CME Japanese Yen Future September 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 0.9092 0.9061 -0.0031 -0.3% 0.9067
High 0.9104 0.9062 -0.0042 -0.5% 0.9103
Low 0.9055 0.8996 -0.0060 -0.7% 0.8993
Close 0.9059 0.8999 -0.0061 -0.7% 0.9059
Range 0.0049 0.0067 0.0018 35.7% 0.0110
ATR 0.0056 0.0057 0.0001 1.3% 0.0000
Volume 105,140 113,399 8,259 7.9% 661,572
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9218 0.9175 0.9035
R3 0.9152 0.9108 0.9017
R2 0.9085 0.9085 0.9011
R1 0.9042 0.9042 0.9005 0.9030
PP 0.9019 0.9019 0.9019 0.9013
S1 0.8975 0.8975 0.8992 0.8964
S2 0.8952 0.8952 0.8986
S3 0.8886 0.8909 0.8980
S4 0.8819 0.8842 0.8962
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 0.8996 0.0131 1.5% 0.0060 0.7% 2% False True 104,029
10 0.9127 0.8993 0.0134 1.5% 0.0062 0.7% 4% False False 126,396
20 0.9127 0.8944 0.0183 2.0% 0.0055 0.6% 30% False False 116,763
40 0.9143 0.8868 0.0275 3.1% 0.0055 0.6% 48% False False 124,430
60 0.9292 0.8868 0.0425 4.7% 0.0055 0.6% 31% False False 107,507
80 0.9320 0.8868 0.0453 5.0% 0.0055 0.6% 29% False False 80,925
100 0.9541 0.8868 0.0673 7.5% 0.0053 0.6% 19% False False 64,757
120 0.9670 0.8868 0.0802 8.9% 0.0052 0.6% 16% False False 53,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9345
2.618 0.9236
1.618 0.9170
1.000 0.9129
0.618 0.9103
HIGH 0.9062
0.618 0.9037
0.500 0.9029
0.382 0.9021
LOW 0.8996
0.618 0.8954
1.000 0.8929
1.618 0.8888
2.618 0.8821
4.250 0.8713
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 0.9029 0.9061
PP 0.9019 0.9040
S1 0.9009 0.9019

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

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