CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 0.8913 0.8951 0.0038 0.4% 0.8959
High 0.8973 0.8954 -0.0019 -0.2% 0.9001
Low 0.8908 0.8914 0.0006 0.1% 0.8908
Close 0.8951 0.8919 -0.0033 -0.4% 0.8919
Range 0.0065 0.0041 -0.0025 -37.7% 0.0093
ATR 0.0053 0.0052 -0.0001 -1.7% 0.0000
Volume 147,092 140,135 -6,957 -4.7% 675,892
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9050 0.9025 0.8941
R3 0.9010 0.8984 0.8930
R2 0.8969 0.8969 0.8926
R1 0.8944 0.8944 0.8922 0.8936
PP 0.8929 0.8929 0.8929 0.8925
S1 0.8903 0.8903 0.8915 0.8896
S2 0.8888 0.8888 0.8911
S3 0.8848 0.8863 0.8907
S4 0.8807 0.8822 0.8896
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9220 0.9162 0.8969
R3 0.9127 0.9069 0.8944
R2 0.9035 0.9035 0.8935
R1 0.8977 0.8977 0.8927 0.8960
PP 0.8942 0.8942 0.8942 0.8934
S1 0.8884 0.8884 0.8910 0.8867
S2 0.8850 0.8850 0.8902
S3 0.8757 0.8792 0.8893
S4 0.8665 0.8699 0.8868
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% 0.0051 0.6% 11% False False 135,178
10 0.9001 0.8820 0.0181 2.0% 0.0058 0.6% 55% False False 150,275
20 0.9001 0.8774 0.0227 2.5% 0.0052 0.6% 64% False False 134,641
40 0.9124 0.8774 0.0350 3.9% 0.0048 0.5% 41% False False 90,047
60 0.9184 0.8774 0.0410 4.6% 0.0048 0.5% 35% False False 60,140
80 0.9202 0.8774 0.0428 4.8% 0.0047 0.5% 34% False False 45,114
100 0.9351 0.8774 0.0577 6.5% 0.0044 0.5% 25% False False 36,096
120 0.9374 0.8774 0.0600 6.7% 0.0041 0.5% 24% False False 30,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9126
2.618 0.9060
1.618 0.9020
1.000 0.8995
0.618 0.8979
HIGH 0.8954
0.618 0.8939
0.500 0.8934
0.382 0.8929
LOW 0.8914
0.618 0.8888
1.000 0.8873
1.618 0.8848
2.618 0.8807
4.250 0.8741
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 0.8934 0.8941
PP 0.8929 0.8933
S1 0.8924 0.8926

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

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