CME Japanese Yen Future December 2018


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 0.8905 0.8858 -0.0047 -0.5% 0.8970
High 0.8912 0.8870 -0.0042 -0.5% 0.8979
Low 0.8851 0.8848 -0.0003 0.0% 0.8849
Close 0.8855 0.8859 0.0004 0.0% 0.8855
Range 0.0061 0.0022 -0.0040 -64.8% 0.0130
ATR 0.0056 0.0053 -0.0002 -4.4% 0.0000
Volume 163,806 74,725 -89,081 -54.4% 804,327
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.8923 0.8912 0.8870
R3 0.8902 0.8891 0.8864
R2 0.8880 0.8880 0.8862
R1 0.8869 0.8869 0.8860 0.8875
PP 0.8859 0.8859 0.8859 0.8861
S1 0.8848 0.8848 0.8857 0.8853
S2 0.8837 0.8837 0.8855
S3 0.8816 0.8826 0.8853
S4 0.8794 0.8805 0.8847
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9283 0.9198 0.8926
R3 0.9153 0.9069 0.8890
R2 0.9024 0.9024 0.8878
R1 0.8939 0.8939 0.8866 0.8917
PP 0.8894 0.8894 0.8894 0.8883
S1 0.8810 0.8810 0.8843 0.8787
S2 0.8765 0.8765 0.8831
S3 0.8635 0.8680 0.8819
S4 0.8506 0.8551 0.8783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8936 0.8848 0.0088 1.0% 0.0045 0.5% 12% False True 138,554
10 0.9012 0.8848 0.0164 1.8% 0.0057 0.6% 6% False True 169,651
20 0.9012 0.8848 0.0164 1.8% 0.0055 0.6% 6% False True 159,862
40 0.9066 0.8774 0.0292 3.3% 0.0051 0.6% 29% False False 133,497
60 0.9184 0.8774 0.0410 4.6% 0.0051 0.6% 21% False False 90,095
80 0.9184 0.8774 0.0410 4.6% 0.0049 0.5% 21% False False 67,588
100 0.9257 0.8774 0.0483 5.5% 0.0047 0.5% 17% False False 54,077
120 0.9374 0.8774 0.0600 6.8% 0.0044 0.5% 14% False False 45,067
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 0.0011
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8961
2.618 0.8926
1.618 0.8904
1.000 0.8891
0.618 0.8883
HIGH 0.8870
0.618 0.8861
0.500 0.8859
0.382 0.8856
LOW 0.8848
0.618 0.8835
1.000 0.8827
1.618 0.8813
2.618 0.8792
4.250 0.8757
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 0.8859 0.8880
PP 0.8859 0.8873
S1 0.8859 0.8866

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

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