CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8856 |
0.8870 |
0.0014 |
0.2% |
0.8884 |
| High |
0.8890 |
0.8873 |
-0.0017 |
-0.2% |
0.8919 |
| Low |
0.8853 |
0.8811 |
-0.0042 |
-0.5% |
0.8852 |
| Close |
0.8877 |
0.8812 |
-0.0065 |
-0.7% |
0.8877 |
| Range |
0.0037 |
0.0062 |
0.0025 |
67.6% |
0.0067 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.3% |
0.0000 |
| Volume |
88,531 |
111,805 |
23,274 |
26.3% |
463,960 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9018 |
0.8977 |
0.8846 |
|
| R3 |
0.8956 |
0.8915 |
0.8829 |
|
| R2 |
0.8894 |
0.8894 |
0.8823 |
|
| R1 |
0.8853 |
0.8853 |
0.8818 |
0.8843 |
| PP |
0.8832 |
0.8832 |
0.8832 |
0.8827 |
| S1 |
0.8791 |
0.8791 |
0.8806 |
0.8781 |
| S2 |
0.8770 |
0.8770 |
0.8801 |
|
| S3 |
0.8708 |
0.8729 |
0.8795 |
|
| S4 |
0.8646 |
0.8667 |
0.8778 |
|
|
| 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 |
0.8811 |
0.0108 |
1.2% |
0.0044 |
0.5% |
1% |
False |
True |
115,153 |
| 10 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0050 |
0.6% |
29% |
False |
False |
132,429 |
| 20 |
0.8979 |
0.8768 |
0.0211 |
2.4% |
0.0048 |
0.5% |
21% |
False |
False |
136,446 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0053 |
0.6% |
18% |
False |
False |
144,874 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
13% |
False |
False |
120,718 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
11% |
False |
False |
90,703 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
11% |
False |
False |
72,573 |
| 120 |
0.9266 |
0.8768 |
0.0498 |
5.7% |
0.0047 |
0.5% |
9% |
False |
False |
60,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9137 |
|
2.618 |
0.9035 |
|
1.618 |
0.8973 |
|
1.000 |
0.8935 |
|
0.618 |
0.8911 |
|
HIGH |
0.8873 |
|
0.618 |
0.8849 |
|
0.500 |
0.8842 |
|
0.382 |
0.8835 |
|
LOW |
0.8811 |
|
0.618 |
0.8773 |
|
1.000 |
0.8749 |
|
1.618 |
0.8711 |
|
2.618 |
0.8649 |
|
4.250 |
0.8548 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8842 |
0.8851 |
| PP |
0.8832 |
0.8838 |
| S1 |
0.8822 |
0.8825 |
|