CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8838 |
-0.0020 |
-0.2% |
0.8970 |
| High |
0.8868 |
0.8879 |
0.0012 |
0.1% |
0.8979 |
| Low |
0.8836 |
0.8811 |
-0.0025 |
-0.3% |
0.8849 |
| Close |
0.8844 |
0.8847 |
0.0004 |
0.0% |
0.8855 |
| Range |
0.0032 |
0.0069 |
0.0037 |
114.1% |
0.0130 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.3% |
0.0000 |
| Volume |
99,564 |
199,445 |
99,881 |
100.3% |
804,327 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9051 |
0.9018 |
0.8885 |
|
| R3 |
0.8983 |
0.8949 |
0.8866 |
|
| R2 |
0.8914 |
0.8914 |
0.8860 |
|
| R1 |
0.8881 |
0.8881 |
0.8853 |
0.8897 |
| PP |
0.8846 |
0.8846 |
0.8846 |
0.8854 |
| S1 |
0.8812 |
0.8812 |
0.8841 |
0.8829 |
| S2 |
0.8777 |
0.8777 |
0.8834 |
|
| S3 |
0.8709 |
0.8744 |
0.8828 |
|
| S4 |
0.8640 |
0.8675 |
0.8809 |
|
|
| 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 |
0.8811 |
0.0101 |
1.1% |
0.0043 |
0.5% |
36% |
False |
True |
132,240 |
| 10 |
0.9012 |
0.8811 |
0.0201 |
2.3% |
0.0054 |
0.6% |
18% |
False |
True |
163,172 |
| 20 |
0.9012 |
0.8811 |
0.0201 |
2.3% |
0.0054 |
0.6% |
18% |
False |
True |
160,406 |
| 40 |
0.9055 |
0.8774 |
0.0281 |
3.2% |
0.0051 |
0.6% |
26% |
False |
False |
137,849 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0050 |
0.6% |
18% |
False |
False |
95,070 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.6% |
18% |
False |
False |
71,325 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0048 |
0.5% |
15% |
False |
False |
57,067 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0045 |
0.5% |
12% |
False |
False |
47,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9170 |
|
2.618 |
0.9058 |
|
1.618 |
0.8990 |
|
1.000 |
0.8948 |
|
0.618 |
0.8921 |
|
HIGH |
0.8879 |
|
0.618 |
0.8853 |
|
0.500 |
0.8845 |
|
0.382 |
0.8837 |
|
LOW |
0.8811 |
|
0.618 |
0.8768 |
|
1.000 |
0.8742 |
|
1.618 |
0.8700 |
|
2.618 |
0.8631 |
|
4.250 |
0.8519 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8846 |
0.8846 |
| PP |
0.8846 |
0.8846 |
| S1 |
0.8845 |
0.8845 |
|