CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 0.8955 0.8918 -0.0037 -0.4% 0.8944
High 0.8959 0.8990 0.0031 0.3% 0.8946
Low 0.8913 0.8918 0.0005 0.1% 0.8856
Close 0.8916 0.8958 0.0042 0.5% 0.8884
Range 0.0047 0.0073 0.0026 55.9% 0.0090
ATR 0.0044 0.0046 0.0002 4.8% 0.0000
Volume 16,097 17,960 1,863 11.6% 15,688
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9173 0.9138 0.8998
R3 0.9100 0.9065 0.8978
R2 0.9028 0.9028 0.8971
R1 0.8993 0.8993 0.8965 0.9010
PP 0.8955 0.8955 0.8955 0.8964
S1 0.8920 0.8920 0.8951 0.8938
S2 0.8883 0.8883 0.8945
S3 0.8810 0.8848 0.8938
S4 0.8738 0.8775 0.8918
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 0.8990 0.8867 0.0124 1.4% 0.0053 0.6% 74% True False 10,751
10 0.8990 0.8856 0.0134 1.5% 0.0046 0.5% 76% True False 6,104
20 0.8991 0.8845 0.0146 1.6% 0.0042 0.5% 77% False False 3,542
40 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 48% False False 1,924
60 0.9105 0.8845 0.0260 2.9% 0.0040 0.4% 43% False False 1,308
80 0.9220 0.8845 0.0375 4.2% 0.0031 0.3% 30% False False 982
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 0.9298
2.618 0.9180
1.618 0.9107
1.000 0.9063
0.618 0.9035
HIGH 0.8990
0.618 0.8962
0.500 0.8954
0.382 0.8945
LOW 0.8918
0.618 0.8873
1.000 0.8845
1.618 0.8800
2.618 0.8728
4.250 0.8609
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 0.8957 0.8951
PP 0.8955 0.8944
S1 0.8954 0.8936

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

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