CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 0.8973 0.8940 -0.0033 -0.4% 0.9051
High 0.8982 0.8940 -0.0043 -0.5% 0.9051
Low 0.8927 0.8923 -0.0004 0.0% 0.8927
Close 0.8928 0.8932 0.0005 0.1% 0.8928
Range 0.0055 0.0017 -0.0039 -70.0% 0.0124
ATR 0.0047 0.0045 -0.0002 -4.6% 0.0000
Volume 724 526 -198 -27.3% 1,830
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.8981 0.8973 0.8941
R3 0.8965 0.8957 0.8937
R2 0.8948 0.8948 0.8935
R1 0.8940 0.8940 0.8934 0.8936
PP 0.8932 0.8932 0.8932 0.8929
S1 0.8924 0.8924 0.8930 0.8919
S2 0.8915 0.8915 0.8929
S3 0.8899 0.8907 0.8927
S4 0.8882 0.8891 0.8923
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9339 0.9257 0.8995
R3 0.9215 0.9133 0.8961
R2 0.9092 0.9092 0.8950
R1 0.9010 0.9010 0.8939 0.8989
PP 0.8968 0.8968 0.8968 0.8958
S1 0.8886 0.8886 0.8916 0.8866
S2 0.8845 0.8845 0.8905
S3 0.8721 0.8763 0.8894
S4 0.8598 0.8639 0.8860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8999 0.8923 0.0076 0.8% 0.0036 0.4% 12% False True 460
10 0.9079 0.8923 0.0156 1.7% 0.0045 0.5% 6% False True 414
20 0.9079 0.8923 0.0156 1.7% 0.0044 0.5% 6% False True 294
40 0.9124 0.8852 0.0272 3.0% 0.0037 0.4% 29% False False 183
60 0.9220 0.8852 0.0368 4.1% 0.0027 0.3% 22% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9010
2.618 0.8983
1.618 0.8966
1.000 0.8956
0.618 0.8950
HIGH 0.8940
0.618 0.8933
0.500 0.8931
0.382 0.8929
LOW 0.8923
0.618 0.8913
1.000 0.8907
1.618 0.8896
2.618 0.8880
4.250 0.8853
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 0.8932 0.8953
PP 0.8932 0.8946
S1 0.8931 0.8939

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

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