CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 14-Dec-2018

Day Change Summary
	Previous	Current
	13-Dec-2018	14-Dec-2018	Change	Change %	Previous Week
Open	0.8904	0.8871	-0.0033	-0.4%	0.8956
High	0.8907	0.8906	-0.0001	0.0%	0.8987
Low	0.8865	0.8868	0.0003	0.0%	0.8865
Close	0.8873	0.8898	0.0026	0.3%	0.8898
Range	0.0042	0.0038	-0.0004	-9.5%	0.0122
ATR	0.0046	0.0045	-0.0001	-1.2%	0.0000
Volume	120,798	118,976	-1,822	-1.5%	402,817

Daily Pivots for day following 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9004	0.8989	0.8919
R3	0.8966	0.8951	0.8908
R2	0.8928	0.8928	0.8905
R1	0.8913	0.8913	0.8901	0.8921
PP	0.8890	0.8890	0.8890	0.8894
S1	0.8875	0.8875	0.8895	0.8883
S2	0.8852	0.8852	0.8891
S3	0.8814	0.8837	0.8888
S4	0.8776	0.8799	0.8877

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9282	0.9212	0.8965
R3	0.9160	0.9090	0.8932
R2	0.9038	0.9038	0.8920
R1	0.8968	0.8968	0.8909	0.8942
PP	0.8916	0.8916	0.8916	0.8903
S1	0.8846	0.8846	0.8887	0.8820
S2	0.8794	0.8794	0.8876
S3	0.8672	0.8724	0.8864
S4	0.8550	0.8602	0.8831

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8987	0.8865	0.0122	1.4%	0.0047	0.5%	27%	False	False	80,563
10	0.8990	0.8865	0.0126	1.4%	0.0050	0.6%	27%	False	False	46,542
20	0.8991	0.8856	0.0135	1.5%	0.0044	0.5%	31%	False	False	24,331
40	0.9079	0.8845	0.0234	2.6%	0.0043	0.5%	23%	False	False	12,400
60	0.9079	0.8845	0.0234	2.6%	0.0042	0.5%	23%	False	False	8,311
80	0.9167	0.8845	0.0322	3.6%	0.0034	0.4%	16%	False	False	6,237

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9067
2.618	0.9005
1.618	0.8967
1.000	0.8944
0.618	0.8929
HIGH	0.8906
0.618	0.8891
0.500	0.8887
0.382	0.8882
LOW	0.8868
0.618	0.8844
1.000	0.8830
1.618	0.8806
2.618	0.8768
4.250	0.8706

Fisher Pivots for day following 14-Dec-2018
Pivot	1 day	3 day
R1	0.8894	0.8895
PP	0.8890	0.8892
S1	0.8887	0.8889

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