CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 30-Oct-2018
Day Change Summary
Previous Current
29-Oct-2018 30-Oct-2018 Change Change % Previous Week
Open 0.9051 0.8999 -0.0052 -0.6% 0.9002
High 0.9051 0.8999 -0.0052 -0.6% 0.9079
Low 0.8993 0.8955 -0.0038 -0.4% 0.8972
Close 0.9007 0.8957 -0.0050 -0.6% 0.9049
Range 0.0058 0.0044 -0.0014 -24.1% 0.0107
ATR 0.0048 0.0048 0.0000 0.7% 0.0000
Volume 56 582 526 939.3% 1,996
Daily Pivots for day following 30-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9102 0.9074 0.8981
R3 0.9058 0.9030 0.8969
R2 0.9014 0.9014 0.8965
R1 0.8986 0.8986 0.8961 0.8978
PP 0.8970 0.8970 0.8970 0.8966
S1 0.8942 0.8942 0.8953 0.8934
S2 0.8926 0.8926 0.8949
S3 0.8882 0.8898 0.8945
S4 0.8838 0.8854 0.8933
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9354 0.9309 0.9108
R3 0.9247 0.9202 0.9078
R2 0.9140 0.9140 0.9069
R1 0.9095 0.9095 0.9059 0.9117
PP 0.9033 0.9033 0.9033 0.9044
S1 0.8988 0.8988 0.9039 0.9010
S2 0.8926 0.8926 0.9029
S3 0.8819 0.8881 0.9020
S4 0.8712 0.8774 0.8990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9079 0.8955 0.0124 1.4% 0.0055 0.6% 2% False True 461
10 0.9079 0.8955 0.0124 1.4% 0.0047 0.5% 2% False True 353
20 0.9079 0.8852 0.0227 2.5% 0.0049 0.5% 46% False False 242
40 0.9159 0.8852 0.0307 3.4% 0.0034 0.4% 34% False False 140
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.9114
1.618 0.9070
1.000 0.9043
0.618 0.9026
HIGH 0.8999
0.618 0.8982
0.500 0.8977
0.382 0.8971
LOW 0.8955
0.618 0.8927
1.000 0.8911
1.618 0.8883
2.618 0.8839
4.250 0.8768
Fisher Pivots for day following 30-Oct-2018
Pivot 1 day 3 day
R1 0.8977 0.9017
PP 0.8970 0.8997
S1 0.8964 0.8977

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

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