CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 0.8831 0.8802 -0.0029 -0.3% 0.8884
High 0.8835 0.8835 -0.0001 0.0% 0.8914
Low 0.8796 0.8798 0.0002 0.0% 0.8796
Close 0.8804 0.8828 0.0024 0.3% 0.8828
Range 0.0040 0.0037 -0.0003 -6.3% 0.0119
ATR 0.0049 0.0048 -0.0001 -1.7% 0.0000
Volume 164,774 46,777 -117,997 -71.6% 703,667
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.8931 0.8917 0.8848
R3 0.8894 0.8880 0.8838
R2 0.8857 0.8857 0.8835
R1 0.8843 0.8843 0.8831 0.8850
PP 0.8820 0.8820 0.8820 0.8824
S1 0.8806 0.8806 0.8825 0.8813
S2 0.8783 0.8783 0.8821
S3 0.8746 0.8769 0.8818
S4 0.8709 0.8732 0.8808
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9201 0.9133 0.8893
R3 0.9083 0.9015 0.8861
R2 0.8964 0.8964 0.8850
R1 0.8896 0.8896 0.8839 0.8871
PP 0.8846 0.8846 0.8846 0.8833
S1 0.8778 0.8778 0.8817 0.8753
S2 0.8727 0.8727 0.8806
S3 0.8609 0.8659 0.8795
S4 0.8490 0.8541 0.8763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8914 0.8796 0.0119 1.3% 0.0047 0.5% 27% False False 140,733
10 0.8916 0.8794 0.0122 1.4% 0.0050 0.6% 28% False False 144,888
20 0.8919 0.8781 0.0139 1.6% 0.0047 0.5% 34% False False 131,704
40 0.9012 0.8768 0.0244 2.8% 0.0049 0.6% 25% False False 141,795
60 0.9012 0.8768 0.0244 2.8% 0.0050 0.6% 25% False False 138,881
80 0.9124 0.8768 0.0356 4.0% 0.0049 0.6% 17% False False 114,184
100 0.9184 0.8768 0.0417 4.7% 0.0048 0.5% 15% False False 91,401
120 0.9228 0.8768 0.0461 5.2% 0.0048 0.5% 13% False False 76,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8992
2.618 0.8931
1.618 0.8894
1.000 0.8872
0.618 0.8857
HIGH 0.8835
0.618 0.8820
0.500 0.8816
0.382 0.8812
LOW 0.8798
0.618 0.8775
1.000 0.8761
1.618 0.8738
2.618 0.8701
4.250 0.8640
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 0.8824 0.8825
PP 0.8820 0.8822
S1 0.8816 0.8819

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

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