CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 17-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.8871 |
0.8893 |
0.0022 |
0.2% |
0.8956 |
High |
0.8906 |
0.8946 |
0.0040 |
0.4% |
0.8987 |
Low |
0.8868 |
0.8879 |
0.0012 |
0.1% |
0.8865 |
Close |
0.8898 |
0.8941 |
0.0043 |
0.5% |
0.8898 |
Range |
0.0038 |
0.0067 |
0.0029 |
75.0% |
0.0122 |
ATR |
0.0045 |
0.0047 |
0.0002 |
3.3% |
0.0000 |
Volume |
118,976 |
124,310 |
5,334 |
4.5% |
402,817 |
|
Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9121 |
0.9097 |
0.8977 |
|
R3 |
0.9055 |
0.9031 |
0.8959 |
|
R2 |
0.8988 |
0.8988 |
0.8953 |
|
R1 |
0.8964 |
0.8964 |
0.8947 |
0.8976 |
PP |
0.8922 |
0.8922 |
0.8922 |
0.8928 |
S1 |
0.8898 |
0.8898 |
0.8934 |
0.8910 |
S2 |
0.8855 |
0.8855 |
0.8928 |
|
S3 |
0.8789 |
0.8831 |
0.8922 |
|
S4 |
0.8722 |
0.8765 |
0.8904 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9282 |
0.9212 |
0.8965 |
|
R3 |
0.9160 |
0.9090 |
0.8932 |
|
R2 |
0.9038 |
0.9038 |
0.8920 |
|
R1 |
0.8968 |
0.8968 |
0.8909 |
0.8942 |
PP |
0.8916 |
0.8916 |
0.8916 |
0.8903 |
S1 |
0.8846 |
0.8846 |
0.8887 |
0.8820 |
S2 |
0.8794 |
0.8794 |
0.8876 |
|
S3 |
0.8672 |
0.8724 |
0.8864 |
|
S4 |
0.8550 |
0.8602 |
0.8831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8946 |
0.8865 |
0.0081 |
0.9% |
0.0043 |
0.5% |
94% |
True |
False |
96,260 |
10 |
0.8990 |
0.8865 |
0.0126 |
1.4% |
0.0053 |
0.6% |
61% |
False |
False |
58,836 |
20 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0045 |
0.5% |
63% |
False |
False |
30,389 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0044 |
0.5% |
41% |
False |
False |
15,507 |
60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
41% |
False |
False |
10,383 |
80 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0035 |
0.4% |
30% |
False |
False |
7,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9228 |
2.618 |
0.9120 |
1.618 |
0.9053 |
1.000 |
0.9012 |
0.618 |
0.8987 |
HIGH |
0.8946 |
0.618 |
0.8920 |
0.500 |
0.8912 |
0.382 |
0.8904 |
LOW |
0.8879 |
0.618 |
0.8838 |
1.000 |
0.8813 |
1.618 |
0.8771 |
2.618 |
0.8705 |
4.250 |
0.8596 |
|
|
Fisher Pivots for day following 17-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8931 |
0.8929 |
PP |
0.8922 |
0.8917 |
S1 |
0.8912 |
0.8905 |
|