CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 0.9193 0.9201 0.0009 0.1% 0.9121
High 0.9235 0.9206 -0.0029 -0.3% 0.9261
Low 0.9183 0.9121 -0.0062 -0.7% 0.9118
Close 0.9215 0.9140 -0.0076 -0.8% 0.9140
Range 0.0053 0.0085 0.0033 61.9% 0.0143
ATR 0.0065 0.0067 0.0002 3.3% 0.0000
Volume 172,307 151,743 -20,564 -11.9% 852,207
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9411 0.9360 0.9186
R3 0.9326 0.9275 0.9163
R2 0.9241 0.9241 0.9155
R1 0.9190 0.9190 0.9147 0.9173
PP 0.9156 0.9156 0.9156 0.9147
S1 0.9105 0.9105 0.9132 0.9088
S2 0.9071 0.9071 0.9124
S3 0.8986 0.9020 0.9116
S4 0.8901 0.8935 0.9093
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9602 0.9514 0.9218
R3 0.9459 0.9371 0.9179
R2 0.9316 0.9316 0.9166
R1 0.9228 0.9228 0.9153 0.9272
PP 0.9173 0.9173 0.9173 0.9195
S1 0.9085 0.9085 0.9126 0.9129
S2 0.9030 0.9030 0.9113
S3 0.8887 0.8942 0.9100
S4 0.8744 0.8799 0.9061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9261 0.9118 0.0143 1.6% 0.0079 0.9% 15% False False 202,382
10 0.9261 0.8992 0.0269 2.9% 0.0072 0.8% 55% False False 184,272
20 0.9261 0.8992 0.0269 2.9% 0.0062 0.7% 55% False False 149,050
40 0.9421 0.8992 0.0429 4.7% 0.0057 0.6% 34% False False 134,846
60 0.9615 0.8992 0.0623 6.8% 0.0061 0.7% 24% False False 129,400
80 0.9615 0.8992 0.0623 6.8% 0.0065 0.7% 24% False False 97,403
100 0.9615 0.8915 0.0700 7.7% 0.0067 0.7% 32% False False 77,961
120 0.9615 0.8894 0.0721 7.9% 0.0060 0.7% 34% False False 64,975
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9567
2.618 0.9429
1.618 0.9344
1.000 0.9291
0.618 0.9259
HIGH 0.9206
0.618 0.9174
0.500 0.9164
0.382 0.9153
LOW 0.9121
0.618 0.9068
1.000 0.9036
1.618 0.8983
2.618 0.8898
4.250 0.8760
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 0.9164 0.9180
PP 0.9156 0.9167
S1 0.9148 0.9153

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

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