CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8970 |
0.8933 |
-0.0038 |
-0.4% |
0.8924 |
| High |
0.8979 |
0.8936 |
-0.0043 |
-0.5% |
0.9012 |
| Low |
0.8915 |
0.8871 |
-0.0044 |
-0.5% |
0.8895 |
| Close |
0.8932 |
0.8883 |
-0.0049 |
-0.5% |
0.8974 |
| Range |
0.0064 |
0.0065 |
0.0001 |
0.8% |
0.0117 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.9% |
0.0000 |
| Volume |
186,281 |
178,683 |
-7,598 |
-4.1% |
919,320 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9051 |
0.8918 |
|
| R3 |
0.9026 |
0.8987 |
0.8901 |
|
| R2 |
0.8961 |
0.8961 |
0.8895 |
|
| R1 |
0.8922 |
0.8922 |
0.8889 |
0.8909 |
| PP |
0.8897 |
0.8897 |
0.8897 |
0.8890 |
| S1 |
0.8858 |
0.8858 |
0.8877 |
0.8845 |
| S2 |
0.8832 |
0.8832 |
0.8871 |
|
| S3 |
0.8768 |
0.8793 |
0.8865 |
|
| S4 |
0.8703 |
0.8729 |
0.8848 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9259 |
0.9038 |
|
| R3 |
0.9194 |
0.9142 |
0.9006 |
|
| R2 |
0.9077 |
0.9077 |
0.8995 |
|
| R1 |
0.9025 |
0.9025 |
0.8984 |
0.9051 |
| PP |
0.8960 |
0.8960 |
0.8960 |
0.8973 |
| S1 |
0.8908 |
0.8908 |
0.8963 |
0.8934 |
| S2 |
0.8843 |
0.8843 |
0.8952 |
|
| S3 |
0.8726 |
0.8791 |
0.8941 |
|
| S4 |
0.8609 |
0.8674 |
0.8909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9012 |
0.8871 |
0.0141 |
1.6% |
0.0067 |
0.8% |
9% |
False |
True |
198,227 |
| 10 |
0.9012 |
0.8871 |
0.0141 |
1.6% |
0.0061 |
0.7% |
9% |
False |
True |
170,034 |
| 20 |
0.9012 |
0.8774 |
0.0238 |
2.7% |
0.0061 |
0.7% |
46% |
False |
False |
160,319 |
| 40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0052 |
0.6% |
31% |
False |
False |
121,803 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0050 |
0.6% |
27% |
False |
False |
81,536 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.6% |
27% |
False |
False |
61,166 |
| 100 |
0.9264 |
0.8774 |
0.0490 |
5.5% |
0.0047 |
0.5% |
22% |
False |
False |
48,938 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
18% |
False |
False |
40,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9210 |
|
2.618 |
0.9104 |
|
1.618 |
0.9040 |
|
1.000 |
0.9000 |
|
0.618 |
0.8975 |
|
HIGH |
0.8936 |
|
0.618 |
0.8911 |
|
0.500 |
0.8903 |
|
0.382 |
0.8896 |
|
LOW |
0.8871 |
|
0.618 |
0.8831 |
|
1.000 |
0.8807 |
|
1.618 |
0.8767 |
|
2.618 |
0.8702 |
|
4.250 |
0.8597 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8903 |
0.8941 |
| PP |
0.8897 |
0.8922 |
| S1 |
0.8890 |
0.8902 |
|