CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 0.8938 0.8944 0.0006 0.1% 0.8959
High 0.8961 0.8946 -0.0016 -0.2% 0.8991
Low 0.8930 0.8885 -0.0045 -0.5% 0.8927
Close 0.8951 0.8885 -0.0066 -0.7% 0.8951
Range 0.0031 0.0061 0.0030 95.2% 0.0064
ATR 0.0042 0.0044 0.0002 4.0% 0.0000
Volume 350 676 326 93.1% 2,378
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9087 0.9046 0.8918
R3 0.9026 0.8986 0.8902
R2 0.8966 0.8966 0.8896
R1 0.8925 0.8925 0.8891 0.8915
PP 0.8905 0.8905 0.8905 0.8900
S1 0.8865 0.8865 0.8879 0.8855
S2 0.8845 0.8845 0.8874
S3 0.8784 0.8804 0.8868
S4 0.8724 0.8744 0.8852
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 0.8885 0.0106 1.2% 0.0040 0.4% 0% False True 610
10 0.8991 0.8845 0.0146 1.6% 0.0042 0.5% 27% False False 984
20 0.9051 0.8845 0.0206 2.3% 0.0041 0.5% 19% False False 677
40 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 17% False False 446
60 0.9167 0.8845 0.0322 3.6% 0.0035 0.4% 12% False False 309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9203
2.618 0.9104
1.618 0.9043
1.000 0.9006
0.618 0.8983
HIGH 0.8946
0.618 0.8922
0.500 0.8915
0.382 0.8908
LOW 0.8885
0.618 0.8848
1.000 0.8825
1.618 0.8787
2.618 0.8727
4.250 0.8628
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 0.8915 0.8925
PP 0.8905 0.8912
S1 0.8895 0.8898

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

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