CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 0.9017 0.9001 -0.0016 -0.2% 0.9039
High 0.9021 0.9034 0.0013 0.1% 0.9064
Low 0.8991 0.8994 0.0003 0.0% 0.8944
Close 0.9001 0.8999 -0.0002 0.0% 0.9014
Range 0.0030 0.0040 0.0010 33.3% 0.0120
ATR 0.0055 0.0054 -0.0001 -1.9% 0.0000
Volume 70,863 86,444 15,581 22.0% 632,988
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9129 0.9104 0.9021
R3 0.9089 0.9064 0.9010
R2 0.9049 0.9049 0.9006
R1 0.9024 0.9024 0.9003 0.9016
PP 0.9009 0.9009 0.9009 0.9005
S1 0.8984 0.8984 0.8995 0.8976
S2 0.8969 0.8969 0.8992
S3 0.8929 0.8944 0.8988
S4 0.8889 0.8904 0.8977
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9367 0.9311 0.9080
R3 0.9247 0.9191 0.9047
R2 0.9127 0.9127 0.9036
R1 0.9071 0.9071 0.9025 0.9039
PP 0.9007 0.9007 0.9007 0.8991
S1 0.8951 0.8951 0.9003 0.8919
S2 0.8887 0.8887 0.8992
S3 0.8767 0.8831 0.8981
S4 0.8647 0.8711 0.8948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9034 0.8944 0.0090 1.0% 0.0046 0.5% 62% True False 101,195
10 0.9073 0.8944 0.0130 1.4% 0.0051 0.6% 43% False False 114,809
20 0.9073 0.8868 0.0206 2.3% 0.0057 0.6% 64% False False 128,930
40 0.9198 0.8868 0.0331 3.7% 0.0054 0.6% 40% False False 123,352
60 0.9320 0.8868 0.0453 5.0% 0.0056 0.6% 29% False False 83,774
80 0.9452 0.8868 0.0584 6.5% 0.0052 0.6% 23% False False 62,859
100 0.9670 0.8868 0.0802 8.9% 0.0053 0.6% 16% False False 50,302
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9204
2.618 0.9138
1.618 0.9098
1.000 0.9074
0.618 0.9058
HIGH 0.9034
0.618 0.9018
0.500 0.9014
0.382 0.9009
LOW 0.8994
0.618 0.8969
1.000 0.8954
1.618 0.8929
2.618 0.8889
4.250 0.8824
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 0.9014 0.8999
PP 0.9009 0.8998
S1 0.9004 0.8998

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

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