CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 0.8987 0.8978 -0.0009 -0.1% 0.9060
High 0.8990 0.8996 0.0006 0.1% 0.9078
Low 0.8979 0.8974 -0.0005 -0.1% 0.8990
Close 0.8980 0.8987 0.0007 0.1% 0.9011
Range 0.0012 0.0023 0.0011 95.7% 0.0089
ATR 0.0028 0.0027 0.0000 -1.3% 0.0000
Volume 35 15 -20 -57.1% 100
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9053 0.9042 0.8999
R3 0.9030 0.9020 0.8993
R2 0.9008 0.9008 0.8991
R1 0.8997 0.8997 0.8989 0.9003
PP 0.8985 0.8985 0.8985 0.8988
S1 0.8975 0.8975 0.8984 0.8980
S2 0.8963 0.8963 0.8982
S3 0.8940 0.8952 0.8980
S4 0.8918 0.8930 0.8974
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9292 0.9240 0.9060
R3 0.9203 0.9151 0.9035
R2 0.9115 0.9115 0.9027
R1 0.9063 0.9063 0.9019 0.9045
PP 0.9026 0.9026 0.9026 0.9017
S1 0.8974 0.8974 0.9003 0.8956
S2 0.8938 0.8938 0.8995
S3 0.8849 0.8886 0.8987
S4 0.8761 0.8797 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9043 0.8974 0.0070 0.8% 0.0023 0.3% 19% False True 21
10 0.9105 0.8974 0.0132 1.5% 0.0024 0.3% 10% False True 31
20 0.9167 0.8974 0.0194 2.2% 0.0013 0.1% 7% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9092
2.618 0.9055
1.618 0.9032
1.000 0.9019
0.618 0.9010
HIGH 0.8996
0.618 0.8987
0.500 0.8985
0.382 0.8982
LOW 0.8974
0.618 0.8960
1.000 0.8951
1.618 0.8937
2.618 0.8915
4.250 0.8878
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 0.8986 0.8996
PP 0.8985 0.8993
S1 0.8985 0.8990

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

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