CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8894 |
0.8950 |
0.0056 |
0.6% |
0.8843 |
| High |
0.8953 |
0.8985 |
0.0032 |
0.4% |
0.8856 |
| Low |
0.8871 |
0.8929 |
0.0058 |
0.7% |
0.8774 |
| Close |
0.8926 |
0.8975 |
0.0049 |
0.5% |
0.8836 |
| Range |
0.0083 |
0.0057 |
-0.0026 |
-31.5% |
0.0082 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.1% |
0.0000 |
| Volume |
153,460 |
280,763 |
127,303 |
83.0% |
643,979 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9132 |
0.9110 |
0.9006 |
|
| R3 |
0.9076 |
0.9053 |
0.8990 |
|
| R2 |
0.9019 |
0.9019 |
0.8985 |
|
| R1 |
0.8997 |
0.8997 |
0.8980 |
0.9008 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8968 |
| S1 |
0.8940 |
0.8940 |
0.8969 |
0.8952 |
| S2 |
0.8906 |
0.8906 |
0.8964 |
|
| S3 |
0.8850 |
0.8884 |
0.8959 |
|
| S4 |
0.8793 |
0.8827 |
0.8943 |
|
|
| 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 |
0.8985 |
0.8807 |
0.0178 |
2.0% |
0.0062 |
0.7% |
94% |
True |
False |
161,280 |
| 10 |
0.8985 |
0.8774 |
0.0211 |
2.4% |
0.0056 |
0.6% |
95% |
True |
False |
144,516 |
| 20 |
0.9014 |
0.8774 |
0.0240 |
2.7% |
0.0048 |
0.5% |
84% |
False |
False |
124,053 |
| 40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
49% |
False |
False |
69,417 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
49% |
False |
False |
46,311 |
| 80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0046 |
0.5% |
42% |
False |
False |
34,742 |
| 100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
33% |
False |
False |
27,797 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0040 |
0.4% |
33% |
False |
False |
23,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9225 |
|
2.618 |
0.9133 |
|
1.618 |
0.9076 |
|
1.000 |
0.9042 |
|
0.618 |
0.9020 |
|
HIGH |
0.8985 |
|
0.618 |
0.8963 |
|
0.500 |
0.8957 |
|
0.382 |
0.8950 |
|
LOW |
0.8929 |
|
0.618 |
0.8894 |
|
1.000 |
0.8872 |
|
1.618 |
0.8837 |
|
2.618 |
0.8781 |
|
4.250 |
0.8688 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8969 |
0.8958 |
| PP |
0.8963 |
0.8941 |
| S1 |
0.8957 |
0.8924 |
|