CME Japanese Yen Future June 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 0.9070 0.9038 -0.0032 -0.4% 0.9151
High 0.9099 0.9060 -0.0039 -0.4% 0.9153
Low 0.9035 0.9017 -0.0019 -0.2% 0.9017
Close 0.9045 0.9041 -0.0004 0.0% 0.9041
Range 0.0064 0.0043 -0.0021 -32.3% 0.0137
ATR 0.0060 0.0058 -0.0001 -2.0% 0.0000
Volume 139,216 45,579 -93,637 -67.3% 584,166
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9168 0.9148 0.9065
R3 0.9125 0.9105 0.9053
R2 0.9082 0.9082 0.9049
R1 0.9062 0.9062 0.9045 0.9072
PP 0.9039 0.9039 0.9039 0.9044
S1 0.9019 0.9019 0.9038 0.9029
S2 0.8996 0.8996 0.9034
S3 0.8953 0.8976 0.9030
S4 0.8910 0.8933 0.9018
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.9480 0.9397 0.9117
R3 0.9343 0.9261 0.9079
R2 0.9207 0.9207 0.9067
R1 0.9124 0.9124 0.9054 0.9097
PP 0.9070 0.9070 0.9070 0.9057
S1 0.8988 0.8988 0.9029 0.8961
S2 0.8934 0.8934 0.9016
S3 0.8797 0.8851 0.9004
S4 0.8661 0.8715 0.8966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9153 0.9017 0.0137 1.5% 0.0052 0.6% 18% False True 116,833
10 0.9162 0.9017 0.0146 1.6% 0.0050 0.6% 17% False True 116,700
20 0.9261 0.8992 0.0269 3.0% 0.0061 0.7% 18% False False 150,486
40 0.9346 0.8992 0.0354 3.9% 0.0057 0.6% 14% False False 133,611
60 0.9615 0.8992 0.0623 6.9% 0.0059 0.7% 8% False False 135,374
80 0.9615 0.8992 0.0623 6.9% 0.0062 0.7% 8% False False 111,940
100 0.9615 0.8992 0.0623 6.9% 0.0065 0.7% 8% False False 89,619
120 0.9615 0.8902 0.0713 7.9% 0.0062 0.7% 20% False False 74,696
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9242
2.618 0.9172
1.618 0.9129
1.000 0.9103
0.618 0.9086
HIGH 0.9060
0.618 0.9043
0.500 0.9038
0.382 0.9033
LOW 0.9017
0.618 0.8990
1.000 0.8974
1.618 0.8947
2.618 0.8904
4.250 0.8834
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 0.9040 0.9058
PP 0.9039 0.9052
S1 0.9038 0.9047

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

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