CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 18-Oct-2018
Day Change Summary
Previous Current
17-Oct-2018 18-Oct-2018 Change Change % Previous Week
Open 0.8946 0.8913 -0.0034 -0.4% 0.8835
High 0.8967 0.8973 0.0006 0.1% 0.8985
Low 0.8914 0.8908 -0.0006 -0.1% 0.8820
Close 0.8929 0.8951 0.0022 0.2% 0.8971
Range 0.0053 0.0065 0.0012 22.6% 0.0165
ATR 0.0052 0.0053 0.0001 1.8% 0.0000
Volume 128,830 147,092 18,262 14.2% 826,866
Daily Pivots for day following 18-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9139 0.9110 0.8987
R3 0.9074 0.9045 0.8969
R2 0.9009 0.9009 0.8963
R1 0.8980 0.8980 0.8957 0.8995
PP 0.8944 0.8944 0.8944 0.8951
S1 0.8915 0.8915 0.8945 0.8930
S2 0.8879 0.8879 0.8939
S3 0.8814 0.8850 0.8933
S4 0.8749 0.8785 0.8915
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 0.8908 0.0093 1.0% 0.0053 0.6% 46% False True 137,969
10 0.9001 0.8807 0.0194 2.2% 0.0058 0.6% 74% False False 149,625
20 0.9001 0.8774 0.0227 2.5% 0.0052 0.6% 78% False False 133,054
40 0.9124 0.8774 0.0350 3.9% 0.0049 0.5% 51% False False 86,573
60 0.9184 0.8774 0.0410 4.6% 0.0048 0.5% 43% False False 57,805
80 0.9228 0.8774 0.0454 5.1% 0.0047 0.5% 39% False False 43,363
100 0.9359 0.8774 0.0585 6.5% 0.0044 0.5% 30% False False 34,695
120 0.9374 0.8774 0.0600 6.7% 0.0041 0.5% 30% False False 28,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9249
2.618 0.9143
1.618 0.9078
1.000 0.9038
0.618 0.9013
HIGH 0.8973
0.618 0.8948
0.500 0.8941
0.382 0.8933
LOW 0.8908
0.618 0.8868
1.000 0.8843
1.618 0.8803
2.618 0.8738
4.250 0.8632
Fisher Pivots for day following 18-Oct-2018
Pivot 1 day 3 day
R1 0.8948 0.8951
PP 0.8944 0.8950
S1 0.8941 0.8950

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

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