CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 14-Jan-2019
Day Change Summary
Previous Current
11-Jan-2019 14-Jan-2019 Change Change % Previous Week
Open 0.9268 0.9263 -0.0005 -0.1% 0.9272
High 0.9294 0.9307 0.0013 0.1% 0.9326
Low 0.9254 0.9262 0.0008 0.1% 0.9217
Close 0.9263 0.9288 0.0025 0.3% 0.9263
Range 0.0040 0.0045 0.0006 13.9% 0.0110
ATR 0.0073 0.0071 -0.0002 -2.7% 0.0000
Volume 90,965 77,116 -13,849 -15.2% 618,493
Daily Pivots for day following 14-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9420 0.9399 0.9313
R3 0.9375 0.9354 0.9300
R2 0.9330 0.9330 0.9296
R1 0.9309 0.9309 0.9292 0.9320
PP 0.9285 0.9285 0.9285 0.9291
S1 0.9264 0.9264 0.9284 0.9275
S2 0.9240 0.9240 0.9280
S3 0.9195 0.9219 0.9276
S4 0.9150 0.9174 0.9263
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9597 0.9540 0.9323
R3 0.9488 0.9430 0.9293
R2 0.9378 0.9378 0.9283
R1 0.9321 0.9321 0.9273 0.9295
PP 0.9269 0.9269 0.9269 0.9256
S1 0.9211 0.9211 0.9253 0.9185
S2 0.9159 0.9159 0.9243
S3 0.9050 0.9102 0.9233
S4 0.8940 0.8992 0.9203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9326 0.9217 0.0110 1.2% 0.0059 0.6% 65% False False 110,839
10 0.9459 0.9104 0.0355 3.8% 0.0079 0.8% 52% False False 140,841
20 0.9459 0.8868 0.0591 6.4% 0.0074 0.8% 71% False False 140,336
40 0.9459 0.8856 0.0603 6.5% 0.0059 0.6% 72% False False 79,406
60 0.9459 0.8845 0.0614 6.6% 0.0054 0.6% 72% False False 53,074
80 0.9459 0.8845 0.0614 6.6% 0.0050 0.5% 72% False False 39,831
100 0.9459 0.8845 0.0614 6.6% 0.0042 0.5% 72% False False 31,867
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9498
2.618 0.9424
1.618 0.9379
1.000 0.9352
0.618 0.9334
HIGH 0.9307
0.618 0.9289
0.500 0.9284
0.382 0.9279
LOW 0.9262
0.618 0.9234
1.000 0.9217
1.618 0.9189
2.618 0.9144
4.250 0.9070
Fisher Pivots for day following 14-Jan-2019
Pivot 1 day 3 day
R1 0.9287 0.9290
PP 0.9285 0.9289
S1 0.9284 0.9289

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

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