CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8885 |
0.8856 |
-0.0029 |
-0.3% |
0.8884 |
| High |
0.8892 |
0.8890 |
-0.0002 |
0.0% |
0.8919 |
| Low |
0.8852 |
0.8853 |
0.0001 |
0.0% |
0.8852 |
| Close |
0.8858 |
0.8877 |
0.0019 |
0.2% |
0.8877 |
| Range |
0.0040 |
0.0037 |
-0.0003 |
-6.3% |
0.0067 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
103,962 |
88,531 |
-15,431 |
-14.8% |
463,960 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8984 |
0.8967 |
0.8897 |
|
| R3 |
0.8947 |
0.8930 |
0.8887 |
|
| R2 |
0.8910 |
0.8910 |
0.8883 |
|
| R1 |
0.8893 |
0.8893 |
0.8880 |
0.8902 |
| PP |
0.8873 |
0.8873 |
0.8873 |
0.8877 |
| S1 |
0.8856 |
0.8856 |
0.8873 |
0.8865 |
| S2 |
0.8836 |
0.8836 |
0.8870 |
|
| S3 |
0.8799 |
0.8819 |
0.8866 |
|
| S4 |
0.8762 |
0.8782 |
0.8856 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9084 |
0.9047 |
0.8913 |
|
| R3 |
0.9017 |
0.8980 |
0.8895 |
|
| R2 |
0.8950 |
0.8950 |
0.8889 |
|
| R1 |
0.8913 |
0.8913 |
0.8883 |
0.8898 |
| PP |
0.8883 |
0.8883 |
0.8883 |
0.8875 |
| S1 |
0.8846 |
0.8846 |
0.8870 |
0.8831 |
| S2 |
0.8816 |
0.8816 |
0.8864 |
|
| S3 |
0.8749 |
0.8779 |
0.8858 |
|
| S4 |
0.8682 |
0.8712 |
0.8840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8919 |
0.8820 |
0.0099 |
1.1% |
0.0047 |
0.5% |
57% |
False |
False |
127,767 |
| 10 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0047 |
0.5% |
72% |
False |
False |
133,133 |
| 20 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0049 |
0.6% |
45% |
False |
False |
145,159 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0052 |
0.6% |
45% |
False |
False |
145,289 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
31% |
False |
False |
118,887 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.5% |
26% |
False |
False |
89,306 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
26% |
False |
False |
71,455 |
| 120 |
0.9266 |
0.8768 |
0.0498 |
5.6% |
0.0046 |
0.5% |
22% |
False |
False |
59,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9047 |
|
2.618 |
0.8987 |
|
1.618 |
0.8950 |
|
1.000 |
0.8927 |
|
0.618 |
0.8913 |
|
HIGH |
0.8890 |
|
0.618 |
0.8876 |
|
0.500 |
0.8872 |
|
0.382 |
0.8867 |
|
LOW |
0.8853 |
|
0.618 |
0.8830 |
|
1.000 |
0.8816 |
|
1.618 |
0.8793 |
|
2.618 |
0.8756 |
|
4.250 |
0.8696 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8875 |
0.8886 |
| PP |
0.8873 |
0.8883 |
| S1 |
0.8872 |
0.8880 |
|