CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 0.8966 0.8938 -0.0028 -0.3% 0.8959
High 0.8966 0.8961 -0.0005 -0.1% 0.8991
Low 0.8927 0.8930 0.0003 0.0% 0.8927
Close 0.8933 0.8951 0.0019 0.2% 0.8951
Range 0.0039 0.0031 -0.0008 -20.5% 0.0064
ATR 0.0043 0.0042 -0.0001 -2.0% 0.0000
Volume 178 350 172 96.6% 2,378
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9040 0.9027 0.8968
R3 0.9009 0.8996 0.8960
R2 0.8978 0.8978 0.8957
R1 0.8965 0.8965 0.8954 0.8972
PP 0.8947 0.8947 0.8947 0.8951
S1 0.8934 0.8934 0.8948 0.8941
S2 0.8916 0.8916 0.8945
S3 0.8885 0.8903 0.8942
S4 0.8854 0.8872 0.8934
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9148 0.9114 0.8986
R3 0.9084 0.9050 0.8969
R2 0.9020 0.9020 0.8963
R1 0.8986 0.8986 0.8957 0.8971
PP 0.8956 0.8956 0.8956 0.8949
S1 0.8922 0.8922 0.8945 0.8907
S2 0.8892 0.8892 0.8939
S3 0.8828 0.8858 0.8933
S4 0.8764 0.8794 0.8916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8991 0.8908 0.0084 0.9% 0.0039 0.4% 52% False False 1,102
10 0.8991 0.8845 0.0146 1.6% 0.0039 0.4% 73% False False 1,000
20 0.9079 0.8845 0.0234 2.6% 0.0041 0.5% 45% False False 656
40 0.9079 0.8845 0.0234 2.6% 0.0042 0.5% 45% False False 433
60 0.9167 0.8845 0.0322 3.6% 0.0034 0.4% 33% False False 297
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9093
2.618 0.9042
1.618 0.9011
1.000 0.8992
0.618 0.8980
HIGH 0.8961
0.618 0.8949
0.500 0.8946
0.382 0.8942
LOW 0.8930
0.618 0.8911
1.000 0.8899
1.618 0.8880
2.618 0.8849
4.250 0.8798
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 0.8949 0.8959
PP 0.8947 0.8956
S1 0.8946 0.8954

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

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