CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 19-Dec-2018
Day Change Summary
Previous Current
18-Dec-2018 19-Dec-2018 Change Change % Previous Week
Open 0.8935 0.8960 0.0025 0.3% 0.8956
High 0.8979 0.8994 0.0015 0.2% 0.8987
Low 0.8932 0.8946 0.0014 0.2% 0.8865
Close 0.8957 0.8970 0.0013 0.1% 0.8898
Range 0.0047 0.0049 0.0002 3.2% 0.0122
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 128,912 152,544 23,632 18.3% 402,817
Daily Pivots for day following 19-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9115 0.9091 0.8996
R3 0.9067 0.9042 0.8983
R2 0.9018 0.9018 0.8978
R1 0.8994 0.8994 0.8974 0.9006
PP 0.8970 0.8970 0.8970 0.8976
S1 0.8945 0.8945 0.8965 0.8958
S2 0.8921 0.8921 0.8961
S3 0.8873 0.8897 0.8956
S4 0.8824 0.8848 0.8943
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 0.8994 0.8865 0.0130 1.4% 0.0048 0.5% 81% True False 129,108
10 0.8994 0.8865 0.0130 1.4% 0.0050 0.6% 81% True False 84,414
20 0.8994 0.8856 0.0138 1.5% 0.0046 0.5% 82% True False 44,370
40 0.9079 0.8845 0.0234 2.6% 0.0044 0.5% 53% False False 22,535
60 0.9079 0.8845 0.0234 2.6% 0.0044 0.5% 53% False False 15,073
80 0.9167 0.8845 0.0322 3.6% 0.0036 0.4% 39% False False 11,309
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9200
2.618 0.9121
1.618 0.9072
1.000 0.9043
0.618 0.9024
HIGH 0.8994
0.618 0.8975
0.500 0.8970
0.382 0.8964
LOW 0.8946
0.618 0.8916
1.000 0.8897
1.618 0.8867
2.618 0.8819
4.250 0.8739
Fisher Pivots for day following 19-Dec-2018
Pivot 1 day 3 day
R1 0.8970 0.8959
PP 0.8970 0.8948
S1 0.8970 0.8937

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

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