CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 28-Nov-2018
Day Change Summary
Previous Current
27-Nov-2018 28-Nov-2018 Change Change % Previous Week
Open 0.8891 0.8870 -0.0021 -0.2% 0.8959
High 0.8900 0.8897 -0.0003 0.0% 0.8991
Low 0.8869 0.8856 -0.0013 -0.1% 0.8927
Close 0.8874 0.8892 0.0019 0.2% 0.8951
Range 0.0031 0.0041 0.0010 32.3% 0.0064
ATR 0.0043 0.0043 0.0000 -0.4% 0.0000
Volume 3,053 960 -2,093 -68.6% 2,378
Daily Pivots for day following 28-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9005 0.8989 0.8915
R3 0.8964 0.8948 0.8903
R2 0.8923 0.8923 0.8900
R1 0.8907 0.8907 0.8896 0.8915
PP 0.8882 0.8882 0.8882 0.8886
S1 0.8866 0.8866 0.8888 0.8874
S2 0.8841 0.8841 0.8884
S3 0.8800 0.8825 0.8881
S4 0.8759 0.8784 0.8869
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 0.8966 0.8856 0.0110 1.2% 0.0041 0.5% 33% False True 1,043
10 0.8991 0.8856 0.0135 1.5% 0.0041 0.5% 27% False True 1,282
20 0.8991 0.8845 0.0146 1.6% 0.0039 0.4% 32% False False 845
40 0.9079 0.8845 0.0234 2.6% 0.0044 0.5% 20% False False 543
60 0.9159 0.8845 0.0314 3.5% 0.0035 0.4% 15% False False 375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9071
2.618 0.9004
1.618 0.8963
1.000 0.8938
0.618 0.8922
HIGH 0.8897
0.618 0.8881
0.500 0.8877
0.382 0.8872
LOW 0.8856
0.618 0.8831
1.000 0.8815
1.618 0.8790
2.618 0.8749
4.250 0.8682
Fisher Pivots for day following 28-Nov-2018
Pivot 1 day 3 day
R1 0.8887 0.8901
PP 0.8882 0.8898
S1 0.8877 0.8895

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

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