CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 0.8982 0.8939 -0.0044 -0.5% 0.9018
High 0.9000 0.8944 -0.0055 -0.6% 0.9018
Low 0.8939 0.8922 -0.0017 -0.2% 0.8922
Close 0.8939 0.8926 -0.0013 -0.1% 0.8926
Range 0.0061 0.0023 -0.0038 -62.3% 0.0097
ATR 0.0030 0.0029 0.0000 -1.6% 0.0000
Volume 175 177 2 1.1% 419
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9000 0.8986 0.8939
R3 0.8977 0.8963 0.8933
R2 0.8954 0.8954 0.8931
R1 0.8940 0.8940 0.8929 0.8935
PP 0.8931 0.8931 0.8931 0.8928
S1 0.8917 0.8917 0.8924 0.8913
S2 0.8908 0.8908 0.8922
S3 0.8885 0.8894 0.8920
S4 0.8862 0.8871 0.8914
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9245 0.9182 0.8980
R3 0.9148 0.9086 0.8953
R2 0.9052 0.9052 0.8944
R1 0.8989 0.8989 0.8935 0.8972
PP 0.8955 0.8955 0.8955 0.8947
S1 0.8893 0.8893 0.8918 0.8876
S2 0.8859 0.8859 0.8909
S3 0.8762 0.8796 0.8900
S4 0.8666 0.8700 0.8873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9018 0.8922 0.0097 1.1% 0.0029 0.3% 5% False True 83
10 0.9078 0.8922 0.0157 1.8% 0.0028 0.3% 3% False True 51
20 0.9167 0.8922 0.0246 2.8% 0.0017 0.2% 2% False True 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9042
2.618 0.9005
1.618 0.8982
1.000 0.8967
0.618 0.8959
HIGH 0.8944
0.618 0.8936
0.500 0.8933
0.382 0.8930
LOW 0.8922
0.618 0.8907
1.000 0.8899
1.618 0.8884
2.618 0.8861
4.250 0.8824
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 0.8933 0.8961
PP 0.8931 0.8949
S1 0.8929 0.8938

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

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