CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 01-Nov-2018
Day Change Summary
Previous Current
31-Oct-2018 01-Nov-2018 Change Change % Previous Week
Open 0.8872 0.8883 0.0011 0.1% 0.8924
High 0.8894 0.8908 0.0014 0.2% 0.9012
Low 0.8849 0.8877 0.0028 0.3% 0.8895
Close 0.8876 0.8900 0.0024 0.3% 0.8974
Range 0.0045 0.0031 -0.0014 -31.1% 0.0117
ATR 0.0057 0.0055 -0.0002 -3.1% 0.0000
Volume 151,896 123,661 -28,235 -18.6% 919,320
Daily Pivots for day following 01-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.8988 0.8975 0.8917
R3 0.8957 0.8944 0.8908
R2 0.8926 0.8926 0.8905
R1 0.8913 0.8913 0.8902 0.8919
PP 0.8895 0.8895 0.8895 0.8898
S1 0.8882 0.8882 0.8897 0.8888
S2 0.8864 0.8864 0.8894
S3 0.8833 0.8851 0.8891
S4 0.8802 0.8820 0.8882
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 0.8849 0.0163 1.8% 0.0058 0.7% 31% False False 185,318
10 0.9012 0.8849 0.0163 1.8% 0.0057 0.6% 31% False False 169,997
20 0.9012 0.8807 0.0205 2.3% 0.0057 0.6% 45% False False 159,811
40 0.9124 0.8774 0.0350 3.9% 0.0051 0.6% 36% False False 128,290
60 0.9184 0.8774 0.0410 4.6% 0.0050 0.6% 31% False False 86,125
80 0.9184 0.8774 0.0410 4.6% 0.0049 0.5% 31% False False 64,608
100 0.9257 0.8774 0.0483 5.4% 0.0047 0.5% 26% False False 51,693
120 0.9374 0.8774 0.0600 6.7% 0.0044 0.5% 21% False False 43,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0011
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9040
2.618 0.8989
1.618 0.8958
1.000 0.8939
0.618 0.8927
HIGH 0.8908
0.618 0.8896
0.500 0.8893
0.382 0.8889
LOW 0.8877
0.618 0.8858
1.000 0.8846
1.618 0.8827
2.618 0.8796
4.250 0.8745
Fisher Pivots for day following 01-Nov-2018
Pivot 1 day 3 day
R1 0.8897 0.8897
PP 0.8895 0.8895
S1 0.8893 0.8892

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

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