CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 0.8885 0.8856 -0.0029 -0.3% 0.8884
High 0.8892 0.8890 -0.0002 0.0% 0.8919
Low 0.8852 0.8853 0.0001 0.0% 0.8852
Close 0.8858 0.8877 0.0019 0.2% 0.8877
Range 0.0040 0.0037 -0.0003 -6.3% 0.0067
ATR 0.0051 0.0050 -0.0001 -1.9% 0.0000
Volume 103,962 88,531 -15,431 -14.8% 463,960
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.8984 0.8967 0.8897
R3 0.8947 0.8930 0.8887
R2 0.8910 0.8910 0.8883
R1 0.8893 0.8893 0.8880 0.8902
PP 0.8873 0.8873 0.8873 0.8877
S1 0.8856 0.8856 0.8873 0.8865
S2 0.8836 0.8836 0.8870
S3 0.8799 0.8819 0.8866
S4 0.8762 0.8782 0.8856
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9084 0.9047 0.8913
R3 0.9017 0.8980 0.8895
R2 0.8950 0.8950 0.8889
R1 0.8913 0.8913 0.8883 0.8898
PP 0.8883 0.8883 0.8883 0.8875
S1 0.8846 0.8846 0.8870 0.8831
S2 0.8816 0.8816 0.8864
S3 0.8749 0.8779 0.8858
S4 0.8682 0.8712 0.8840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8919 0.8820 0.0099 1.1% 0.0047 0.5% 57% False False 127,767
10 0.8919 0.8768 0.0152 1.7% 0.0047 0.5% 72% False False 133,133
20 0.9012 0.8768 0.0244 2.7% 0.0049 0.6% 45% False False 145,159
40 0.9012 0.8768 0.0244 2.7% 0.0052 0.6% 45% False False 145,289
60 0.9124 0.8768 0.0356 4.0% 0.0050 0.6% 31% False False 118,887
80 0.9184 0.8768 0.0417 4.7% 0.0049 0.5% 26% False False 89,306
100 0.9184 0.8768 0.0417 4.7% 0.0048 0.5% 26% False False 71,455
120 0.9266 0.8768 0.0498 5.6% 0.0046 0.5% 22% False False 59,550
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9047
2.618 0.8987
1.618 0.8950
1.000 0.8927
0.618 0.8913
HIGH 0.8890
0.618 0.8876
0.500 0.8872
0.382 0.8867
LOW 0.8853
0.618 0.8830
1.000 0.8816
1.618 0.8793
2.618 0.8756
4.250 0.8696
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 0.8875 0.8886
PP 0.8873 0.8883
S1 0.8872 0.8880

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

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