CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8879 |
0.8884 |
0.0005 |
0.1% |
0.8803 |
| High |
0.8889 |
0.8914 |
0.0025 |
0.3% |
0.8916 |
| Low |
0.8860 |
0.8823 |
-0.0038 |
-0.4% |
0.8794 |
| Close |
0.8883 |
0.8838 |
-0.0046 |
-0.5% |
0.8883 |
| Range |
0.0029 |
0.0092 |
0.0063 |
215.5% |
0.0122 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.2% |
0.0000 |
| Volume |
141,997 |
193,662 |
51,665 |
36.4% |
745,222 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9133 |
0.9077 |
0.8888 |
|
| R3 |
0.9041 |
0.8985 |
0.8863 |
|
| R2 |
0.8950 |
0.8950 |
0.8854 |
|
| R1 |
0.8894 |
0.8894 |
0.8846 |
0.8876 |
| PP |
0.8858 |
0.8858 |
0.8858 |
0.8849 |
| S1 |
0.8802 |
0.8802 |
0.8829 |
0.8784 |
| S2 |
0.8767 |
0.8767 |
0.8821 |
|
| S3 |
0.8675 |
0.8711 |
0.8812 |
|
| S4 |
0.8584 |
0.8619 |
0.8787 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9177 |
0.8950 |
|
| R3 |
0.9107 |
0.9056 |
0.8916 |
|
| R2 |
0.8986 |
0.8986 |
0.8905 |
|
| R1 |
0.8934 |
0.8934 |
0.8894 |
0.8960 |
| PP |
0.8864 |
0.8864 |
0.8864 |
0.8877 |
| S1 |
0.8813 |
0.8813 |
0.8872 |
0.8839 |
| S2 |
0.8743 |
0.8743 |
0.8861 |
|
| S3 |
0.8621 |
0.8691 |
0.8850 |
|
| S4 |
0.8500 |
0.8570 |
0.8816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8916 |
0.8808 |
0.0108 |
1.2% |
0.0065 |
0.7% |
28% |
False |
False |
166,068 |
| 10 |
0.8916 |
0.8781 |
0.0135 |
1.5% |
0.0050 |
0.6% |
42% |
False |
False |
137,344 |
| 20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0050 |
0.6% |
46% |
False |
False |
134,886 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
29% |
False |
False |
142,439 |
| 60 |
0.9014 |
0.8768 |
0.0246 |
2.8% |
0.0050 |
0.6% |
28% |
False |
False |
136,788 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0050 |
0.6% |
17% |
False |
False |
107,853 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
17% |
False |
False |
86,303 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0048 |
0.5% |
14% |
False |
False |
71,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9303 |
|
2.618 |
0.9154 |
|
1.618 |
0.9062 |
|
1.000 |
0.9006 |
|
0.618 |
0.8971 |
|
HIGH |
0.8914 |
|
0.618 |
0.8879 |
|
0.500 |
0.8868 |
|
0.382 |
0.8857 |
|
LOW |
0.8823 |
|
0.618 |
0.8766 |
|
1.000 |
0.8731 |
|
1.618 |
0.8674 |
|
2.618 |
0.8583 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8868 |
0.8869 |
| PP |
0.8858 |
0.8859 |
| S1 |
0.8848 |
0.8848 |
|