CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 28-Feb-2019
Day Change Summary
Previous Current
27-Feb-2019 28-Feb-2019 Change Change % Previous Week
Open 0.9058 0.9025 -0.0034 -0.4% 0.9070
High 0.9076 0.9048 -0.0029 -0.3% 0.9073
Low 0.9016 0.8980 -0.0036 -0.4% 0.9031
Close 0.9019 0.8987 -0.0032 -0.3% 0.9049
Range 0.0061 0.0068 0.0008 12.4% 0.0042
ATR 0.0048 0.0049 0.0001 3.1% 0.0000
Volume 100,966 145,727 44,761 44.3% 370,770
Daily Pivots for day following 28-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.9209 0.9166 0.9025
R3 0.9141 0.9098 0.9006
R2 0.9073 0.9073 0.9000
R1 0.9030 0.9030 0.8994 0.9017
PP 0.9005 0.9005 0.9005 0.8998
S1 0.8962 0.8962 0.8981 0.8949
S2 0.8937 0.8937 0.8975
S3 0.8869 0.8894 0.8969
S4 0.8801 0.8826 0.8950
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 0.9177 0.9155 0.9072
R3 0.9135 0.9113 0.9061
R2 0.9093 0.9093 0.9057
R1 0.9071 0.9071 0.9053 0.9061
PP 0.9051 0.9051 0.9051 0.9046
S1 0.9029 0.9029 0.9045 0.9019
S2 0.9009 0.9009 0.9041
S3 0.8967 0.8987 0.9037
S4 0.8925 0.8945 0.9026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9076 0.8980 0.0097 1.1% 0.0053 0.6% 8% False True 105,083
10 0.9090 0.8980 0.0111 1.2% 0.0044 0.5% 7% False True 106,692
20 0.9249 0.8980 0.0270 3.0% 0.0044 0.5% 3% False True 104,619
40 0.9459 0.8980 0.0479 5.3% 0.0055 0.6% 2% False True 115,526
60 0.9459 0.8865 0.0594 6.6% 0.0057 0.6% 21% False False 107,302
80 0.9459 0.8845 0.0614 6.8% 0.0052 0.6% 23% False False 80,820
100 0.9459 0.8845 0.0614 6.8% 0.0051 0.6% 23% False False 64,705
120 0.9459 0.8845 0.0614 6.8% 0.0047 0.5% 23% False False 53,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9337
2.618 0.9226
1.618 0.9158
1.000 0.9116
0.618 0.9090
HIGH 0.9048
0.618 0.9022
0.500 0.9014
0.382 0.9005
LOW 0.8980
0.618 0.8937
1.000 0.8912
1.618 0.8869
2.618 0.8801
4.250 0.8691
Fisher Pivots for day following 28-Feb-2019
Pivot 1 day 3 day
R1 0.9014 0.9028
PP 0.9005 0.9014
S1 0.8996 0.9001

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

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