CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 10-Oct-2018
Day Change Summary
Previous Current
09-Oct-2018 10-Oct-2018 Change Change % Previous Week
Open 0.8881 0.8894 0.0013 0.1% 0.8843
High 0.8904 0.8953 0.0049 0.6% 0.8856
Low 0.8863 0.8871 0.0008 0.1% 0.8774
Close 0.8891 0.8926 0.0035 0.4% 0.8836
Range 0.0042 0.0083 0.0041 98.8% 0.0082
ATR 0.0049 0.0052 0.0002 4.8% 0.0000
Volume 134,683 153,460 18,777 13.9% 643,979
Daily Pivots for day following 10-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9164 0.9127 0.8971
R3 0.9081 0.9045 0.8948
R2 0.8999 0.8999 0.8941
R1 0.8962 0.8962 0.8933 0.8981
PP 0.8916 0.8916 0.8916 0.8926
S1 0.8880 0.8880 0.8918 0.8898
S2 0.8834 0.8834 0.8910
S3 0.8751 0.8797 0.8903
S4 0.8669 0.8715 0.8880
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 0.8953 0.8774 0.0179 2.0% 0.0065 0.7% 85% True False 137,504
10 0.8953 0.8774 0.0179 2.0% 0.0058 0.7% 85% True False 130,255
20 0.9055 0.8774 0.0281 3.1% 0.0048 0.5% 54% False False 115,292
40 0.9184 0.8774 0.0410 4.6% 0.0049 0.5% 37% False False 62,402
60 0.9184 0.8774 0.0410 4.6% 0.0048 0.5% 37% False False 41,632
80 0.9257 0.8774 0.0483 5.4% 0.0046 0.5% 31% False False 31,233
100 0.9374 0.8774 0.0600 6.7% 0.0043 0.5% 25% False False 24,990
120 0.9374 0.8774 0.0600 6.7% 0.0039 0.4% 25% False False 20,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9304
2.618 0.9169
1.618 0.9086
1.000 0.9036
0.618 0.9004
HIGH 0.8953
0.618 0.8921
0.500 0.8912
0.382 0.8902
LOW 0.8871
0.618 0.8820
1.000 0.8788
1.618 0.8737
2.618 0.8655
4.250 0.8520
Fisher Pivots for day following 10-Oct-2018
Pivot 1 day 3 day
R1 0.8921 0.8913
PP 0.8916 0.8900
S1 0.8912 0.8887

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

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