CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 0.8893 0.8935 0.0042 0.5% 0.8956
High 0.8946 0.8979 0.0034 0.4% 0.8987
Low 0.8879 0.8932 0.0053 0.6% 0.8865
Close 0.8941 0.8957 0.0017 0.2% 0.8898
Range 0.0067 0.0047 -0.0020 -29.3% 0.0122
ATR 0.0047 0.0047 0.0000 0.0% 0.0000
Volume 124,310 128,912 4,602 3.7% 402,817
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9097 0.9074 0.8983
R3 0.9050 0.9027 0.8970
R2 0.9003 0.9003 0.8966
R1 0.8980 0.8980 0.8961 0.8992
PP 0.8956 0.8956 0.8956 0.8962
S1 0.8933 0.8933 0.8953 0.8945
S2 0.8909 0.8909 0.8948
S3 0.8862 0.8886 0.8944
S4 0.8815 0.8839 0.8931
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 0.8979 0.8865 0.0115 1.3% 0.0045 0.5% 81% True False 113,932
10 0.8990 0.8865 0.0126 1.4% 0.0050 0.6% 74% False False 70,769
20 0.8991 0.8856 0.0135 1.5% 0.0046 0.5% 75% False False 36,775
40 0.9079 0.8845 0.0234 2.6% 0.0044 0.5% 48% False False 18,724
60 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 48% False False 12,531
80 0.9167 0.8845 0.0322 3.6% 0.0035 0.4% 35% False False 9,402
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9179
2.618 0.9102
1.618 0.9055
1.000 0.9026
0.618 0.9008
HIGH 0.8979
0.618 0.8961
0.500 0.8956
0.382 0.8950
LOW 0.8932
0.618 0.8903
1.000 0.8885
1.618 0.8856
2.618 0.8809
4.250 0.8732
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 0.8957 0.8946
PP 0.8956 0.8935
S1 0.8956 0.8923

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

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