CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 0.8822 0.8803 -0.0019 -0.2% 0.8870
High 0.8832 0.8829 -0.0003 0.0% 0.8873
Low 0.8802 0.8794 -0.0008 -0.1% 0.8781
Close 0.8812 0.8805 -0.0007 -0.1% 0.8812
Range 0.0030 0.0035 0.0005 16.7% 0.0093
ATR 0.0047 0.0046 -0.0001 -1.8% 0.0000
Volume 89,142 108,541 19,399 21.8% 546,361
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.8914 0.8894 0.8824
R3 0.8879 0.8859 0.8814
R2 0.8844 0.8844 0.8811
R1 0.8824 0.8824 0.8808 0.8834
PP 0.8809 0.8809 0.8809 0.8814
S1 0.8789 0.8789 0.8801 0.8799
S2 0.8774 0.8774 0.8798
S3 0.8739 0.8754 0.8795
S4 0.8704 0.8719 0.8785
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9099 0.9048 0.8862
R3 0.9007 0.8955 0.8837
R2 0.8914 0.8914 0.8828
R1 0.8863 0.8863 0.8820 0.8842
PP 0.8822 0.8822 0.8822 0.8811
S1 0.8770 0.8770 0.8803 0.8750
S2 0.8729 0.8729 0.8795
S3 0.8637 0.8678 0.8786
S4 0.8544 0.8585 0.8761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8845 0.8781 0.0065 0.7% 0.0036 0.4% 37% False False 108,619
10 0.8919 0.8781 0.0139 1.6% 0.0040 0.5% 17% False False 111,886
20 0.8919 0.8768 0.0152 1.7% 0.0044 0.5% 24% False False 123,384
40 0.9012 0.8768 0.0244 2.8% 0.0051 0.6% 15% False False 142,352
60 0.9084 0.8768 0.0317 3.6% 0.0049 0.6% 12% False False 129,207
80 0.9184 0.8768 0.0417 4.7% 0.0049 0.6% 9% False False 97,487
100 0.9184 0.8768 0.0417 4.7% 0.0048 0.5% 9% False False 78,001
120 0.9257 0.8768 0.0489 5.6% 0.0047 0.5% 8% False False 65,006
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8978
2.618 0.8921
1.618 0.8886
1.000 0.8864
0.618 0.8851
HIGH 0.8829
0.618 0.8816
0.500 0.8812
0.382 0.8807
LOW 0.8794
0.618 0.8772
1.000 0.8759
1.618 0.8737
2.618 0.8702
4.250 0.8645
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 0.8812 0.8820
PP 0.8809 0.8815
S1 0.8807 0.8810

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

View Archives - Comment on this page... - Back to Index of Symbols