CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 0.8825 0.8835 0.0010 0.1% 0.8843
High 0.8850 0.8908 0.0059 0.7% 0.8856
Low 0.8807 0.8820 0.0013 0.1% 0.8774
Close 0.8836 0.8894 0.0058 0.7% 0.8836
Range 0.0043 0.0088 0.0046 107.1% 0.0082
ATR 0.0047 0.0050 0.0003 6.2% 0.0000
Volume 133,627 103,871 -29,756 -22.3% 643,979
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9138 0.9104 0.8942
R3 0.9050 0.9016 0.8918
R2 0.8962 0.8962 0.8910
R1 0.8928 0.8928 0.8902 0.8945
PP 0.8874 0.8874 0.8874 0.8882
S1 0.8840 0.8840 0.8885 0.8857
S2 0.8786 0.8786 0.8877
S3 0.8698 0.8752 0.8869
S4 0.8610 0.8664 0.8845
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9068 0.9034 0.8881
R3 0.8986 0.8952 0.8858
R2 0.8904 0.8904 0.8851
R1 0.8870 0.8870 0.8843 0.8846
PP 0.8822 0.8822 0.8822 0.8810
S1 0.8788 0.8788 0.8828 0.8764
S2 0.8740 0.8740 0.8820
S3 0.8658 0.8706 0.8813
S4 0.8576 0.8624 0.8790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8908 0.8774 0.0134 1.5% 0.0064 0.7% 89% True False 129,110
10 0.8935 0.8774 0.0161 1.8% 0.0052 0.6% 74% False False 121,979
20 0.9066 0.8774 0.0292 3.3% 0.0047 0.5% 41% False False 107,131
40 0.9184 0.8774 0.0410 4.6% 0.0048 0.5% 29% False False 55,211
60 0.9184 0.8774 0.0410 4.6% 0.0046 0.5% 29% False False 36,830
80 0.9257 0.8774 0.0483 5.4% 0.0045 0.5% 25% False False 27,631
100 0.9374 0.8774 0.0600 6.7% 0.0042 0.5% 20% False False 22,108
120 0.9478 0.8774 0.0704 7.9% 0.0038 0.4% 17% False False 18,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 0.9282
2.618 0.9138
1.618 0.9050
1.000 0.8996
0.618 0.8962
HIGH 0.8908
0.618 0.8874
0.500 0.8864
0.382 0.8854
LOW 0.8820
0.618 0.8766
1.000 0.8732
1.618 0.8678
2.618 0.8590
4.250 0.8446
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 0.8884 0.8876
PP 0.8874 0.8859
S1 0.8864 0.8841

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

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