CME Japanese Yen Future June 2019


Trading Metrics calculated at close of trading on 11-Jan-2019
Day Change Summary
Previous Current
10-Jan-2019 11-Jan-2019 Change Change % Previous Week
Open 0.9363 0.9350 -0.0013 -0.1% 0.9365
High 0.9390 0.9362 -0.0028 -0.3% 0.9390
Low 0.9340 0.9332 -0.0009 -0.1% 0.9292
Close 0.9341 0.9334 -0.0008 -0.1% 0.9334
Range 0.0050 0.0031 -0.0019 -38.4% 0.0098
ATR 0.0061 0.0059 -0.0002 -3.6% 0.0000
Volume 90 22 -68 -75.6% 817
Daily Pivots for day following 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9434 0.9414 0.9350
R3 0.9403 0.9384 0.9342
R2 0.9373 0.9373 0.9339
R1 0.9353 0.9353 0.9336 0.9348
PP 0.9342 0.9342 0.9342 0.9340
S1 0.9323 0.9323 0.9331 0.9317
S2 0.9312 0.9312 0.9328
S3 0.9281 0.9292 0.9325
S4 0.9251 0.9262 0.9317
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9632 0.9581 0.9387
R3 0.9534 0.9483 0.9360
R2 0.9436 0.9436 0.9351
R1 0.9385 0.9385 0.9342 0.9362
PP 0.9338 0.9338 0.9338 0.9327
S1 0.9287 0.9287 0.9325 0.9264
S2 0.9240 0.9240 0.9316
S3 0.9142 0.9189 0.9307
S4 0.9044 0.9091 0.9280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9390 0.9292 0.0098 1.0% 0.0049 0.5% 43% False False 163
10 0.9500 0.9138 0.0361 3.9% 0.0066 0.7% 54% False False 140
20 0.9500 0.8939 0.0561 6.0% 0.0058 0.6% 70% False False 115
40 0.9500 0.8939 0.0561 6.0% 0.0035 0.4% 70% False False 63
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 0.0013
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9492
2.618 0.9442
1.618 0.9411
1.000 0.9393
0.618 0.9381
HIGH 0.9362
0.618 0.9350
0.500 0.9347
0.382 0.9343
LOW 0.9332
0.618 0.9313
1.000 0.9301
1.618 0.9282
2.618 0.9252
4.250 0.9202
Fisher Pivots for day following 11-Jan-2019
Pivot 1 day 3 day
R1 0.9347 0.9345
PP 0.9342 0.9341
S1 0.9338 0.9337

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

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