CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 0.8967 0.9031 0.0064 0.7% 0.8899
High 0.9020 0.9056 0.0036 0.4% 0.8926
Low 0.8945 0.9009 0.0064 0.7% 0.8852
Close 0.8998 0.9048 0.0050 0.6% 0.8907
Range 0.0075 0.0048 -0.0028 -36.7% 0.0074
ATR 0.0040 0.0041 0.0001 3.2% 0.0000
Volume 85 125 40 47.1% 722
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9180 0.9162 0.9074
R3 0.9133 0.9114 0.9061
R2 0.9085 0.9085 0.9057
R1 0.9067 0.9067 0.9052 0.9076
PP 0.9038 0.9038 0.9038 0.9042
S1 0.9019 0.9019 0.9044 0.9028
S2 0.8990 0.8990 0.9039
S3 0.8943 0.8972 0.9035
S4 0.8895 0.8924 0.9022
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 0.9056 0.8882 0.0174 1.9% 0.0054 0.6% 95% True False 100
10 0.9056 0.8852 0.0204 2.3% 0.0046 0.5% 96% True False 117
20 0.9078 0.8852 0.0226 2.5% 0.0036 0.4% 87% False False 75
40 0.9220 0.8852 0.0368 4.1% 0.0021 0.2% 53% False False 42
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9258
2.618 0.9180
1.618 0.9133
1.000 0.9104
0.618 0.9085
HIGH 0.9056
0.618 0.9038
0.500 0.9032
0.382 0.9027
LOW 0.9009
0.618 0.8979
1.000 0.8961
1.618 0.8932
2.618 0.8884
4.250 0.8807
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 0.9043 0.9031
PP 0.9038 0.9014
S1 0.9032 0.8997

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

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