CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 0.8802 0.8825 0.0023 0.3% 0.8884
High 0.8835 0.8859 0.0025 0.3% 0.8914
Low 0.8798 0.8809 0.0012 0.1% 0.8796
Close 0.8828 0.8854 0.0026 0.3% 0.8828
Range 0.0037 0.0050 0.0013 35.1% 0.0119
ATR 0.0048 0.0048 0.0000 0.3% 0.0000
Volume 46,777 1,838 -44,939 -96.1% 703,667
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.8991 0.8972 0.8882
R3 0.8941 0.8922 0.8868
R2 0.8891 0.8891 0.8863
R1 0.8872 0.8872 0.8859 0.8882
PP 0.8841 0.8841 0.8841 0.8845
S1 0.8822 0.8822 0.8849 0.8832
S2 0.8791 0.8791 0.8845
S3 0.8741 0.8772 0.8840
S4 0.8691 0.8722 0.8827
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9201 0.9133 0.8893
R3 0.9083 0.9015 0.8861
R2 0.8964 0.8964 0.8850
R1 0.8896 0.8896 0.8839 0.8871
PP 0.8846 0.8846 0.8846 0.8833
S1 0.8778 0.8778 0.8817 0.8753
S2 0.8727 0.8727 0.8806
S3 0.8609 0.8659 0.8795
S4 0.8490 0.8541 0.8763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8859 0.8796 0.0064 0.7% 0.0038 0.4% 92% True False 102,368
10 0.8916 0.8796 0.0120 1.4% 0.0052 0.6% 49% False False 134,218
20 0.8919 0.8781 0.0139 1.6% 0.0046 0.5% 53% False False 123,052
40 0.9012 0.8768 0.0244 2.8% 0.0049 0.6% 35% False False 138,338
60 0.9012 0.8768 0.0244 2.8% 0.0050 0.6% 35% False False 137,105
80 0.9124 0.8768 0.0356 4.0% 0.0049 0.6% 24% False False 114,193
100 0.9184 0.8768 0.0417 4.7% 0.0048 0.5% 21% False False 91,419
120 0.9202 0.8768 0.0435 4.9% 0.0048 0.5% 20% False False 76,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9072
2.618 0.8990
1.618 0.8940
1.000 0.8909
0.618 0.8890
HIGH 0.8859
0.618 0.8840
0.500 0.8834
0.382 0.8828
LOW 0.8809
0.618 0.8778
1.000 0.8759
1.618 0.8728
2.618 0.8678
4.250 0.8597
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 0.8847 0.8845
PP 0.8841 0.8836
S1 0.8834 0.8827

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

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