CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8820 |
0.8848 |
0.0028 |
0.3% |
0.8940 |
| High |
0.8856 |
0.8856 |
0.0001 |
0.0% |
0.8949 |
| Low |
0.8818 |
0.8775 |
-0.0043 |
-0.5% |
0.8842 |
| Close |
0.8844 |
0.8792 |
-0.0052 |
-0.6% |
0.8854 |
| Range |
0.0038 |
0.0081 |
0.0043 |
113.2% |
0.0107 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
6.3% |
0.0000 |
| Volume |
122,332 |
123,842 |
1,510 |
1.2% |
546,083 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9051 |
0.9002 |
0.8837 |
|
| R3 |
0.8970 |
0.8921 |
0.8814 |
|
| R2 |
0.8889 |
0.8889 |
0.8807 |
|
| R1 |
0.8840 |
0.8840 |
0.8799 |
0.8824 |
| PP |
0.8808 |
0.8808 |
0.8808 |
0.8800 |
| S1 |
0.8759 |
0.8759 |
0.8785 |
0.8743 |
| S2 |
0.8727 |
0.8727 |
0.8777 |
|
| S3 |
0.8646 |
0.8678 |
0.8770 |
|
| S4 |
0.8565 |
0.8597 |
0.8747 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9203 |
0.9135 |
0.8913 |
|
| R3 |
0.9096 |
0.9028 |
0.8883 |
|
| R2 |
0.8989 |
0.8989 |
0.8874 |
|
| R1 |
0.8921 |
0.8921 |
0.8864 |
0.8902 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8872 |
| S1 |
0.8814 |
0.8814 |
0.8844 |
0.8795 |
| S2 |
0.8775 |
0.8775 |
0.8834 |
|
| S3 |
0.8668 |
0.8707 |
0.8825 |
|
| S4 |
0.8561 |
0.8600 |
0.8795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8935 |
0.8775 |
0.0160 |
1.8% |
0.0051 |
0.6% |
11% |
False |
True |
123,006 |
| 10 |
0.8981 |
0.8775 |
0.0206 |
2.3% |
0.0043 |
0.5% |
8% |
False |
True |
111,218 |
| 20 |
0.9124 |
0.8775 |
0.0349 |
4.0% |
0.0046 |
0.5% |
5% |
False |
True |
89,094 |
| 40 |
0.9184 |
0.8775 |
0.0409 |
4.7% |
0.0046 |
0.5% |
4% |
False |
True |
45,236 |
| 60 |
0.9184 |
0.8775 |
0.0409 |
4.7% |
0.0046 |
0.5% |
4% |
False |
True |
30,178 |
| 80 |
0.9257 |
0.8775 |
0.0482 |
5.5% |
0.0044 |
0.5% |
4% |
False |
True |
22,640 |
| 100 |
0.9374 |
0.8775 |
0.0599 |
6.8% |
0.0041 |
0.5% |
3% |
False |
True |
18,115 |
| 120 |
0.9515 |
0.8775 |
0.0740 |
8.4% |
0.0037 |
0.4% |
2% |
False |
True |
15,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9200 |
|
2.618 |
0.9068 |
|
1.618 |
0.8987 |
|
1.000 |
0.8937 |
|
0.618 |
0.8906 |
|
HIGH |
0.8856 |
|
0.618 |
0.8825 |
|
0.500 |
0.8816 |
|
0.382 |
0.8806 |
|
LOW |
0.8775 |
|
0.618 |
0.8725 |
|
1.000 |
0.8694 |
|
1.618 |
0.8644 |
|
2.618 |
0.8563 |
|
4.250 |
0.8431 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8816 |
0.8816 |
| PP |
0.8808 |
0.8808 |
| S1 |
0.8800 |
0.8800 |
|