CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 31-Oct-2018
Day Change Summary
Previous Current
30-Oct-2018 31-Oct-2018 Change Change % Previous Week
Open 0.8999 0.8942 -0.0057 -0.6% 0.9002
High 0.8999 0.8968 -0.0031 -0.3% 0.9079
Low 0.8955 0.8929 -0.0026 -0.3% 0.8972
Close 0.8957 0.8950 -0.0008 -0.1% 0.9049
Range 0.0044 0.0040 -0.0005 -10.2% 0.0107
ATR 0.0048 0.0047 -0.0001 -1.3% 0.0000
Volume 582 441 -141 -24.2% 1,996
Daily Pivots for day following 31-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9067 0.9048 0.8971
R3 0.9028 0.9008 0.8960
R2 0.8988 0.8988 0.8957
R1 0.8969 0.8969 0.8953 0.8979
PP 0.8949 0.8949 0.8949 0.8954
S1 0.8929 0.8929 0.8946 0.8939
S2 0.8909 0.8909 0.8942
S3 0.8870 0.8890 0.8939
S4 0.8830 0.8850 0.8928
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 0.8929 0.0150 1.7% 0.0055 0.6% 14% False True 493
10 0.9079 0.8929 0.0150 1.7% 0.0047 0.5% 14% False True 380
20 0.9079 0.8852 0.0227 2.5% 0.0048 0.5% 43% False False 260
40 0.9159 0.8852 0.0307 3.4% 0.0035 0.4% 32% False False 151
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9136
2.618 0.9071
1.618 0.9032
1.000 0.9008
0.618 0.8992
HIGH 0.8968
0.618 0.8953
0.500 0.8948
0.382 0.8944
LOW 0.8929
0.618 0.8904
1.000 0.8889
1.618 0.8865
2.618 0.8825
4.250 0.8761
Fisher Pivots for day following 31-Oct-2018
Pivot 1 day 3 day
R1 0.8949 0.8990
PP 0.8949 0.8976
S1 0.8948 0.8963

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

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