CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8843 |
-0.0035 |
-0.4% |
0.8870 |
| High |
0.8885 |
0.8916 |
0.0031 |
0.3% |
0.8873 |
| Low |
0.8838 |
0.8842 |
0.0004 |
0.0% |
0.8781 |
| Close |
0.8842 |
0.8884 |
0.0042 |
0.5% |
0.8812 |
| Range |
0.0047 |
0.0074 |
0.0027 |
58.1% |
0.0093 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.7% |
0.0000 |
| Volume |
80,849 |
227,386 |
146,537 |
181.2% |
546,361 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9101 |
0.9066 |
0.8924 |
|
| R3 |
0.9027 |
0.8992 |
0.8904 |
|
| R2 |
0.8954 |
0.8954 |
0.8897 |
|
| R1 |
0.8919 |
0.8919 |
0.8890 |
0.8936 |
| PP |
0.8880 |
0.8880 |
0.8880 |
0.8889 |
| S1 |
0.8845 |
0.8845 |
0.8877 |
0.8863 |
| S2 |
0.8807 |
0.8807 |
0.8870 |
|
| S3 |
0.8733 |
0.8772 |
0.8863 |
|
| S4 |
0.8660 |
0.8698 |
0.8843 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9099 |
0.9048 |
0.8862 |
|
| R3 |
0.9007 |
0.8955 |
0.8837 |
|
| R2 |
0.8914 |
0.8914 |
0.8828 |
|
| R1 |
0.8863 |
0.8863 |
0.8820 |
0.8842 |
| PP |
0.8822 |
0.8822 |
0.8822 |
0.8811 |
| S1 |
0.8770 |
0.8770 |
0.8803 |
0.8750 |
| S2 |
0.8729 |
0.8729 |
0.8795 |
|
| S3 |
0.8637 |
0.8678 |
0.8786 |
|
| S4 |
0.8544 |
0.8585 |
0.8761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8916 |
0.8794 |
0.0122 |
1.4% |
0.0054 |
0.6% |
74% |
True |
False |
138,473 |
| 10 |
0.8916 |
0.8781 |
0.0135 |
1.5% |
0.0048 |
0.5% |
76% |
True |
False |
123,811 |
| 20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0048 |
0.5% |
77% |
False |
False |
129,432 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0051 |
0.6% |
48% |
False |
False |
144,919 |
| 60 |
0.9055 |
0.8768 |
0.0288 |
3.2% |
0.0050 |
0.6% |
40% |
False |
False |
135,043 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0050 |
0.6% |
28% |
False |
False |
103,660 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
28% |
False |
False |
82,946 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0048 |
0.5% |
24% |
False |
False |
69,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9228 |
|
2.618 |
0.9108 |
|
1.618 |
0.9034 |
|
1.000 |
0.8989 |
|
0.618 |
0.8961 |
|
HIGH |
0.8916 |
|
0.618 |
0.8887 |
|
0.500 |
0.8879 |
|
0.382 |
0.8870 |
|
LOW |
0.8842 |
|
0.618 |
0.8797 |
|
1.000 |
0.8769 |
|
1.618 |
0.8723 |
|
2.618 |
0.8650 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8882 |
0.8876 |
| PP |
0.8880 |
0.8869 |
| S1 |
0.8879 |
0.8862 |
|