CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8870 |
0.8819 |
-0.0052 |
-0.6% |
0.8884 |
| High |
0.8873 |
0.8829 |
-0.0044 |
-0.5% |
0.8919 |
| Low |
0.8811 |
0.8796 |
-0.0016 |
-0.2% |
0.8852 |
| Close |
0.8812 |
0.8801 |
-0.0012 |
-0.1% |
0.8877 |
| Range |
0.0062 |
0.0034 |
-0.0028 |
-45.2% |
0.0067 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
111,805 |
104,561 |
-7,244 |
-6.5% |
463,960 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8910 |
0.8889 |
0.8819 |
|
| R3 |
0.8876 |
0.8855 |
0.8810 |
|
| R2 |
0.8842 |
0.8842 |
0.8807 |
|
| R1 |
0.8821 |
0.8821 |
0.8804 |
0.8815 |
| PP |
0.8808 |
0.8808 |
0.8808 |
0.8805 |
| S1 |
0.8788 |
0.8788 |
0.8797 |
0.8781 |
| S2 |
0.8775 |
0.8775 |
0.8794 |
|
| S3 |
0.8741 |
0.8754 |
0.8791 |
|
| S4 |
0.8707 |
0.8720 |
0.8782 |
|
|
| 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 |
0.8796 |
0.0124 |
1.4% |
0.0043 |
0.5% |
4% |
False |
True |
112,196 |
| 10 |
0.8919 |
0.8782 |
0.0138 |
1.6% |
0.0048 |
0.5% |
14% |
False |
False |
133,106 |
| 20 |
0.8936 |
0.8768 |
0.0168 |
1.9% |
0.0047 |
0.5% |
20% |
False |
False |
132,360 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0053 |
0.6% |
14% |
False |
False |
144,931 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
9% |
False |
False |
122,381 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
8% |
False |
False |
92,009 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.6% |
8% |
False |
False |
73,618 |
| 120 |
0.9266 |
0.8768 |
0.0498 |
5.7% |
0.0047 |
0.5% |
7% |
False |
False |
61,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8974 |
|
2.618 |
0.8919 |
|
1.618 |
0.8885 |
|
1.000 |
0.8863 |
|
0.618 |
0.8851 |
|
HIGH |
0.8829 |
|
0.618 |
0.8817 |
|
0.500 |
0.8812 |
|
0.382 |
0.8808 |
|
LOW |
0.8796 |
|
0.618 |
0.8774 |
|
1.000 |
0.8762 |
|
1.618 |
0.8740 |
|
2.618 |
0.8706 |
|
4.250 |
0.8651 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8812 |
0.8843 |
| PP |
0.8808 |
0.8829 |
| S1 |
0.8804 |
0.8815 |
|