CME Japanese Yen Future December 2018

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	0.8848	0.8781	-0.0068	-0.8%	0.8940
High	0.8856	0.8845	-0.0012	-0.1%	0.8949
Low	0.8775	0.8774	-0.0001	0.0%	0.8842
Close	0.8792	0.8827	0.0035	0.4%	0.8854
Range	0.0081	0.0071	-0.0011	-13.0%	0.0107
ATR	0.0046	0.0048	0.0002	3.9%	0.0000
Volume	123,842	161,880	38,038	30.7%	546,083

Daily Pivots for day following 04-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9027	0.8997	0.8866
R3	0.8956	0.8927	0.8846
R2	0.8886	0.8886	0.8840
R1	0.8856	0.8856	0.8833	0.8871
PP	0.8815	0.8815	0.8815	0.8823
S1	0.8786	0.8786	0.8821	0.8801
S2	0.8745	0.8745	0.8814
S3	0.8674	0.8715	0.8808
S4	0.8604	0.8645	0.8788

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9203	0.9135	0.8913
R3	0.9096	0.9028	0.8883
R2	0.8989	0.8989	0.8874
R1	0.8921	0.8921	0.8864	0.8902
PP	0.8882	0.8882	0.8882	0.8872
S1	0.8814	0.8814	0.8844	0.8795
S2	0.8775	0.8775	0.8834
S3	0.8668	0.8707	0.8825
S4	0.8561	0.8600	0.8795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8876	0.8774	0.0102	1.2%	0.0051	0.6%	52%	False	True	127,751
10	0.8949	0.8774	0.0175	2.0%	0.0045	0.5%	30%	False	True	116,483
20	0.9124	0.8774	0.0350	4.0%	0.0045	0.5%	15%	False	True	96,769
40	0.9184	0.8774	0.0410	4.6%	0.0047	0.5%	13%	False	True	49,282
60	0.9184	0.8774	0.0410	4.6%	0.0046	0.5%	13%	False	True	32,873
80	0.9257	0.8774	0.0483	5.5%	0.0045	0.5%	11%	False	True	24,663
100	0.9374	0.8774	0.0600	6.8%	0.0041	0.5%	9%	False	True	19,733
120	0.9515	0.8774	0.0741	8.4%	0.0037	0.4%	7%	False	True	16,447

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9144
2.618	0.9029
1.618	0.8959
1.000	0.8915
0.618	0.8888
HIGH	0.8845
0.618	0.8818
0.500	0.8809
0.382	0.8801
LOW	0.8774
0.618	0.8730
1.000	0.8704
1.618	0.8660
2.618	0.8589
4.250	0.8474

Fisher Pivots for day following 04-Oct-2018
Pivot	1 day	3 day
R1	0.8821	0.8823
PP	0.8815	0.8819
S1	0.8809	0.8815

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