CME Japanese Yen Future June 2019


Trading Metrics calculated at close of trading on 07-Jan-2019
Day Change Summary
Previous Current
04-Jan-2019 07-Jan-2019 Change Change % Previous Week
Open 0.9398 0.9365 -0.0033 -0.4% 0.9203
High 0.9414 0.9371 -0.0043 -0.5% 0.9500
Low 0.9333 0.9325 -0.0009 -0.1% 0.9179
Close 0.9339 0.9330 -0.0009 -0.1% 0.9339
Range 0.0081 0.0047 -0.0034 -42.2% 0.0321
ATR 0.0063 0.0062 -0.0001 -1.9% 0.0000
Volume 140 509 369 263.6% 573
Daily Pivots for day following 07-Jan-2019
Classic Woodie Camarilla DeMark
R4 0.9481 0.9452 0.9356
R3 0.9435 0.9406 0.9343
R2 0.9388 0.9388 0.9339
R1 0.9359 0.9359 0.9334 0.9351
PP 0.9342 0.9342 0.9342 0.9338
S1 0.9313 0.9313 0.9326 0.9304
S2 0.9295 0.9295 0.9321
S3 0.9249 0.9266 0.9317
S4 0.9202 0.9220 0.9304
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.0301 1.0140 0.9515
R3 0.9980 0.9820 0.9427
R2 0.9660 0.9660 0.9397
R1 0.9499 0.9499 0.9368 0.9579
PP 0.9339 0.9339 0.9339 0.9379
S1 0.9179 0.9179 0.9309 0.9259
S2 0.9019 0.9019 0.9280
S3 0.8698 0.8858 0.9250
S4 0.8378 0.8538 0.9162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9500 0.9179 0.0321 3.4% 0.0081 0.9% 47% False False 216
10 0.9500 0.9107 0.0393 4.2% 0.0068 0.7% 57% False False 129
20 0.9500 0.8939 0.0561 6.0% 0.0055 0.6% 70% False False 106
40 0.9500 0.8926 0.0574 6.2% 0.0032 0.3% 70% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9569
2.618 0.9493
1.618 0.9446
1.000 0.9418
0.618 0.9400
HIGH 0.9371
0.618 0.9353
0.500 0.9348
0.382 0.9342
LOW 0.9325
0.618 0.9296
1.000 0.9278
1.618 0.9249
2.618 0.9203
4.250 0.9127
Fisher Pivots for day following 07-Jan-2019
Pivot 1 day 3 day
R1 0.9348 0.9412
PP 0.9342 0.9385
S1 0.9336 0.9357

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

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