CME Japanese Yen Future June 2019


Trading Metrics calculated at close of trading on 12-Mar-2019
Day Change Summary
Previous Current
11-Mar-2019 12-Mar-2019 Change Change % Previous Week
Open 0.9066 0.9060 -0.0007 -0.1% 0.9008
High 0.9088 0.9069 -0.0020 -0.2% 0.9108
Low 0.9054 0.9039 -0.0015 -0.2% 0.8991
Close 0.9060 0.9055 -0.0005 -0.1% 0.9073
Range 0.0035 0.0030 -0.0005 -14.5% 0.0117
ATR 0.0042 0.0041 -0.0001 -2.1% 0.0000
Volume 38,985 43,702 4,717 12.1% 24,498
Daily Pivots for day following 12-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.9143 0.9128 0.9071
R3 0.9113 0.9099 0.9063
R2 0.9084 0.9084 0.9060
R1 0.9069 0.9069 0.9057 0.9062
PP 0.9054 0.9054 0.9054 0.9050
S1 0.9040 0.9040 0.9052 0.9032
S2 0.9025 0.9025 0.9049
S3 0.8995 0.9010 0.9046
S4 0.8966 0.8981 0.9038
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 0.9408 0.9358 0.9137
R3 0.9291 0.9241 0.9105
R2 0.9174 0.9174 0.9094
R1 0.9124 0.9124 0.9084 0.9149
PP 0.9057 0.9057 0.9057 0.9070
S1 0.9007 0.9007 0.9062 0.9032
S2 0.8940 0.8940 0.9052
S3 0.8823 0.8890 0.9041
S4 0.8706 0.8773 0.9009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9108 0.9007 0.0101 1.1% 0.0040 0.4% 47% False False 20,894
10 0.9141 0.8991 0.0150 1.7% 0.0043 0.5% 42% False False 11,295
20 0.9154 0.8991 0.0163 1.8% 0.0038 0.4% 39% False False 6,084
40 0.9372 0.8991 0.0381 4.2% 0.0039 0.4% 17% False False 3,112
60 0.9500 0.8939 0.0561 6.2% 0.0045 0.5% 21% False False 2,113
80 0.9500 0.8939 0.0561 6.2% 0.0037 0.4% 21% False False 1,588
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.9146
1.618 0.9116
1.000 0.9098
0.618 0.9087
HIGH 0.9069
0.618 0.9057
0.500 0.9054
0.382 0.9050
LOW 0.9039
0.618 0.9021
1.000 0.9010
1.618 0.8991
2.618 0.8962
4.250 0.8914
Fisher Pivots for day following 12-Mar-2019
Pivot 1 day 3 day
R1 0.9054 0.9067
PP 0.9054 0.9063
S1 0.9054 0.9059

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

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