CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8858 |
0.0000 |
0.0% |
0.8970 |
| High |
0.8870 |
0.8868 |
-0.0002 |
0.0% |
0.8979 |
| Low |
0.8848 |
0.8836 |
-0.0013 |
-0.1% |
0.8849 |
| Close |
0.8859 |
0.8844 |
-0.0015 |
-0.2% |
0.8855 |
| Range |
0.0022 |
0.0032 |
0.0011 |
48.8% |
0.0130 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
74,725 |
99,564 |
24,839 |
33.2% |
804,327 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8945 |
0.8926 |
0.8861 |
|
| R3 |
0.8913 |
0.8894 |
0.8852 |
|
| R2 |
0.8881 |
0.8881 |
0.8849 |
|
| R1 |
0.8862 |
0.8862 |
0.8846 |
0.8856 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8846 |
| S1 |
0.8830 |
0.8830 |
0.8841 |
0.8824 |
| S2 |
0.8817 |
0.8817 |
0.8838 |
|
| S3 |
0.8785 |
0.8798 |
0.8835 |
|
| S4 |
0.8753 |
0.8766 |
0.8826 |
|
|
| 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 |
0.8912 |
0.8836 |
0.0076 |
0.9% |
0.0038 |
0.4% |
11% |
False |
True |
122,730 |
| 10 |
0.9012 |
0.8836 |
0.0176 |
2.0% |
0.0053 |
0.6% |
5% |
False |
True |
160,478 |
| 20 |
0.9012 |
0.8836 |
0.0176 |
2.0% |
0.0054 |
0.6% |
5% |
False |
True |
158,107 |
| 40 |
0.9062 |
0.8774 |
0.0288 |
3.3% |
0.0050 |
0.6% |
24% |
False |
False |
135,018 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0050 |
0.6% |
17% |
False |
False |
91,753 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.6% |
17% |
False |
False |
68,832 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0047 |
0.5% |
14% |
False |
False |
55,073 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0045 |
0.5% |
12% |
False |
False |
45,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9004 |
|
2.618 |
0.8951 |
|
1.618 |
0.8919 |
|
1.000 |
0.8900 |
|
0.618 |
0.8887 |
|
HIGH |
0.8868 |
|
0.618 |
0.8855 |
|
0.500 |
0.8852 |
|
0.382 |
0.8848 |
|
LOW |
0.8836 |
|
0.618 |
0.8816 |
|
1.000 |
0.8804 |
|
1.618 |
0.8784 |
|
2.618 |
0.8752 |
|
4.250 |
0.8700 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8852 |
0.8874 |
| PP |
0.8849 |
0.8864 |
| S1 |
0.8846 |
0.8854 |
|