CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 0.9242 0.9293 0.0051 0.6% 0.9118
High 0.9311 0.9326 0.0015 0.2% 0.9459
Low 0.9223 0.9261 0.0039 0.4% 0.9104
Close 0.9285 0.9270 -0.0015 -0.2% 0.9268
Range 0.0089 0.0065 -0.0024 -26.6% 0.0355
ATR 0.0076 0.0075 -0.0001 -1.0% 0.0000
Volume 139,528 124,545 -14,983 -10.7% 712,805
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9481 0.9440 0.9306
R3 0.9416 0.9375 0.9288
R2 0.9351 0.9351 0.9282
R1 0.9310 0.9310 0.9276 0.9298
PP 0.9286 0.9286 0.9286 0.9280
S1 0.9245 0.9245 0.9264 0.9233
S2 0.9221 0.9221 0.9258
S3 0.9156 0.9180 0.9252
S4 0.9091 0.9115 0.9234
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0340 1.0158 0.9462
R3 0.9986 0.9804 0.9365
R2 0.9631 0.9631 0.9332
R1 0.9449 0.9449 0.9300 0.9540
PP 0.9277 0.9277 0.9277 0.9322
S1 0.9095 0.9095 0.9235 0.9186
S2 0.8922 0.8922 0.9203
S3 0.8568 0.8740 0.9170
S4 0.8213 0.8386 0.9073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9355 0.9217 0.0138 1.5% 0.0073 0.8% 39% False False 147,826
10 0.9459 0.9039 0.0420 4.5% 0.0084 0.9% 55% False False 150,963
20 0.9459 0.8865 0.0594 6.4% 0.0074 0.8% 68% False False 141,806
40 0.9459 0.8856 0.0603 6.5% 0.0059 0.6% 69% False False 75,241
60 0.9459 0.8845 0.0614 6.6% 0.0054 0.6% 69% False False 50,279
80 0.9459 0.8845 0.0614 6.6% 0.0050 0.5% 69% False False 37,730
100 0.9459 0.8845 0.0614 6.6% 0.0041 0.4% 69% False False 30,186
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9602
2.618 0.9496
1.618 0.9431
1.000 0.9391
0.618 0.9366
HIGH 0.9326
0.618 0.9301
0.500 0.9294
0.382 0.9286
LOW 0.9261
0.618 0.9221
1.000 0.9196
1.618 0.9156
2.618 0.9091
4.250 0.8985
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 0.9294 0.9271
PP 0.9286 0.9271
S1 0.9278 0.9270

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

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