CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 0.9054 0.9055 0.0001 0.0% 0.9123
High 0.9070 0.9084 0.0015 0.2% 0.9184
Low 0.9042 0.9055 0.0013 0.1% 0.9042
Close 0.9064 0.9072 0.0008 0.1% 0.9064
Range 0.0028 0.0030 0.0002 9.1% 0.0142
ATR 0.0047 0.0046 -0.0001 -2.6% 0.0000
Volume 871 919 48 5.5% 5,260
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9160 0.9146 0.9088
R3 0.9130 0.9116 0.9080
R2 0.9100 0.9100 0.9077
R1 0.9086 0.9086 0.9075 0.9093
PP 0.9070 0.9070 0.9070 0.9074
S1 0.9056 0.9056 0.9069 0.9063
S2 0.9040 0.9040 0.9067
S3 0.9010 0.9026 0.9064
S4 0.8980 0.8996 0.9056
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 0.9523 0.9435 0.9142
R3 0.9381 0.9293 0.9103
R2 0.9239 0.9239 0.9090
R1 0.9151 0.9151 0.9077 0.9124
PP 0.9097 0.9097 0.9097 0.9083
S1 0.9009 0.9009 0.9051 0.8982
S2 0.8955 0.8955 0.9038
S3 0.8813 0.8867 0.9025
S4 0.8671 0.8725 0.8986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9184 0.9042 0.0142 1.6% 0.0045 0.5% 21% False False 901
10 0.9184 0.9042 0.0142 1.6% 0.0050 0.5% 21% False False 713
20 0.9184 0.9006 0.0178 2.0% 0.0047 0.5% 37% False False 412
40 0.9184 0.8935 0.0249 2.7% 0.0045 0.5% 55% False False 225
60 0.9266 0.8935 0.0331 3.6% 0.0042 0.5% 41% False False 158
80 0.9374 0.8935 0.0439 4.8% 0.0038 0.4% 31% False False 122
100 0.9540 0.8935 0.0605 6.7% 0.0034 0.4% 23% False False 99
120 0.9728 0.8935 0.0793 8.7% 0.0033 0.4% 17% False False 84
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9212
2.618 0.9163
1.618 0.9133
1.000 0.9114
0.618 0.9103
HIGH 0.9084
0.618 0.9073
0.500 0.9069
0.382 0.9066
LOW 0.9055
0.618 0.9036
1.000 0.9025
1.618 0.9006
2.618 0.8976
4.250 0.8927
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 0.9071 0.9081
PP 0.9070 0.9078
S1 0.9069 0.9075

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

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