CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8946 |
0.8913 |
-0.0034 |
-0.4% |
0.8835 |
| High |
0.8967 |
0.8973 |
0.0006 |
0.1% |
0.8985 |
| Low |
0.8914 |
0.8908 |
-0.0006 |
-0.1% |
0.8820 |
| Close |
0.8929 |
0.8951 |
0.0022 |
0.2% |
0.8971 |
| Range |
0.0053 |
0.0065 |
0.0012 |
22.6% |
0.0165 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.8% |
0.0000 |
| Volume |
128,830 |
147,092 |
18,262 |
14.2% |
826,866 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9139 |
0.9110 |
0.8987 |
|
| R3 |
0.9074 |
0.9045 |
0.8969 |
|
| R2 |
0.9009 |
0.9009 |
0.8963 |
|
| R1 |
0.8980 |
0.8980 |
0.8957 |
0.8995 |
| PP |
0.8944 |
0.8944 |
0.8944 |
0.8951 |
| S1 |
0.8915 |
0.8915 |
0.8945 |
0.8930 |
| S2 |
0.8879 |
0.8879 |
0.8939 |
|
| S3 |
0.8814 |
0.8850 |
0.8933 |
|
| S4 |
0.8749 |
0.8785 |
0.8915 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9420 |
0.9360 |
0.9061 |
|
| R3 |
0.9255 |
0.9195 |
0.9016 |
|
| R2 |
0.9090 |
0.9090 |
0.9001 |
|
| R1 |
0.9030 |
0.9030 |
0.8986 |
0.9060 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8940 |
| S1 |
0.8865 |
0.8865 |
0.8955 |
0.8895 |
| S2 |
0.8760 |
0.8760 |
0.8940 |
|
| S3 |
0.8595 |
0.8700 |
0.8925 |
|
| S4 |
0.8430 |
0.8535 |
0.8880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9001 |
0.8908 |
0.0093 |
1.0% |
0.0053 |
0.6% |
46% |
False |
True |
137,969 |
| 10 |
0.9001 |
0.8807 |
0.0194 |
2.2% |
0.0058 |
0.6% |
74% |
False |
False |
149,625 |
| 20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0052 |
0.6% |
78% |
False |
False |
133,054 |
| 40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0049 |
0.5% |
51% |
False |
False |
86,573 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
43% |
False |
False |
57,805 |
| 80 |
0.9228 |
0.8774 |
0.0454 |
5.1% |
0.0047 |
0.5% |
39% |
False |
False |
43,363 |
| 100 |
0.9359 |
0.8774 |
0.0585 |
6.5% |
0.0044 |
0.5% |
30% |
False |
False |
34,695 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0041 |
0.5% |
30% |
False |
False |
28,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9143 |
|
1.618 |
0.9078 |
|
1.000 |
0.9038 |
|
0.618 |
0.9013 |
|
HIGH |
0.8973 |
|
0.618 |
0.8948 |
|
0.500 |
0.8941 |
|
0.382 |
0.8933 |
|
LOW |
0.8908 |
|
0.618 |
0.8868 |
|
1.000 |
0.8843 |
|
1.618 |
0.8803 |
|
2.618 |
0.8738 |
|
4.250 |
0.8632 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8948 |
0.8951 |
| PP |
0.8944 |
0.8950 |
| S1 |
0.8941 |
0.8950 |
|