False False 183,614
20 0.9261 0.8992 0.0269 2.9% 0.0061 0.7% 83% False False 148,939
40 0.9421 0.8992 0.0429 4.7% 0.0056 0.6% 52% False False 134,393
60 0.9615 0.8992 0.0623 6.8% 0.0061 0.7% 36% False False 127,028
80 0.9615 0.8992 0.0623 6.8% 0.0065 0.7% 36% False False 95,509
100 0.9615 0.8902 0.0713 7.7% 0.0067 0.7% 44% False False 76,444
120 0.9615 0.8894 0.0721 7.8% 0.0060 0.6% 45% False False 63,710
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9458
2.618 0.9372
1.618 0.9320
1.000 0.9288
0.618 0.9267
HIGH 0.9235
0.618 0.9215
0.500 0.9209
0.382 0.9203
LOW 0.9183
0.618 0.9150
1.000 0.9130
1.618 0.9098
2.618 0.9045
4.250 0.8959
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 0.9213 0.9207
PP 0.9211 0.9198
S1 0.9209 0.9190

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

View Archives - Comment on this page... - Back to Index of Symbols