CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
31-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 0.9118 0.9172 0.0055 0.6% 0.9070
High 0.9182 0.9251 0.0069 0.7% 0.9140
Low 0.9104 0.9166 0.0062 0.7% 0.9037
Close 0.9171 0.9211 0.0040 0.4% 0.9111
Range 0.0078 0.0085 0.0007 8.3% 0.0103
ATR 0.0061 0.0063 0.0002 2.7% 0.0000
Volume 72,333 173,386 101,053 139.7% 478,345
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9463 0.9421 0.9257
R3 0.9378 0.9337 0.9234
R2 0.9294 0.9294 0.9226
R1 0.9252 0.9252 0.9218 0.9273
PP 0.9209 0.9209 0.9209 0.9219
S1 0.9168 0.9168 0.9203 0.9188
S2 0.9125 0.9125 0.9195
S3 0.9040 0.9083 0.9187
S4 0.8956 0.8999 0.9164
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 0.9251 0.9037 0.0214 2.3% 0.0080 0.9% 81% True False 127,095
10 0.9251 0.8932 0.0319 3.5% 0.0076 0.8% 87% True False 140,075
20 0.9251 0.8865 0.0386 4.2% 0.0065 0.7% 90% True False 99,456
40 0.9251 0.8845 0.0406 4.4% 0.0051 0.6% 90% True False 50,430
60 0.9251 0.8845 0.0406 4.4% 0.0050 0.5% 90% True False 33,710
80 0.9251 0.8845 0.0406 4.4% 0.0044 0.5% 90% True False 25,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9472
1.618 0.9387
1.000 0.9335
0.618 0.9303
HIGH 0.9251
0.618 0.9218
0.500 0.9208
0.382 0.9198
LOW 0.9166
0.618 0.9114
1.000 0.9082
1.618 0.9029
2.618 0.8945
4.250 0.8807
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 0.9210 0.9193
PP 0.9209 0.9175
S1 0.9208 0.9158

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

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