CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 23-Oct-2018
Day Change Summary
Previous Current
22-Oct-2018 23-Oct-2018 Change Change % Previous Week
Open 0.8924 0.8898 -0.0026 -0.3% 0.8959
High 0.8937 0.8968 0.0031 0.3% 0.9001
Low 0.8895 0.8898 0.0003 0.0% 0.8908
Close 0.8901 0.8926 0.0026 0.3% 0.8919
Range 0.0043 0.0071 0.0028 65.9% 0.0093
ATR 0.0051 0.0053 0.0001 2.7% 0.0000
Volume 101,860 191,288 89,428 87.8% 675,892
Daily Pivots for day following 23-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9142 0.9105 0.8965
R3 0.9072 0.9034 0.8946
R2 0.9001 0.9001 0.8939
R1 0.8964 0.8964 0.8933 0.8982
PP 0.8931 0.8931 0.8931 0.8940
S1 0.8893 0.8893 0.8920 0.8912
S2 0.8860 0.8860 0.8914
S3 0.8790 0.8823 0.8907
S4 0.8719 0.8752 0.8888
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 0.8973 0.8895 0.0079 0.9% 0.0054 0.6% 41% False False 141,841
10 0.9001 0.8871 0.0130 1.5% 0.0056 0.6% 43% False False 155,735
20 0.9001 0.8774 0.0227 2.5% 0.0055 0.6% 67% False False 141,370
40 0.9124 0.8774 0.0350 3.9% 0.0049 0.6% 44% False False 97,331
60 0.9184 0.8774 0.0410 4.6% 0.0049 0.5% 37% False False 65,025
80 0.9184 0.8774 0.0410 4.6% 0.0047 0.5% 37% False False 48,778
100 0.9266 0.8774 0.0492 5.5% 0.0045 0.5% 31% False False 39,027
120 0.9374 0.8774 0.0600 6.7% 0.0042 0.5% 25% False False 32,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9268
2.618 0.9153
1.618 0.9082
1.000 0.9039
0.618 0.9012
HIGH 0.8968
0.618 0.8941
0.500 0.8933
0.382 0.8924
LOW 0.8898
0.618 0.8854
1.000 0.8827
1.618 0.8783
2.618 0.8713
4.250 0.8598
Fisher Pivots for day following 23-Oct-2018
Pivot 1 day 3 day
R1 0.8933 0.8931
PP 0.8931 0.8930
S1 0.8929 0.8928

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

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