CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 31-Dec-2018
Day Change Summary
Previous Current
28-Dec-2018 31-Dec-2018 Change Change % Previous Week
Open 0.9066 0.9118 0.0052 0.6% 0.9070
High 0.9133 0.9182 0.0050 0.5% 0.9140
Low 0.9065 0.9104 0.0039 0.4% 0.9037
Close 0.9111 0.9171 0.0061 0.7% 0.9111
Range 0.0068 0.0078 0.0011 15.6% 0.0103
ATR 0.0060 0.0061 0.0001 2.1% 0.0000
Volume 110,107 72,333 -37,774 -34.3% 478,345
Daily Pivots for day following 31-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9386 0.9357 0.9214
R3 0.9308 0.9279 0.9192
R2 0.9230 0.9230 0.9185
R1 0.9201 0.9201 0.9178 0.9216
PP 0.9152 0.9152 0.9152 0.9160
S1 0.9123 0.9123 0.9164 0.9138
S2 0.9074 0.9074 0.9157
S3 0.8996 0.9045 0.9150
S4 0.8918 0.8967 0.9128
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9405 0.9361 0.9167
R3 0.9302 0.9258 0.9139
R2 0.9199 0.9199 0.9129
R1 0.9155 0.9155 0.9120 0.9177
PP 0.9096 0.9096 0.9096 0.9107
S1 0.9052 0.9052 0.9101 0.9074
S2 0.8993 0.8993 0.9092
S3 0.8890 0.8949 0.9082
S4 0.8787 0.8846 0.9054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9182 0.9037 0.0145 1.6% 0.0079 0.9% 92% True False 110,135
10 0.9182 0.8879 0.0303 3.3% 0.0074 0.8% 96% True False 135,168
20 0.9182 0.8865 0.0318 3.5% 0.0062 0.7% 97% True False 90,855
40 0.9182 0.8845 0.0337 3.7% 0.0050 0.5% 97% True False 46,113
60 0.9182 0.8845 0.0337 3.7% 0.0049 0.5% 97% True False 30,824
80 0.9182 0.8845 0.0337 3.7% 0.0043 0.5% 97% True False 23,132
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9514
2.618 0.9386
1.618 0.9308
1.000 0.9260
0.618 0.9230
HIGH 0.9182
0.618 0.9152
0.500 0.9143
0.382 0.9134
LOW 0.9104
0.618 0.9056
1.000 0.9026
1.618 0.8978
2.618 0.8900
4.250 0.8773
Fisher Pivots for day following 31-Dec-2018
Pivot 1 day 3 day
R1 0.9162 0.9151
PP 0.9152 0.9131
S1 0.9143 0.9111

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

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