CME Japanese Yen Future March 2019


Trading Metrics calculated at close of trading on 21-Nov-2018
Day Change Summary
Previous Current
20-Nov-2018 21-Nov-2018 Change Change % Previous Week
Open 0.8985 0.8966 -0.0019 -0.2% 0.8879
High 0.8991 0.8966 -0.0025 -0.3% 0.8966
Low 0.8951 0.8927 -0.0024 -0.3% 0.8845
Close 0.8960 0.8933 -0.0028 -0.3% 0.8956
Range 0.0040 0.0039 -0.0001 -2.5% 0.0121
ATR 0.0044 0.0043 0.0000 -0.8% 0.0000
Volume 654 178 -476 -72.8% 6,788
Daily Pivots for day following 21-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9059 0.9035 0.8954
R3 0.9020 0.8996 0.8943
R2 0.8981 0.8981 0.8940
R1 0.8957 0.8957 0.8936 0.8949
PP 0.8942 0.8942 0.8942 0.8938
S1 0.8918 0.8918 0.8929 0.8910
S2 0.8903 0.8903 0.8925
S3 0.8864 0.8879 0.8922
S4 0.8825 0.8840 0.8911
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 0.9285 0.9242 0.9023
R3 0.9164 0.9121 0.8989
R2 0.9043 0.9043 0.8978
R1 0.9000 0.9000 0.8967 0.9021
PP 0.8922 0.8922 0.8922 0.8933
S1 0.8879 0.8879 0.8945 0.8901
S2 0.8801 0.8801 0.8934
S3 0.8680 0.8758 0.8923
S4 0.8559 0.8637 0.8889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8991 0.8897 0.0094 1.1% 0.0041 0.5% 38% False False 1,408
10 0.8991 0.8845 0.0146 1.6% 0.0039 0.4% 60% False False 979
20 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 37% False False 695
40 0.9079 0.8845 0.0234 2.6% 0.0043 0.5% 37% False False 429
60 0.9167 0.8845 0.0322 3.6% 0.0033 0.4% 27% False False 291
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9132
2.618 0.9068
1.618 0.9029
1.000 0.9005
0.618 0.8990
HIGH 0.8966
0.618 0.8951
0.500 0.8946
0.382 0.8942
LOW 0.8927
0.618 0.8903
1.000 0.8888
1.618 0.8864
2.618 0.8825
4.250 0.8761
Fisher Pivots for day following 21-Nov-2018
Pivot 1 day 3 day
R1 0.8946 0.8959
PP 0.8942 0.8950
S1 0.8937 0.8941

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

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