CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 05-Oct-2018
Day Change Summary
Previous Current
04-Oct-2018 05-Oct-2018 Change Change % Previous Week
Open 0.8856 0.8896 0.0040 0.5% 0.8899
High 0.8910 0.8920 0.0010 0.1% 0.8926
Low 0.8852 0.8882 0.0030 0.3% 0.8852
Close 0.8898 0.8907 0.0009 0.1% 0.8907
Range 0.0058 0.0038 -0.0021 -35.3% 0.0074
ATR 0.0034 0.0035 0.0000 0.7% 0.0000
Volume 323 232 -91 -28.2% 722
Daily Pivots for day following 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9015 0.8998 0.8927
R3 0.8978 0.8961 0.8917
R2 0.8940 0.8940 0.8913
R1 0.8923 0.8923 0.8910 0.8932
PP 0.8903 0.8903 0.8903 0.8907
S1 0.8886 0.8886 0.8903 0.8894
S2 0.8865 0.8865 0.8900
S3 0.8828 0.8848 0.8896
S4 0.8790 0.8811 0.8886
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9118 0.9087 0.8947
R3 0.9044 0.9012 0.8927
R2 0.8969 0.8969 0.8920
R1 0.8938 0.8938 0.8913 0.8954
PP 0.8895 0.8895 0.8895 0.8903
S1 0.8864 0.8864 0.8900 0.8879
S2 0.8821 0.8821 0.8893
S3 0.8746 0.8789 0.8886
S4 0.8672 0.8715 0.8866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8926 0.8852 0.0074 0.8% 0.0040 0.5% 73% False False 144
10 0.9018 0.8852 0.0166 1.9% 0.0035 0.4% 33% False False 114
20 0.9126 0.8852 0.0274 3.1% 0.0026 0.3% 20% False False 69
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9079
2.618 0.9018
1.618 0.8980
1.000 0.8957
0.618 0.8943
HIGH 0.8920
0.618 0.8905
0.500 0.8901
0.382 0.8896
LOW 0.8882
0.618 0.8859
1.000 0.8845
1.618 0.8821
2.618 0.8784
4.250 0.8723
Fisher Pivots for day following 05-Oct-2018
Pivot 1 day 3 day
R1 0.8905 0.8900
PP 0.8903 0.8893
S1 0.8901 0.8887

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

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