CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 0.9029 0.9018 -0.0011 -0.1% 0.9126
High 0.9043 0.9043 0.0001 0.0% 0.9126
Low 0.9026 0.9016 -0.0011 -0.1% 0.9057
Close 0.9036 0.9018 -0.0019 -0.2% 0.9057
Range 0.0017 0.0028 0.0011 66.7% 0.0069
ATR 0.0028 0.0028 0.0000 -0.2% 0.0000
Volume 8 25 17 212.5% 152
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9108 0.9090 0.9033
R3 0.9080 0.9063 0.9025
R2 0.9053 0.9053 0.9023
R1 0.9035 0.9035 0.9020 0.9031
PP 0.9025 0.9025 0.9025 0.9023
S1 0.9008 0.9008 0.9015 0.9004
S2 0.8998 0.8998 0.9012
S3 0.8970 0.8980 0.9010
S4 0.8943 0.8953 0.9002
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9287 0.9241 0.9095
R3 0.9218 0.9172 0.9076
R2 0.9149 0.9149 0.9070
R1 0.9103 0.9103 0.9063 0.9092
PP 0.9080 0.9080 0.9080 0.9074
S1 0.9034 0.9034 0.9051 0.9023
S2 0.9011 0.9011 0.9044
S3 0.8942 0.8965 0.9038
S4 0.8873 0.8896 0.9019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9078 0.9016 0.0063 0.7% 0.0022 0.2% 3% False True 17
10 0.9140 0.9016 0.0124 1.4% 0.0015 0.2% 2% False True 23
20 0.9167 0.9016 0.0152 1.7% 0.0011 0.1% 1% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9160
2.618 0.9115
1.618 0.9087
1.000 0.9071
0.618 0.9060
HIGH 0.9043
0.618 0.9032
0.500 0.9029
0.382 0.9026
LOW 0.9016
0.618 0.8999
1.000 0.8988
1.618 0.8971
2.618 0.8944
4.250 0.8899
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 0.9029 0.9047
PP 0.9025 0.9037
S1 0.9021 0.9027

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

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