CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 0.8809 0.8807 -0.0002 0.0% 0.8858
High 0.8826 0.8847 0.0021 0.2% 0.8879
Low 0.8782 0.8791 0.0010 0.1% 0.8788
Close 0.8805 0.8833 0.0028 0.3% 0.8811
Range 0.0044 0.0056 0.0012 25.8% 0.0092
ATR 0.0051 0.0052 0.0000 0.6% 0.0000
Volume 147,436 152,755 5,319 3.6% 600,300
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.8992 0.8968 0.8863
R3 0.8936 0.8912 0.8848
R2 0.8880 0.8880 0.8843
R1 0.8856 0.8856 0.8838 0.8868
PP 0.8824 0.8824 0.8824 0.8829
S1 0.8800 0.8800 0.8827 0.8812
S2 0.8768 0.8768 0.8822
S3 0.8712 0.8744 0.8817
S4 0.8656 0.8688 0.8802
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9100 0.9047 0.8861
R3 0.9009 0.8955 0.8836
R2 0.8917 0.8917 0.8827
R1 0.8864 0.8864 0.8819 0.8845
PP 0.8826 0.8826 0.8826 0.8816
S1 0.8772 0.8772 0.8802 0.8753
S2 0.8734 0.8734 0.8794
S3 0.8643 0.8681 0.8785
S4 0.8551 0.8589 0.8760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8847 0.8768 0.0080 0.9% 0.0046 0.5% 82% True False 124,909
10 0.8912 0.8768 0.0144 1.6% 0.0045 0.5% 45% False False 128,574
20 0.9012 0.8768 0.0244 2.8% 0.0052 0.6% 27% False False 150,457
40 0.9012 0.8768 0.0244 2.8% 0.0051 0.6% 27% False False 140,809
60 0.9162 0.8768 0.0395 4.5% 0.0049 0.6% 16% False False 105,438
80 0.9184 0.8768 0.0417 4.7% 0.0049 0.5% 16% False False 79,130
100 0.9228 0.8768 0.0461 5.2% 0.0048 0.5% 14% False False 63,311
120 0.9374 0.8768 0.0606 6.9% 0.0046 0.5% 11% False False 52,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9085
2.618 0.8994
1.618 0.8938
1.000 0.8903
0.618 0.8882
HIGH 0.8847
0.618 0.8826
0.500 0.8819
0.382 0.8812
LOW 0.8791
0.618 0.8756
1.000 0.8735
1.618 0.8700
2.618 0.8644
4.250 0.8553
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 0.8828 0.8824
PP 0.8824 0.8816
S1 0.8819 0.8807

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

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