CME Japanese Yen Future December 2018

Trading Metrics calculated at close of trading on 11-Dec-2018

Day Change Summary
	Previous	Current
	10-Dec-2018	11-Dec-2018	Change	Change %	Previous Week
Open	0.8884	0.8832	-0.0052	-0.6%	0.8803
High	0.8914	0.8853	-0.0062	-0.7%	0.8916
Low	0.8823	0.8817	-0.0006	-0.1%	0.8794
Close	0.8838	0.8822	-0.0016	-0.2%	0.8883
Range	0.0092	0.0036	-0.0056	-60.7%	0.0122
ATR	0.0052	0.0051	-0.0001	-2.2%	0.0000
Volume	193,662	142,373	-51,289	-26.5%	745,222

Daily Pivots for day following 11-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8938	0.8916	0.8842
R3	0.8902	0.8880	0.8832
R2	0.8866	0.8866	0.8829
R1	0.8844	0.8844	0.8825	0.8837
PP	0.8830	0.8830	0.8830	0.8827
S1	0.8808	0.8808	0.8819	0.8801
S2	0.8794	0.8794	0.8815
S3	0.8758	0.8772	0.8812
S4	0.8722	0.8736	0.8802

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9229	0.9177	0.8950
R3	0.9107	0.9056	0.8916
R2	0.8986	0.8986	0.8905
R1	0.8934	0.8934	0.8894	0.8960
PP	0.8864	0.8864	0.8864	0.8877
S1	0.8813	0.8813	0.8872	0.8839
S2	0.8743	0.8743	0.8861
S3	0.8621	0.8691	0.8850
S4	0.8500	0.8570	0.8816

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8916	0.8817	0.0099	1.1%	0.0055	0.6%	6%	False	True	157,253
10	0.8916	0.8781	0.0135	1.5%	0.0051	0.6%	31%	False	False	141,125
20	0.8919	0.8781	0.0139	1.6%	0.0049	0.6%	30%	False	False	137,115
40	0.9012	0.8768	0.0244	2.8%	0.0051	0.6%	22%	False	False	142,597
60	0.9014	0.8768	0.0246	2.8%	0.0050	0.6%	22%	False	False	138,083
80	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	13%	False	False	109,629
100	0.9184	0.8768	0.0417	4.7%	0.0049	0.6%	13%	False	False	87,726
120	0.9257	0.8768	0.0489	5.5%	0.0048	0.5%	11%	False	False	73,111

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9006
2.618	0.8947
1.618	0.8911
1.000	0.8889
0.618	0.8875
HIGH	0.8853
0.618	0.8839
0.500	0.8835
0.382	0.8830
LOW	0.8817
0.618	0.8794
1.000	0.8781
1.618	0.8758
2.618	0.8722
4.250	0.8664

Fisher Pivots for day following 11-Dec-2018
Pivot	1 day	3 day
R1	0.8835	0.8865
PP	0.8830	0.8851
S1	0.8826	0.8836

Download as Excel Spreadsheet

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

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