CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 07-Nov-2018
Day Change Summary
Previous Current
06-Nov-2018 07-Nov-2018 Change Change % Previous Week
Open 0.8927 0.8938 0.0011 0.1% 0.9051
High 0.8939 0.8953 0.0014 0.2% 0.9051
Low 0.8912 0.8887 -0.0025 -0.3% 0.8927
Close 0.8918 0.8922 0.0004 0.0% 0.8928
Range 0.0028 0.0066 0.0039 140.0% 0.0124
ATR 0.0043 0.0045 0.0002 3.7% 0.0000
Volume 147 215 68 46.3% 1,830
Daily Pivots for day following 07-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9119 0.9086 0.8958
R3 0.9053 0.9020 0.8940
R2 0.8987 0.8987 0.8934
R1 0.8954 0.8954 0.8928 0.8937
PP 0.8920 0.8920 0.8920 0.8912
S1 0.8888 0.8888 0.8915 0.8871
S2 0.8854 0.8854 0.8909
S3 0.8788 0.8822 0.8903
S4 0.8722 0.8756 0.8885
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9339 0.9257 0.8995
R3 0.9215 0.9133 0.8961
R2 0.9092 0.9092 0.8950
R1 0.9010 0.9010 0.8939 0.8989
PP 0.8968 0.8968 0.8968 0.8958
S1 0.8886 0.8886 0.8916 0.8866
S2 0.8845 0.8845 0.8905
S3 0.8721 0.8763 0.8894
S4 0.8598 0.8639 0.8860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8982 0.8887 0.0095 1.1% 0.0038 0.4% 36% False True 327
10 0.9079 0.8887 0.0192 2.1% 0.0046 0.5% 18% False True 410
20 0.9079 0.8887 0.0192 2.1% 0.0043 0.5% 18% False True 307
40 0.9105 0.8852 0.0253 2.8% 0.0039 0.4% 27% False False 192
60 0.9220 0.8852 0.0368 4.1% 0.0028 0.3% 19% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9234
2.618 0.9126
1.618 0.9060
1.000 0.9019
0.618 0.8994
HIGH 0.8953
0.618 0.8928
0.500 0.8920
0.382 0.8912
LOW 0.8887
0.618 0.8846
1.000 0.8821
1.618 0.8780
2.618 0.8714
4.250 0.8606
Fisher Pivots for day following 07-Nov-2018
Pivot 1 day 3 day
R1 0.8921 0.8921
PP 0.8920 0.8920
S1 0.8920 0.8920

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

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