CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 0.8824 0.8823 -0.0002 0.0% 0.8803
High 0.8861 0.8896 0.0035 0.4% 0.8896
Low 0.8813 0.8820 0.0007 0.1% 0.8768
Close 0.8823 0.8881 0.0059 0.7% 0.8881
Range 0.0048 0.0076 0.0028 58.3% 0.0129
ATR 0.0052 0.0053 0.0002 3.4% 0.0000
Volume 175,672 174,878 -794 -0.5% 748,531
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9094 0.9063 0.8923
R3 0.9018 0.8987 0.8902
R2 0.8942 0.8942 0.8895
R1 0.8911 0.8911 0.8888 0.8927
PP 0.8866 0.8866 0.8866 0.8873
S1 0.8835 0.8835 0.8874 0.8851
S2 0.8790 0.8790 0.8867
S3 0.8714 0.8759 0.8860
S4 0.8638 0.8683 0.8839
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9234 0.9186 0.8952
R3 0.9105 0.9057 0.8916
R2 0.8977 0.8977 0.8905
R1 0.8929 0.8929 0.8893 0.8953
PP 0.8848 0.8848 0.8848 0.8860
S1 0.8800 0.8800 0.8869 0.8824
S2 0.8720 0.8720 0.8857
S3 0.8591 0.8672 0.8846
S4 0.8463 0.8543 0.8810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8896 0.8768 0.0129 1.4% 0.0055 0.6% 88% True False 149,706
10 0.8896 0.8768 0.0129 1.4% 0.0048 0.5% 88% True False 134,883
20 0.9012 0.8768 0.0244 2.7% 0.0053 0.6% 47% False False 153,623
40 0.9012 0.8768 0.0244 2.7% 0.0053 0.6% 47% False False 144,132
60 0.9124 0.8768 0.0356 4.0% 0.0050 0.6% 32% False False 111,239
80 0.9184 0.8768 0.0417 4.7% 0.0049 0.6% 27% False False 83,511
100 0.9202 0.8768 0.0435 4.9% 0.0048 0.5% 26% False False 66,816
120 0.9351 0.8768 0.0584 6.6% 0.0046 0.5% 19% False False 55,684
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 0.0012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9219
2.618 0.9095
1.618 0.9019
1.000 0.8972
0.618 0.8943
HIGH 0.8896
0.618 0.8867
0.500 0.8858
0.382 0.8849
LOW 0.8820
0.618 0.8773
1.000 0.8744
1.618 0.8697
2.618 0.8621
4.250 0.8497
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 0.8873 0.8869
PP 0.8866 0.8856
S1 0.8858 0.8844

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

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