CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 06-Nov-2018
Day Change Summary
Previous Current
05-Nov-2018 06-Nov-2018 Change Change % Previous Week
Open 0.8940 0.8927 -0.0013 -0.1% 0.9051
High 0.8940 0.8939 -0.0001 0.0% 0.9051
Low 0.8923 0.8912 -0.0012 -0.1% 0.8927
Close 0.8932 0.8918 -0.0014 -0.2% 0.8928
Range 0.0017 0.0028 0.0011 66.7% 0.0124
ATR 0.0045 0.0043 -0.0001 -2.7% 0.0000
Volume 526 147 -379 -72.1% 1,830
Daily Pivots for day following 06-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9005 0.8989 0.8933
R3 0.8978 0.8962 0.8926
R2 0.8950 0.8950 0.8923
R1 0.8934 0.8934 0.8921 0.8929
PP 0.8923 0.8923 0.8923 0.8920
S1 0.8907 0.8907 0.8915 0.8901
S2 0.8895 0.8895 0.8913
S3 0.8868 0.8879 0.8910
S4 0.8840 0.8852 0.8903
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9339 0.9257 0.8995
R3 0.9215 0.9133 0.8961
R2 0.9092 0.9092 0.8950
R1 0.9010 0.9010 0.8939 0.8989
PP 0.8968 0.8968 0.8968 0.8958
S1 0.8886 0.8886 0.8916 0.8866
S2 0.8845 0.8845 0.8905
S3 0.8721 0.8763 0.8894
S4 0.8598 0.8639 0.8860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8982 0.8912 0.0071 0.8% 0.0033 0.4% 9% False True 373
10 0.9079 0.8912 0.0167 1.9% 0.0044 0.5% 4% False True 417
20 0.9079 0.8912 0.0167 1.9% 0.0044 0.5% 4% False True 301
40 0.9124 0.8852 0.0272 3.0% 0.0038 0.4% 24% False False 186
60 0.9220 0.8852 0.0368 4.1% 0.0027 0.3% 18% False False 125
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9056
2.618 0.9011
1.618 0.8983
1.000 0.8967
0.618 0.8956
HIGH 0.8939
0.618 0.8928
0.500 0.8925
0.382 0.8922
LOW 0.8912
0.618 0.8895
1.000 0.8884
1.618 0.8867
2.618 0.8840
4.250 0.8795
Fisher Pivots for day following 06-Nov-2018
Pivot 1 day 3 day
R1 0.8925 0.8947
PP 0.8923 0.8937
S1 0.8920 0.8928

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

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