CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8951 |
0.8924 |
-0.0027 |
-0.3% |
0.8959 |
| High |
0.8954 |
0.8937 |
-0.0017 |
-0.2% |
0.9001 |
| Low |
0.8914 |
0.8895 |
-0.0019 |
-0.2% |
0.8908 |
| Close |
0.8919 |
0.8901 |
-0.0018 |
-0.2% |
0.8919 |
| Range |
0.0041 |
0.0043 |
0.0002 |
4.9% |
0.0093 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
140,135 |
101,860 |
-38,275 |
-27.3% |
675,892 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9038 |
0.9012 |
0.8924 |
|
| R3 |
0.8996 |
0.8969 |
0.8912 |
|
| R2 |
0.8953 |
0.8953 |
0.8908 |
|
| R1 |
0.8927 |
0.8927 |
0.8904 |
0.8919 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8907 |
| S1 |
0.8884 |
0.8884 |
0.8897 |
0.8876 |
| S2 |
0.8868 |
0.8868 |
0.8893 |
|
| S3 |
0.8826 |
0.8842 |
0.8889 |
|
| S4 |
0.8783 |
0.8799 |
0.8877 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9220 |
0.9162 |
0.8969 |
|
| R3 |
0.9127 |
0.9069 |
0.8944 |
|
| R2 |
0.9035 |
0.9035 |
0.8935 |
|
| R1 |
0.8977 |
0.8977 |
0.8927 |
0.8960 |
| PP |
0.8942 |
0.8942 |
0.8942 |
0.8934 |
| S1 |
0.8884 |
0.8884 |
0.8910 |
0.8867 |
| S2 |
0.8850 |
0.8850 |
0.8902 |
|
| S3 |
0.8757 |
0.8792 |
0.8893 |
|
| S4 |
0.8665 |
0.8699 |
0.8868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8991 |
0.8895 |
0.0097 |
1.1% |
0.0050 |
0.6% |
6% |
False |
True |
128,341 |
| 10 |
0.9001 |
0.8863 |
0.0138 |
1.6% |
0.0053 |
0.6% |
28% |
False |
False |
150,074 |
| 20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0052 |
0.6% |
56% |
False |
False |
136,027 |
| 40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0048 |
0.5% |
36% |
False |
False |
92,572 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
31% |
False |
False |
61,837 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
31% |
False |
False |
46,387 |
| 100 |
0.9266 |
0.8774 |
0.0492 |
5.5% |
0.0044 |
0.5% |
26% |
False |
False |
37,114 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0041 |
0.5% |
21% |
False |
False |
30,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9118 |
|
2.618 |
0.9048 |
|
1.618 |
0.9006 |
|
1.000 |
0.8980 |
|
0.618 |
0.8963 |
|
HIGH |
0.8937 |
|
0.618 |
0.8921 |
|
0.500 |
0.8916 |
|
0.382 |
0.8911 |
|
LOW |
0.8895 |
|
0.618 |
0.8868 |
|
1.000 |
0.8852 |
|
1.618 |
0.8826 |
|
2.618 |
0.8783 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8916 |
0.8934 |
| PP |
0.8911 |
0.8923 |
| S1 |
0.8906 |
0.8912 |
|