CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 15-Oct-2018
Day Change Summary
Previous Current
12-Oct-2018 15-Oct-2018 Change Change % Previous Week
Open 0.9033 0.9044 0.0011 0.1% 0.8893
High 0.9047 0.9071 0.0024 0.3% 0.9056
Low 0.9008 0.9032 0.0024 0.3% 0.8893
Close 0.9046 0.9055 0.0009 0.1% 0.9046
Range 0.0039 0.0039 0.0001 1.3% 0.0163
ATR 0.0041 0.0041 0.0000 -0.4% 0.0000
Volume 43 136 93 216.3% 315
Daily Pivots for day following 15-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9169 0.9151 0.9076
R3 0.9130 0.9112 0.9065
R2 0.9091 0.9091 0.9062
R1 0.9073 0.9073 0.9058 0.9082
PP 0.9052 0.9052 0.9052 0.9057
S1 0.9034 0.9034 0.9051 0.9043
S2 0.9013 0.9013 0.9047
S3 0.8974 0.8995 0.9044
S4 0.8935 0.8956 0.9033
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 0.9487 0.9429 0.9135
R3 0.9324 0.9266 0.9090
R2 0.9161 0.9161 0.9075
R1 0.9103 0.9103 0.9060 0.9132
PP 0.8998 0.8998 0.8998 0.9013
S1 0.8940 0.8940 0.9031 0.8969
S2 0.8835 0.8835 0.9016
S3 0.8672 0.8777 0.9001
S4 0.8509 0.8614 0.8956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9071 0.8939 0.0132 1.5% 0.0046 0.5% 88% True False 80
10 0.9071 0.8852 0.0219 2.4% 0.0050 0.6% 93% True False 112
20 0.9078 0.8852 0.0226 2.5% 0.0039 0.4% 90% False False 83
40 0.9220 0.8852 0.0368 4.1% 0.0023 0.3% 55% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9236
2.618 0.9173
1.618 0.9134
1.000 0.9110
0.618 0.9095
HIGH 0.9071
0.618 0.9056
0.500 0.9051
0.382 0.9046
LOW 0.9032
0.618 0.9007
1.000 0.8993
1.618 0.8968
2.618 0.8929
4.250 0.8866
Fisher Pivots for day following 15-Oct-2018
Pivot 1 day 3 day
R1 0.9053 0.9049
PP 0.9052 0.9044
S1 0.9051 0.9039

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

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