CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8905 |
0.8858 |
-0.0047 |
-0.5% |
0.8970 |
| High |
0.8912 |
0.8870 |
-0.0042 |
-0.5% |
0.8979 |
| Low |
0.8851 |
0.8848 |
-0.0003 |
0.0% |
0.8849 |
| Close |
0.8855 |
0.8859 |
0.0004 |
0.0% |
0.8855 |
| Range |
0.0061 |
0.0022 |
-0.0040 |
-64.8% |
0.0130 |
| ATR |
0.0056 |
0.0053 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
163,806 |
74,725 |
-89,081 |
-54.4% |
804,327 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8923 |
0.8912 |
0.8870 |
|
| R3 |
0.8902 |
0.8891 |
0.8864 |
|
| R2 |
0.8880 |
0.8880 |
0.8862 |
|
| R1 |
0.8869 |
0.8869 |
0.8860 |
0.8875 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8861 |
| S1 |
0.8848 |
0.8848 |
0.8857 |
0.8853 |
| S2 |
0.8837 |
0.8837 |
0.8855 |
|
| S3 |
0.8816 |
0.8826 |
0.8853 |
|
| S4 |
0.8794 |
0.8805 |
0.8847 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9198 |
0.8926 |
|
| R3 |
0.9153 |
0.9069 |
0.8890 |
|
| R2 |
0.9024 |
0.9024 |
0.8878 |
|
| R1 |
0.8939 |
0.8939 |
0.8866 |
0.8917 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8883 |
| S1 |
0.8810 |
0.8810 |
0.8843 |
0.8787 |
| S2 |
0.8765 |
0.8765 |
0.8831 |
|
| S3 |
0.8635 |
0.8680 |
0.8819 |
|
| S4 |
0.8506 |
0.8551 |
0.8783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8936 |
0.8848 |
0.0088 |
1.0% |
0.0045 |
0.5% |
12% |
False |
True |
138,554 |
| 10 |
0.9012 |
0.8848 |
0.0164 |
1.8% |
0.0057 |
0.6% |
6% |
False |
True |
169,651 |
| 20 |
0.9012 |
0.8848 |
0.0164 |
1.8% |
0.0055 |
0.6% |
6% |
False |
True |
159,862 |
| 40 |
0.9066 |
0.8774 |
0.0292 |
3.3% |
0.0051 |
0.6% |
29% |
False |
False |
133,497 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0051 |
0.6% |
21% |
False |
False |
90,095 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.5% |
21% |
False |
False |
67,588 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0047 |
0.5% |
17% |
False |
False |
54,077 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0044 |
0.5% |
14% |
False |
False |
45,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8961 |
|
2.618 |
0.8926 |
|
1.618 |
0.8904 |
|
1.000 |
0.8891 |
|
0.618 |
0.8883 |
|
HIGH |
0.8870 |
|
0.618 |
0.8861 |
|
0.500 |
0.8859 |
|
0.382 |
0.8856 |
|
LOW |
0.8848 |
|
0.618 |
0.8835 |
|
1.000 |
0.8827 |
|
1.618 |
0.8813 |
|
2.618 |
0.8792 |
|
4.250 |
0.8757 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8859 |
0.8880 |
| PP |
0.8859 |
0.8873 |
| S1 |
0.8859 |
0.8866 |
|