CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 04-Oct-2018
Day Change Summary
Previous Current
03-Oct-2018 04-Oct-2018 Change Change % Previous Week
Open 0.8914 0.8856 -0.0059 -0.7% 0.9018
High 0.8921 0.8910 -0.0011 -0.1% 0.9018
Low 0.8855 0.8852 -0.0003 0.0% 0.8922
Close 0.8863 0.8898 0.0036 0.4% 0.8926
Range 0.0066 0.0058 -0.0008 -12.1% 0.0097
ATR 0.0033 0.0034 0.0002 5.6% 0.0000
Volume 66 323 257 389.4% 419
Daily Pivots for day following 04-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9061 0.9037 0.8930
R3 0.9003 0.8979 0.8914
R2 0.8945 0.8945 0.8909
R1 0.8921 0.8921 0.8903 0.8933
PP 0.8887 0.8887 0.8887 0.8893
S1 0.8863 0.8863 0.8893 0.8875
S2 0.8829 0.8829 0.8887
S3 0.8771 0.8805 0.8882
S4 0.8713 0.8747 0.8866
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9245 0.9182 0.8980
R3 0.9148 0.9086 0.8953
R2 0.9052 0.9052 0.8944
R1 0.8989 0.8989 0.8935 0.8972
PP 0.8955 0.8955 0.8955 0.8947
S1 0.8893 0.8893 0.8918 0.8876
S2 0.8859 0.8859 0.8909
S3 0.8762 0.8796 0.8900
S4 0.8666 0.8700 0.8873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8944 0.8852 0.0092 1.0% 0.0037 0.4% 50% False True 133
10 0.9018 0.8852 0.0166 1.9% 0.0033 0.4% 28% False True 92
20 0.9140 0.8852 0.0288 3.2% 0.0024 0.3% 16% False True 58
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9157
2.618 0.9062
1.618 0.9004
1.000 0.8968
0.618 0.8946
HIGH 0.8910
0.618 0.8888
0.500 0.8881
0.382 0.8874
LOW 0.8852
0.618 0.8816
1.000 0.8794
1.618 0.8758
2.618 0.8700
4.250 0.8606
Fisher Pivots for day following 04-Oct-2018
Pivot 1 day 3 day
R1 0.8892 0.8895
PP 0.8887 0.8892
S1 0.8881 0.8889

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

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