CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8807 |
0.8824 |
0.0018 |
0.2% |
0.8858 |
| High |
0.8847 |
0.8861 |
0.0014 |
0.2% |
0.8879 |
| Low |
0.8791 |
0.8813 |
0.0022 |
0.3% |
0.8788 |
| Close |
0.8833 |
0.8823 |
-0.0010 |
-0.1% |
0.8811 |
| Range |
0.0056 |
0.0048 |
-0.0008 |
-14.3% |
0.0092 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
152,755 |
175,672 |
22,917 |
15.0% |
600,300 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8976 |
0.8947 |
0.8849 |
|
| R3 |
0.8928 |
0.8899 |
0.8836 |
|
| R2 |
0.8880 |
0.8880 |
0.8831 |
|
| R1 |
0.8851 |
0.8851 |
0.8827 |
0.8842 |
| PP |
0.8832 |
0.8832 |
0.8832 |
0.8827 |
| S1 |
0.8803 |
0.8803 |
0.8818 |
0.8794 |
| S2 |
0.8784 |
0.8784 |
0.8814 |
|
| S3 |
0.8736 |
0.8755 |
0.8809 |
|
| S4 |
0.8688 |
0.8707 |
0.8796 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9047 |
0.8861 |
|
| R3 |
0.9009 |
0.8955 |
0.8836 |
|
| R2 |
0.8917 |
0.8917 |
0.8827 |
|
| R1 |
0.8864 |
0.8864 |
0.8819 |
0.8845 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8816 |
| S1 |
0.8772 |
0.8772 |
0.8802 |
0.8753 |
| S2 |
0.8734 |
0.8734 |
0.8794 |
|
| S3 |
0.8643 |
0.8681 |
0.8785 |
|
| S4 |
0.8551 |
0.8589 |
0.8760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8861 |
0.8768 |
0.0094 |
1.1% |
0.0047 |
0.5% |
59% |
True |
False |
138,499 |
| 10 |
0.8912 |
0.8768 |
0.0144 |
1.6% |
0.0046 |
0.5% |
38% |
False |
False |
133,775 |
| 20 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
23% |
False |
False |
151,886 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
23% |
False |
False |
142,470 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
15% |
False |
False |
108,344 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
13% |
False |
False |
81,325 |
| 100 |
0.9228 |
0.8768 |
0.0461 |
5.2% |
0.0048 |
0.5% |
12% |
False |
False |
65,068 |
| 120 |
0.9359 |
0.8768 |
0.0591 |
6.7% |
0.0045 |
0.5% |
9% |
False |
False |
54,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9065 |
|
2.618 |
0.8987 |
|
1.618 |
0.8939 |
|
1.000 |
0.8909 |
|
0.618 |
0.8891 |
|
HIGH |
0.8861 |
|
0.618 |
0.8843 |
|
0.500 |
0.8837 |
|
0.382 |
0.8831 |
|
LOW |
0.8813 |
|
0.618 |
0.8783 |
|
1.000 |
0.8765 |
|
1.618 |
0.8735 |
|
2.618 |
0.8687 |
|
4.250 |
0.8609 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8837 |
0.8822 |
| PP |
0.8832 |
0.8822 |
| S1 |
0.8827 |
0.8821 |
|