CME Japanese Yen Future December 2018


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 0.8803 0.8808 0.0005 0.1% 0.8870
High 0.8829 0.8891 0.0062 0.7% 0.8873
Low 0.8794 0.8808 0.0014 0.2% 0.8781
Close 0.8805 0.8872 0.0068 0.8% 0.8812
Range 0.0035 0.0083 0.0048 137.1% 0.0093
ATR 0.0046 0.0049 0.0003 6.2% 0.0000
Volume 108,541 186,449 77,908 71.8% 546,361
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 0.9106 0.9072 0.8918
R3 0.9023 0.8989 0.8895
R2 0.8940 0.8940 0.8887
R1 0.8906 0.8906 0.8880 0.8923
PP 0.8857 0.8857 0.8857 0.8865
S1 0.8823 0.8823 0.8864 0.8840
S2 0.8774 0.8774 0.8857
S3 0.8691 0.8740 0.8849
S4 0.8608 0.8657 0.8826
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9099 0.9048 0.8862
R3 0.9007 0.8955 0.8837
R2 0.8914 0.8914 0.8828
R1 0.8863 0.8863 0.8820 0.8842
PP 0.8822 0.8822 0.8822 0.8811
S1 0.8770 0.8770 0.8803 0.8750
S2 0.8729 0.8729 0.8795
S3 0.8637 0.8678 0.8786
S4 0.8544 0.8585 0.8761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8891 0.8781 0.0110 1.2% 0.0046 0.5% 83% True False 124,997
10 0.8919 0.8781 0.0139 1.6% 0.0045 0.5% 66% False False 118,596
20 0.8919 0.8768 0.0152 1.7% 0.0047 0.5% 69% False False 128,970
40 0.9012 0.8768 0.0244 2.8% 0.0051 0.6% 43% False False 144,416
60 0.9066 0.8768 0.0298 3.4% 0.0049 0.6% 35% False False 131,988
80 0.9184 0.8768 0.0417 4.7% 0.0050 0.6% 25% False False 99,814
100 0.9184 0.8768 0.0417 4.7% 0.0048 0.5% 25% False False 79,865
120 0.9257 0.8768 0.0489 5.5% 0.0047 0.5% 21% False False 66,559
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 0.0008
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.9243
2.618 0.9108
1.618 0.9025
1.000 0.8974
0.618 0.8942
HIGH 0.8891
0.618 0.8859
0.500 0.8849
0.382 0.8839
LOW 0.8808
0.618 0.8756
1.000 0.8725
1.618 0.8673
2.618 0.8590
4.250 0.8455
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 0.8864 0.8862
PP 0.8857 0.8852
S1 0.8849 0.8842

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

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