CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 0.8894 0.8925 0.0031 0.3% 0.8936
High 0.8958 0.9011 0.0053 0.6% 0.9011
Low 0.8868 0.8912 0.0044 0.5% 0.8868
Close 0.8925 0.8999 0.0074 0.8% 0.8999
Range 0.0090 0.0099 0.0009 10.0% 0.0143
ATR 0.0055 0.0058 0.0003 5.7% 0.0000
Volume 178,126 214,509 36,383 20.4% 705,755
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.9271 0.9234 0.9053
R3 0.9172 0.9135 0.9026
R2 0.9073 0.9073 0.9017
R1 0.9036 0.9036 0.9008 0.9054
PP 0.8974 0.8974 0.8974 0.8983
S1 0.8937 0.8937 0.8989 0.8955
S2 0.8875 0.8875 0.8980
S3 0.8776 0.8838 0.8971
S4 0.8677 0.8739 0.8944
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 0.9388 0.9336 0.9077
R3 0.9245 0.9193 0.9038
R2 0.9102 0.9102 0.9025
R1 0.9050 0.9050 0.9012 0.9076
PP 0.8959 0.8959 0.8959 0.8972
S1 0.8907 0.8907 0.8985 0.8933
S2 0.8816 0.8816 0.8972
S3 0.8673 0.8764 0.8959
S4 0.8530 0.8621 0.8920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9011 0.8868 0.0143 1.6% 0.0061 0.7% 92% True False 141,151
10 0.9105 0.8868 0.0238 2.6% 0.0061 0.7% 55% False False 135,650
20 0.9198 0.8868 0.0331 3.7% 0.0056 0.6% 40% False False 132,906
40 0.9320 0.8868 0.0453 5.0% 0.0058 0.6% 29% False False 89,896
60 0.9320 0.8868 0.0453 5.0% 0.0054 0.6% 29% False False 60,150
80 0.9601 0.8868 0.0733 8.1% 0.0053 0.6% 18% False False 45,134
100 0.9670 0.8868 0.0802 8.9% 0.0052 0.6% 16% False False 36,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9431
2.618 0.9270
1.618 0.9171
1.000 0.9110
0.618 0.9072
HIGH 0.9011
0.618 0.8973
0.500 0.8961
0.382 0.8949
LOW 0.8912
0.618 0.8850
1.000 0.8813
1.618 0.8751
2.618 0.8652
4.250 0.8491
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 0.8986 0.8979
PP 0.8974 0.8959
S1 0.8961 0.8939

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

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