CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 0.9065 0.9104 0.0039 0.4% 0.9067
High 0.9107 0.9127 0.0020 0.2% 0.9103
Low 0.9051 0.9061 0.0010 0.1% 0.8993
Close 0.9090 0.9073 -0.0017 -0.2% 0.9059
Range 0.0056 0.0066 0.0010 18.0% 0.0110
ATR 0.0056 0.0057 0.0001 1.2% 0.0000
Volume 90,136 102,345 12,209 13.5% 661,572
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9283 0.9244 0.9109
R3 0.9218 0.9178 0.9091
R2 0.9152 0.9152 0.9085
R1 0.9113 0.9113 0.9079 0.9100
PP 0.9087 0.9087 0.9087 0.9080
S1 0.9047 0.9047 0.9067 0.9034
S2 0.9021 0.9021 0.9061
S3 0.8956 0.8982 0.9055
S4 0.8890 0.8916 0.9037
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9382 0.9330 0.9120
R3 0.9272 0.9220 0.9089
R2 0.9162 0.9162 0.9079
R1 0.9110 0.9110 0.9069 0.9081
PP 0.9052 0.9052 0.9052 0.9037
S1 0.9000 0.9000 0.9049 0.8971
S2 0.8942 0.8942 0.9039
S3 0.8832 0.8890 0.9029
S4 0.8722 0.8780 0.8999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9127 0.8993 0.0134 1.5% 0.0064 0.7% 60% True False 115,128
10 0.9127 0.8993 0.0134 1.5% 0.0059 0.7% 60% True False 122,794
20 0.9127 0.8944 0.0183 2.0% 0.0055 0.6% 71% True False 118,801
40 0.9197 0.8868 0.0329 3.6% 0.0056 0.6% 62% False False 126,442
60 0.9320 0.8868 0.0453 5.0% 0.0057 0.6% 45% False False 103,999
80 0.9320 0.8868 0.0453 5.0% 0.0054 0.6% 45% False False 78,195
100 0.9568 0.8868 0.0700 7.7% 0.0053 0.6% 29% False False 62,573
120 0.9670 0.8868 0.0802 8.8% 0.0052 0.6% 26% False False 52,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9405
2.618 0.9298
1.618 0.9232
1.000 0.9192
0.618 0.9167
HIGH 0.9127
0.618 0.9101
0.500 0.9094
0.382 0.9086
LOW 0.9061
0.618 0.9021
1.000 0.8996
1.618 0.8955
2.618 0.8890
4.250 0.8783
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 0.9094 0.9074
PP 0.9087 0.9074
S1 0.9080 0.9073

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

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