CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.8959 0.8985 0.0026 0.3% 0.8879
High 0.8982 0.8991 0.0009 0.1% 0.8966
Low 0.8955 0.8951 -0.0004 0.0% 0.8845
Close 0.8978 0.8960 -0.0018 -0.2% 0.8956
Range 0.0028 0.0040 0.0013 45.5% 0.0121
ATR 0.0044 0.0044 0.0000 -0.6% 0.0000
Volume 1,196 654 -542 -45.3% 6,788
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9087 0.9064 0.8982
R3 0.9047 0.9024 0.8971
R2 0.9007 0.9007 0.8967
R1 0.8984 0.8984 0.8964 0.8976
PP 0.8967 0.8967 0.8967 0.8963
S1 0.8944 0.8944 0.8956 0.8936
S2 0.8927 0.8927 0.8953
S3 0.8887 0.8904 0.8949
S4 0.8847 0.8864 0.8938
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 0.8991 0.8872 0.0120 1.3% 0.0042 0.5% 74% True False 1,520
10 0.8991 0.8845 0.0146 1.6% 0.0042 0.5% 79% True False 983
20 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 49% False False 700
40 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 49% False False 425
60 0.9167 0.8845 0.0322 3.6% 0.0033 0.4% 36% False False 289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9161
2.618 0.9096
1.618 0.9056
1.000 0.9031
0.618 0.9016
HIGH 0.8991
0.618 0.8976
0.500 0.8971
0.382 0.8966
LOW 0.8951
0.618 0.8926
1.000 0.8911
1.618 0.8886
2.618 0.8846
4.250 0.8781
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.8971 0.8956
PP 0.8967 0.8953
S1 0.8964 0.8949

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

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