CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 0.8887 0.8955 0.0068 0.8% 0.8944
High 0.8966 0.8959 -0.0007 -0.1% 0.8946
Low 0.8883 0.8913 0.0030 0.3% 0.8856
Close 0.8947 0.8916 -0.0031 -0.3% 0.8884
Range 0.0083 0.0047 -0.0037 -44.0% 0.0090
ATR 0.0044 0.0044 0.0000 0.4% 0.0000
Volume 9,580 16,097 6,517 68.0% 15,688
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9069 0.9039 0.8942
R3 0.9022 0.8992 0.8929
R2 0.8976 0.8976 0.8925
R1 0.8946 0.8946 0.8920 0.8938
PP 0.8929 0.8929 0.8929 0.8925
S1 0.8899 0.8899 0.8912 0.8891
S2 0.8883 0.8883 0.8907
S3 0.8836 0.8853 0.8903
S4 0.8790 0.8806 0.8890
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9164 0.9113 0.8933
R3 0.9074 0.9024 0.8908
R2 0.8985 0.8985 0.8900
R1 0.8934 0.8934 0.8892 0.8915
PP 0.8895 0.8895 0.8895 0.8885
S1 0.8845 0.8845 0.8875 0.8825
S2 0.8806 0.8806 0.8867
S3 0.8716 0.8755 0.8859
S4 0.8627 0.8666 0.8834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8966 0.8867 0.0099 1.1% 0.0044 0.5% 50% False False 7,608
10 0.8966 0.8856 0.0110 1.2% 0.0042 0.5% 55% False False 4,326
20 0.8991 0.8845 0.0146 1.6% 0.0042 0.5% 49% False False 2,654
40 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 30% False False 1,477
60 0.9124 0.8845 0.0279 3.1% 0.0039 0.4% 25% False False 1,009
80 0.9220 0.8845 0.0375 4.2% 0.0030 0.3% 19% False False 757
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9157
2.618 0.9081
1.618 0.9034
1.000 0.9006
0.618 0.8988
HIGH 0.8959
0.618 0.8941
0.500 0.8936
0.382 0.8930
LOW 0.8913
0.618 0.8884
1.000 0.8866
1.618 0.8837
2.618 0.8791
4.250 0.8715
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 0.8936 0.8916
PP 0.8929 0.8916
S1 0.8923 0.8916

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

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