CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 0.8871 0.8893 0.0022 0.2% 0.8956
High 0.8906 0.8946 0.0040 0.4% 0.8987
Low 0.8868 0.8879 0.0012 0.1% 0.8865
Close 0.8898 0.8941 0.0043 0.5% 0.8898
Range 0.0038 0.0067 0.0029 75.0% 0.0122
ATR 0.0045 0.0047 0.0002 3.3% 0.0000
Volume 118,976 124,310 5,334 4.5% 402,817
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9121 0.9097 0.8977
R3 0.9055 0.9031 0.8959
R2 0.8988 0.8988 0.8953
R1 0.8964 0.8964 0.8947 0.8976
PP 0.8922 0.8922 0.8922 0.8928
S1 0.8898 0.8898 0.8934 0.8910
S2 0.8855 0.8855 0.8928
S3 0.8789 0.8831 0.8922
S4 0.8722 0.8765 0.8904
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 0.8946 0.8865 0.0081 0.9% 0.0043 0.5% 94% True False 96,260
10 0.8990 0.8865 0.0126 1.4% 0.0053 0.6% 61% False False 58,836
20 0.8991 0.8856 0.0135 1.5% 0.0045 0.5% 63% False False 30,389
40 0.9079 0.8845 0.0234 2.6% 0.0044 0.5% 41% False False 15,507
60 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 41% False False 10,383
80 0.9167 0.8845 0.0322 3.6% 0.0035 0.4% 30% False False 7,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9228
2.618 0.9120
1.618 0.9053
1.000 0.9012
0.618 0.8987
HIGH 0.8946
0.618 0.8920
0.500 0.8912
0.382 0.8904
LOW 0.8879
0.618 0.8838
1.000 0.8813
1.618 0.8771
2.618 0.8705
4.250 0.8596
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 0.8931 0.8929
PP 0.8922 0.8917
S1 0.8912 0.8905

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

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