CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8872 |
0.8883 |
0.0011 |
0.1% |
0.8924 |
| High |
0.8894 |
0.8908 |
0.0014 |
0.2% |
0.9012 |
| Low |
0.8849 |
0.8877 |
0.0028 |
0.3% |
0.8895 |
| Close |
0.8876 |
0.8900 |
0.0024 |
0.3% |
0.8974 |
| Range |
0.0045 |
0.0031 |
-0.0014 |
-31.1% |
0.0117 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
151,896 |
123,661 |
-28,235 |
-18.6% |
919,320 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8988 |
0.8975 |
0.8917 |
|
| R3 |
0.8957 |
0.8944 |
0.8908 |
|
| R2 |
0.8926 |
0.8926 |
0.8905 |
|
| R1 |
0.8913 |
0.8913 |
0.8902 |
0.8919 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8898 |
| S1 |
0.8882 |
0.8882 |
0.8897 |
0.8888 |
| S2 |
0.8864 |
0.8864 |
0.8894 |
|
| S3 |
0.8833 |
0.8851 |
0.8891 |
|
| S4 |
0.8802 |
0.8820 |
0.8882 |
|
|
| 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 |
0.8849 |
0.0163 |
1.8% |
0.0058 |
0.7% |
31% |
False |
False |
185,318 |
| 10 |
0.9012 |
0.8849 |
0.0163 |
1.8% |
0.0057 |
0.6% |
31% |
False |
False |
169,997 |
| 20 |
0.9012 |
0.8807 |
0.0205 |
2.3% |
0.0057 |
0.6% |
45% |
False |
False |
159,811 |
| 40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0051 |
0.6% |
36% |
False |
False |
128,290 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0050 |
0.6% |
31% |
False |
False |
86,125 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.5% |
31% |
False |
False |
64,608 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0047 |
0.5% |
26% |
False |
False |
51,693 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
21% |
False |
False |
43,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9040 |
|
2.618 |
0.8989 |
|
1.618 |
0.8958 |
|
1.000 |
0.8939 |
|
0.618 |
0.8927 |
|
HIGH |
0.8908 |
|
0.618 |
0.8896 |
|
0.500 |
0.8893 |
|
0.382 |
0.8889 |
|
LOW |
0.8877 |
|
0.618 |
0.8858 |
|
1.000 |
0.8846 |
|
1.618 |
0.8827 |
|
2.618 |
0.8796 |
|
4.250 |
0.8745 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8897 |
0.8897 |
| PP |
0.8895 |
0.8895 |
| S1 |
0.8893 |
0.8892 |
|