CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8823 |
0.8884 |
0.0062 |
0.7% |
0.8803 |
| High |
0.8896 |
0.8913 |
0.0017 |
0.2% |
0.8896 |
| Low |
0.8820 |
0.8877 |
0.0057 |
0.6% |
0.8768 |
| Close |
0.8881 |
0.8904 |
0.0023 |
0.3% |
0.8881 |
| Range |
0.0076 |
0.0037 |
-0.0040 |
-52.0% |
0.0129 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
174,878 |
119,342 |
-55,536 |
-31.8% |
748,531 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8992 |
0.8924 |
|
| R3 |
0.8971 |
0.8955 |
0.8914 |
|
| R2 |
0.8934 |
0.8934 |
0.8910 |
|
| R1 |
0.8919 |
0.8919 |
0.8907 |
0.8927 |
| PP |
0.8898 |
0.8898 |
0.8898 |
0.8902 |
| S1 |
0.8882 |
0.8882 |
0.8900 |
0.8890 |
| S2 |
0.8861 |
0.8861 |
0.8897 |
|
| S3 |
0.8825 |
0.8846 |
0.8893 |
|
| S4 |
0.8788 |
0.8809 |
0.8883 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9186 |
0.8952 |
|
| R3 |
0.9105 |
0.9057 |
0.8916 |
|
| R2 |
0.8977 |
0.8977 |
0.8905 |
|
| R1 |
0.8929 |
0.8929 |
0.8893 |
0.8953 |
| PP |
0.8848 |
0.8848 |
0.8848 |
0.8860 |
| S1 |
0.8800 |
0.8800 |
0.8869 |
0.8824 |
| S2 |
0.8720 |
0.8720 |
0.8857 |
|
| S3 |
0.8591 |
0.8672 |
0.8846 |
|
| S4 |
0.8463 |
0.8543 |
0.8810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8913 |
0.8782 |
0.0132 |
1.5% |
0.0052 |
0.6% |
93% |
True |
False |
154,016 |
| 10 |
0.8913 |
0.8768 |
0.0146 |
1.6% |
0.0049 |
0.6% |
93% |
True |
False |
139,344 |
| 20 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0053 |
0.6% |
56% |
False |
False |
154,498 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0053 |
0.6% |
56% |
False |
False |
145,262 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
38% |
False |
False |
113,214 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
33% |
False |
False |
85,002 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
33% |
False |
False |
68,009 |
| 120 |
0.9266 |
0.8768 |
0.0498 |
5.6% |
0.0046 |
0.5% |
27% |
False |
False |
56,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9068 |
|
2.618 |
0.9009 |
|
1.618 |
0.8972 |
|
1.000 |
0.8950 |
|
0.618 |
0.8936 |
|
HIGH |
0.8913 |
|
0.618 |
0.8899 |
|
0.500 |
0.8895 |
|
0.382 |
0.8890 |
|
LOW |
0.8877 |
|
0.618 |
0.8854 |
|
1.000 |
0.8840 |
|
1.618 |
0.8817 |
|
2.618 |
0.8781 |
|
4.250 |
0.8721 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8901 |
0.8890 |
| PP |
0.8898 |
0.8877 |
| S1 |
0.8895 |
0.8863 |
|