CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8929 |
0.8948 |
0.0019 |
0.2% |
0.8959 |
| High |
0.8957 |
0.8977 |
0.0020 |
0.2% |
0.9001 |
| Low |
0.8904 |
0.8907 |
0.0004 |
0.0% |
0.8908 |
| Close |
0.8929 |
0.8914 |
-0.0016 |
-0.2% |
0.8919 |
| Range |
0.0053 |
0.0070 |
0.0017 |
31.1% |
0.0093 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.3% |
0.0000 |
| Volume |
172,508 |
167,594 |
-4,914 |
-2.8% |
675,892 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9141 |
0.9097 |
0.8952 |
|
| R3 |
0.9071 |
0.9027 |
0.8933 |
|
| R2 |
0.9002 |
0.9002 |
0.8926 |
|
| R1 |
0.8958 |
0.8958 |
0.8920 |
0.8945 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8926 |
| S1 |
0.8888 |
0.8888 |
0.8907 |
0.8876 |
| S2 |
0.8863 |
0.8863 |
0.8901 |
|
| S3 |
0.8793 |
0.8819 |
0.8894 |
|
| S4 |
0.8724 |
0.8749 |
0.8875 |
|
|
| 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 |
0.8977 |
0.8895 |
0.0082 |
0.9% |
0.0055 |
0.6% |
23% |
True |
False |
154,677 |
| 10 |
0.9001 |
0.8895 |
0.0106 |
1.2% |
0.0054 |
0.6% |
18% |
False |
False |
146,323 |
| 20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0055 |
0.6% |
62% |
False |
False |
145,419 |
| 40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0050 |
0.6% |
40% |
False |
False |
105,752 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
34% |
False |
False |
70,689 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
34% |
False |
False |
53,029 |
| 100 |
0.9266 |
0.8774 |
0.0492 |
5.5% |
0.0046 |
0.5% |
28% |
False |
False |
42,428 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0042 |
0.5% |
23% |
False |
False |
35,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9272 |
|
2.618 |
0.9158 |
|
1.618 |
0.9089 |
|
1.000 |
0.9046 |
|
0.618 |
0.9019 |
|
HIGH |
0.8977 |
|
0.618 |
0.8950 |
|
0.500 |
0.8942 |
|
0.382 |
0.8934 |
|
LOW |
0.8907 |
|
0.618 |
0.8864 |
|
1.000 |
0.8838 |
|
1.618 |
0.8795 |
|
2.618 |
0.8725 |
|
4.250 |
0.8612 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8942 |
0.8937 |
| PP |
0.8932 |
0.8929 |
| S1 |
0.8923 |
0.8921 |
|