CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 0.8884 0.8905 0.0021 0.2% 0.8803
High 0.8913 0.8919 0.0006 0.1% 0.8896
Low 0.8877 0.8876 -0.0001 0.0% 0.8768
Close 0.8904 0.8886 -0.0018 -0.2% 0.8881
Range 0.0037 0.0044 0.0007 19.2% 0.0129
ATR 0.0052 0.0051 -0.0001 -1.2% 0.0000
Volume 119,342 152,125 32,783 27.5% 748,531
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9024 0.8998 0.8909
R3 0.8980 0.8955 0.8897
R2 0.8937 0.8937 0.8893
R1 0.8911 0.8911 0.8889 0.8902
PP 0.8893 0.8893 0.8893 0.8889
S1 0.8868 0.8868 0.8882 0.8859
S2 0.8850 0.8850 0.8878
S3 0.8806 0.8824 0.8874
S4 0.8763 0.8781 0.8862
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9234 0.9186 0.8952
R3 0.9105 0.9057 0.8916
R2 0.8977 0.8977 0.8905
R1 0.8929 0.8929 0.8893 0.8953
PP 0.8848 0.8848 0.8848 0.8860
S1 0.8800 0.8800 0.8869 0.8824
S2 0.8720 0.8720 0.8857
S3 0.8591 0.8672 0.8846
S4 0.8463 0.8543 0.8810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8919 0.8791 0.0128 1.4% 0.0052 0.6% 74% True False 154,954
10 0.8919 0.8768 0.0152 1.7% 0.0050 0.6% 78% True False 144,600
20 0.9012 0.8768 0.0244 2.7% 0.0052 0.6% 48% False False 152,539
40 0.9012 0.8768 0.0244 2.7% 0.0053 0.6% 48% False False 146,955
60 0.9124 0.8768 0.0356 4.0% 0.0050 0.6% 33% False False 115,734
80 0.9184 0.8768 0.0417 4.7% 0.0049 0.6% 28% False False 86,903
100 0.9184 0.8768 0.0417 4.7% 0.0048 0.5% 28% False False 69,530
120 0.9266 0.8768 0.0498 5.6% 0.0046 0.5% 24% False False 57,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9104
2.618 0.9033
1.618 0.8989
1.000 0.8963
0.618 0.8946
HIGH 0.8919
0.618 0.8902
0.500 0.8897
0.382 0.8892
LOW 0.8876
0.618 0.8849
1.000 0.8832
1.618 0.8805
2.618 0.8762
4.250 0.8691
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 0.8897 0.8880
PP 0.8893 0.8875
S1 0.8889 0.8870

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

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