CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 07-Dec-2018

Day Change Summary
	Previous	Current
	06-Dec-2018	07-Dec-2018	Change	Change %	Previous Week
Open	0.8918	0.8953	0.0035	0.4%	0.8867
High	0.8990	0.8962	-0.0028	-0.3%	0.8990
Low	0.8918	0.8934	0.0017	0.2%	0.8867
Close	0.8958	0.8957	-0.0002	0.0%	0.8957
Range	0.0073	0.0028	-0.0044	-60.7%	0.0124
ATR	0.0046	0.0045	-0.0001	-2.7%	0.0000
Volume	17,960	17,601	-359	-2.0%	62,606

Daily Pivots for day following 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9036	0.9025	0.8972
R3	0.9008	0.8996	0.8964
R2	0.8979	0.8979	0.8962
R1	0.8968	0.8968	0.8959	0.8974
PP	0.8951	0.8951	0.8951	0.8954
S1	0.8940	0.8940	0.8954	0.8945
S2	0.8923	0.8923	0.8951
S3	0.8894	0.8911	0.8949
S4	0.8866	0.8883	0.8941

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9308	0.9256	0.9024
R3	0.9185	0.9132	0.8990
R2	0.9061	0.9061	0.8979
R1	0.9009	0.9009	0.8968	0.9035
PP	0.8938	0.8938	0.8938	0.8951
S1	0.8885	0.8885	0.8945	0.8912
S2	0.8814	0.8814	0.8934
S3	0.8691	0.8762	0.8923
S4	0.8567	0.8638	0.8889

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%	73%	False	False	12,521
10	0.8990	0.8856	0.0134	1.5%	0.0045	0.5%	75%	False	False	7,829
20	0.8991	0.8845	0.0146	1.6%	0.0042	0.5%	76%	False	False	4,414
40	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	48%	False	False	2,361
60	0.9079	0.8845	0.0234	2.6%	0.0040	0.4%	48%	False	False	1,599
80	0.9220	0.8845	0.0375	4.2%	0.0032	0.4%	30%	False	False	1,202

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9084
2.618	0.9037
1.618	0.9009
1.000	0.8991
0.618	0.8980
HIGH	0.8962
0.618	0.8952
0.500	0.8948
0.382	0.8945
LOW	0.8934
0.618	0.8916
1.000	0.8906
1.618	0.8888
2.618	0.8859
4.250	0.8813

Fisher Pivots for day following 07-Dec-2018
Pivot	1 day	3 day
R1	0.8954	0.8955
PP	0.8951	0.8953
S1	0.8948	0.8951

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols