CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.8942 0.8970 0.0028 0.3% 0.9002
High 0.8968 0.8980 0.0012 0.1% 0.9079
Low 0.8929 0.8955 0.0027 0.3% 0.8972
Close 0.8950 0.8974 0.0024 0.3% 0.9049
Range 0.0040 0.0025 -0.0015 -36.7% 0.0107
ATR 0.0047 0.0046 -0.0001 -2.5% 0.0000
Volume 441 27 -414 -93.9% 1,996
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9045 0.9034 0.8987
R3 0.9020 0.9009 0.8980
R2 0.8995 0.8995 0.8978
R1 0.8984 0.8984 0.8976 0.8989
PP 0.8970 0.8970 0.8970 0.8972
S1 0.8959 0.8959 0.8971 0.8964
S2 0.8945 0.8945 0.8969
S3 0.8920 0.8934 0.8967
S4 0.8895 0.8909 0.8960
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% 0.0048 0.5% 30% False False 273
10 0.9079 0.8929 0.0150 1.7% 0.0044 0.5% 30% False False 316
20 0.9079 0.8882 0.0197 2.2% 0.0046 0.5% 47% False False 245
40 0.9140 0.8852 0.0288 3.2% 0.0035 0.4% 42% False False 152
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 0.0005
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9086
2.618 0.9045
1.618 0.9020
1.000 0.9005
0.618 0.8995
HIGH 0.8980
0.618 0.8970
0.500 0.8968
0.382 0.8965
LOW 0.8955
0.618 0.8940
1.000 0.8930
1.618 0.8915
2.618 0.8890
4.250 0.8849
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.8972 0.8970
PP 0.8970 0.8967
S1 0.8968 0.8964

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

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