CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 0.9018 0.9012 -0.0006 -0.1% 0.9060
High 0.9043 0.9012 -0.0031 -0.3% 0.9078
Low 0.9016 0.8990 -0.0026 -0.3% 0.8990
Close 0.9018 0.9011 -0.0007 -0.1% 0.9011
Range 0.0028 0.0023 -0.0005 -18.2% 0.0089
ATR 0.0028 0.0028 0.0000 -0.1% 0.0000
Volume 25 13 -12 -48.0% 100
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9072 0.9064 0.9023
R3 0.9049 0.9041 0.9017
R2 0.9027 0.9027 0.9015
R1 0.9019 0.9019 0.9013 0.9012
PP 0.9004 0.9004 0.9004 0.9001
S1 0.8996 0.8996 0.9009 0.8989
S2 0.8982 0.8982 0.9007
S3 0.8959 0.8974 0.9005
S4 0.8937 0.8951 0.8999
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 0.9292 0.9240 0.9060
R3 0.9203 0.9151 0.9035
R2 0.9115 0.9115 0.9027
R1 0.9063 0.9063 0.9019 0.9045
PP 0.9026 0.9026 0.9026 0.9017
S1 0.8974 0.8974 0.9003 0.8956
S2 0.8938 0.8938 0.8995
S3 0.8849 0.8886 0.8987
S4 0.8761 0.8797 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9078 0.8990 0.0089 1.0% 0.0027 0.3% 24% False True 20
10 0.9126 0.8990 0.0137 1.5% 0.0017 0.2% 16% False True 25
20 0.9167 0.8990 0.0178 2.0% 0.0010 0.1% 12% False True 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9108
2.618 0.9071
1.618 0.9048
1.000 0.9035
0.618 0.9026
HIGH 0.9012
0.618 0.9003
0.500 0.9001
0.382 0.8998
LOW 0.8990
0.618 0.8976
1.000 0.8967
1.618 0.8953
2.618 0.8931
4.250 0.8894
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 0.9008 0.9016
PP 0.9004 0.9015
S1 0.9001 0.9013

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

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