CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 17-Oct-2018
Day Change Summary
Previous Current
16-Oct-2018 17-Oct-2018 Change Change % Previous Week
Open 0.8987 0.8946 -0.0041 -0.5% 0.8835
High 0.8991 0.8967 -0.0024 -0.3% 0.8985
Low 0.8942 0.8914 -0.0028 -0.3% 0.8820
Close 0.8955 0.8929 -0.0026 -0.3% 0.8971
Range 0.0050 0.0053 0.0004 7.1% 0.0165
ATR 0.0052 0.0052 0.0000 0.2% 0.0000
Volume 123,789 128,830 5,041 4.1% 826,866
Daily Pivots for day following 17-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9096 0.9065 0.8958
R3 0.9043 0.9012 0.8944
R2 0.8990 0.8990 0.8939
R1 0.8959 0.8959 0.8934 0.8948
PP 0.8937 0.8937 0.8937 0.8931
S1 0.8906 0.8906 0.8924 0.8895
S2 0.8884 0.8884 0.8919
S3 0.8831 0.8853 0.8914
S4 0.8778 0.8800 0.8900
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9420 0.9360 0.9061
R3 0.9255 0.9195 0.9016
R2 0.9090 0.9090 0.9001
R1 0.9030 0.9030 0.8986 0.9060
PP 0.8925 0.8925 0.8925 0.8940
S1 0.8865 0.8865 0.8955 0.8895
S2 0.8760 0.8760 0.8940
S3 0.8595 0.8700 0.8925
S4 0.8430 0.8535 0.8880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9001 0.8914 0.0087 1.0% 0.0052 0.6% 17% False True 164,703
10 0.9001 0.8774 0.0227 2.5% 0.0058 0.7% 68% False False 151,103
20 0.9001 0.8774 0.0227 2.5% 0.0051 0.6% 68% False False 131,160
40 0.9162 0.8774 0.0388 4.3% 0.0048 0.5% 40% False False 82,928
60 0.9184 0.8774 0.0410 4.6% 0.0047 0.5% 38% False False 55,354
80 0.9228 0.8774 0.0454 5.1% 0.0046 0.5% 34% False False 41,524
100 0.9374 0.8774 0.0600 6.7% 0.0044 0.5% 26% False False 33,224
120 0.9374 0.8774 0.0600 6.7% 0.0040 0.5% 26% False False 27,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9192
2.618 0.9106
1.618 0.9053
1.000 0.9020
0.618 0.9000
HIGH 0.8967
0.618 0.8947
0.500 0.8941
0.382 0.8934
LOW 0.8914
0.618 0.8881
1.000 0.8861
1.618 0.8828
2.618 0.8775
4.250 0.8689
Fisher Pivots for day following 17-Oct-2018
Pivot 1 day 3 day
R1 0.8941 0.8957
PP 0.8937 0.8948
S1 0.8933 0.8938

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

View Archives - Comment on this page... - Back to Index of Symbols