CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 01-Oct-2018
Day Change Summary
Previous Current
28-Sep-2018 01-Oct-2018 Change Change % Previous Week
Open 0.8939 0.8899 -0.0040 -0.4% 0.9018
High 0.8944 0.8900 -0.0044 -0.5% 0.9018
Low 0.8922 0.8891 -0.0031 -0.3% 0.8922
Close 0.8926 0.8893 -0.0033 -0.4% 0.8926
Range 0.0023 0.0009 -0.0014 -60.9% 0.0097
ATR 0.0029 0.0030 0.0000 1.5% 0.0000
Volume 177 53 -124 -70.1% 419
Daily Pivots for day following 01-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.8922 0.8916 0.8898
R3 0.8913 0.8907 0.8895
R2 0.8904 0.8904 0.8895
R1 0.8898 0.8898 0.8894 0.8897
PP 0.8895 0.8895 0.8895 0.8894
S1 0.8889 0.8889 0.8892 0.8888
S2 0.8886 0.8886 0.8891
S3 0.8877 0.8880 0.8891
S4 0.8868 0.8871 0.8888
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 0.9000 0.8891 0.0109 1.2% 0.0025 0.3% 2% False True 91
10 0.9078 0.8891 0.0187 2.1% 0.0027 0.3% 1% False True 55
20 0.9159 0.8891 0.0268 3.0% 0.0017 0.2% 1% False True 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8938
2.618 0.8924
1.618 0.8915
1.000 0.8909
0.618 0.8906
HIGH 0.8900
0.618 0.8897
0.500 0.8896
0.382 0.8894
LOW 0.8891
0.618 0.8885
1.000 0.8882
1.618 0.8876
2.618 0.8867
4.250 0.8853
Fisher Pivots for day following 01-Oct-2018
Pivot 1 day 3 day
R1 0.8896 0.8945
PP 0.8895 0.8928
S1 0.8894 0.8910

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

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