CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8781 |
0.8825 |
0.0045 |
0.5% |
0.8843 |
| High |
0.8845 |
0.8850 |
0.0005 |
0.1% |
0.8856 |
| Low |
0.8774 |
0.8807 |
0.0033 |
0.4% |
0.8774 |
| Close |
0.8827 |
0.8836 |
0.0009 |
0.1% |
0.8836 |
| Range |
0.0071 |
0.0043 |
-0.0028 |
-39.7% |
0.0082 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
161,880 |
133,627 |
-28,253 |
-17.5% |
643,979 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8958 |
0.8939 |
0.8859 |
|
| R3 |
0.8916 |
0.8897 |
0.8847 |
|
| R2 |
0.8873 |
0.8873 |
0.8843 |
|
| R1 |
0.8854 |
0.8854 |
0.8839 |
0.8864 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8835 |
| S1 |
0.8812 |
0.8812 |
0.8832 |
0.8821 |
| S2 |
0.8788 |
0.8788 |
0.8828 |
|
| S3 |
0.8746 |
0.8769 |
0.8824 |
|
| S4 |
0.8703 |
0.8727 |
0.8812 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.9034 |
0.8881 |
|
| R3 |
0.8986 |
0.8952 |
0.8858 |
|
| R2 |
0.8904 |
0.8904 |
0.8851 |
|
| R1 |
0.8870 |
0.8870 |
0.8843 |
0.8846 |
| PP |
0.8822 |
0.8822 |
0.8822 |
0.8810 |
| S1 |
0.8788 |
0.8788 |
0.8828 |
0.8764 |
| S2 |
0.8740 |
0.8740 |
0.8820 |
|
| S3 |
0.8658 |
0.8706 |
0.8813 |
|
| S4 |
0.8576 |
0.8624 |
0.8790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8856 |
0.8774 |
0.0082 |
0.9% |
0.0052 |
0.6% |
75% |
False |
False |
128,795 |
| 10 |
0.8949 |
0.8774 |
0.0175 |
2.0% |
0.0046 |
0.5% |
35% |
False |
False |
119,006 |
| 20 |
0.9084 |
0.8774 |
0.0310 |
3.5% |
0.0044 |
0.5% |
20% |
False |
False |
102,917 |
| 40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
15% |
False |
False |
52,622 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0046 |
0.5% |
15% |
False |
False |
35,100 |
| 80 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0045 |
0.5% |
13% |
False |
False |
26,333 |
| 100 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0042 |
0.5% |
10% |
False |
False |
21,070 |
| 120 |
0.9492 |
0.8774 |
0.0718 |
8.1% |
0.0038 |
0.4% |
9% |
False |
False |
17,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9030 |
|
2.618 |
0.8961 |
|
1.618 |
0.8918 |
|
1.000 |
0.8892 |
|
0.618 |
0.8876 |
|
HIGH |
0.8850 |
|
0.618 |
0.8833 |
|
0.500 |
0.8828 |
|
0.382 |
0.8823 |
|
LOW |
0.8807 |
|
0.618 |
0.8781 |
|
1.000 |
0.8765 |
|
1.618 |
0.8738 |
|
2.618 |
0.8696 |
|
4.250 |
0.8626 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8833 |
0.8829 |
| PP |
0.8831 |
0.8822 |
| S1 |
0.8828 |
0.8815 |
|