CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 26-Oct-2018
Day Change Summary
Previous Current
25-Oct-2018 26-Oct-2018 Change Change % Previous Week
Open 0.8948 0.8929 -0.0019 -0.2% 0.8924
High 0.8977 0.9012 0.0035 0.4% 0.9012
Low 0.8907 0.8926 0.0019 0.2% 0.8895
Close 0.8914 0.8974 0.0060 0.7% 0.8974
Range 0.0070 0.0086 0.0017 23.7% 0.0117
ATR 0.0054 0.0057 0.0003 5.8% 0.0000
Volume 167,594 286,070 118,476 70.7% 919,320
Daily Pivots for day following 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9228 0.9187 0.9021
R3 0.9142 0.9101 0.8997
R2 0.9056 0.9056 0.8989
R1 0.9015 0.9015 0.8981 0.9036
PP 0.8970 0.8970 0.8970 0.8981
S1 0.8929 0.8929 0.8966 0.8950
S2 0.8884 0.8884 0.8958
S3 0.8798 0.8843 0.8950
S4 0.8712 0.8757 0.8926
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9311 0.9259 0.9038
R3 0.9194 0.9142 0.9006
R2 0.9077 0.9077 0.8995
R1 0.9025 0.9025 0.8984 0.9051
PP 0.8960 0.8960 0.8960 0.8973
S1 0.8908 0.8908 0.8963 0.8934
S2 0.8843 0.8843 0.8952
S3 0.8726 0.8791 0.8941
S4 0.8609 0.8674 0.8909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9012 0.8895 0.0117 1.3% 0.0064 0.7% 68% True False 183,864
10 0.9012 0.8895 0.0117 1.3% 0.0058 0.6% 68% True False 159,521
20 0.9012 0.8774 0.0238 2.6% 0.0058 0.6% 84% True False 153,302
40 0.9124 0.8774 0.0350 3.9% 0.0051 0.6% 57% False False 112,854
60 0.9184 0.8774 0.0410 4.6% 0.0049 0.6% 49% False False 75,456
80 0.9184 0.8774 0.0410 4.6% 0.0048 0.5% 49% False False 56,604
100 0.9266 0.8774 0.0492 5.5% 0.0047 0.5% 41% False False 45,289
120 0.9374 0.8774 0.0600 6.7% 0.0043 0.5% 33% False False 37,743
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 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9377
2.618 0.9237
1.618 0.9151
1.000 0.9098
0.618 0.9065
HIGH 0.9012
0.618 0.8979
0.500 0.8969
0.382 0.8958
LOW 0.8926
0.618 0.8872
1.000 0.8840
1.618 0.8786
2.618 0.8700
4.250 0.8560
Fisher Pivots for day following 26-Oct-2018
Pivot 1 day 3 day
R1 0.8972 0.8968
PP 0.8970 0.8963
S1 0.8969 0.8958

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

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