CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary
Previous Current
16-Nov-2018 19-Nov-2018 Change Change % Previous Week
Open 0.8908 0.8959 0.0052 0.6% 0.8879
High 0.8966 0.8982 0.0016 0.2% 0.8966
Low 0.8908 0.8955 0.0047 0.5% 0.8845
Close 0.8956 0.8978 0.0022 0.2% 0.8956
Range 0.0058 0.0028 -0.0031 -53.0% 0.0121
ATR 0.0045 0.0044 -0.0001 -2.8% 0.0000
Volume 3,133 1,196 -1,937 -61.8% 6,788
Daily Pivots for day following 19-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9054 0.9043 0.8993
R3 0.9026 0.9016 0.8985
R2 0.8999 0.8999 0.8983
R1 0.8988 0.8988 0.8980 0.8994
PP 0.8971 0.8971 0.8971 0.8974
S1 0.8961 0.8961 0.8975 0.8966
S2 0.8944 0.8944 0.8972
S3 0.8916 0.8933 0.8970
S4 0.8889 0.8906 0.8962
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9285 0.9242 0.9023
R3 0.9164 0.9121 0.8989
R2 0.9043 0.9043 0.8978
R1 0.9000 0.9000 0.8967 0.9021
PP 0.8922 0.8922 0.8922 0.8933
S1 0.8879 0.8879 0.8945 0.8901
S2 0.8801 0.8801 0.8934
S3 0.8680 0.8758 0.8923
S4 0.8559 0.8637 0.8889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8982 0.8860 0.0122 1.4% 0.0041 0.5% 96% True False 1,538
10 0.8982 0.8845 0.0137 1.5% 0.0040 0.4% 97% True False 932
20 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 57% False False 673
40 0.9079 0.8845 0.0234 2.6% 0.0042 0.5% 57% False False 409
60 0.9167 0.8845 0.0322 3.6% 0.0032 0.4% 41% False False 278
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9099
2.618 0.9054
1.618 0.9026
1.000 0.9010
0.618 0.8999
HIGH 0.8982
0.618 0.8971
0.500 0.8968
0.382 0.8965
LOW 0.8955
0.618 0.8938
1.000 0.8927
1.618 0.8910
2.618 0.8883
4.250 0.8838
Fisher Pivots for day following 19-Nov-2018
Pivot 1 day 3 day
R1 0.8974 0.8965
PP 0.8971 0.8952
S1 0.8968 0.8940

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

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