CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8832 |
0.8823 |
-0.0010 |
-0.1% |
0.8803 |
| High |
0.8853 |
0.8842 |
-0.0011 |
-0.1% |
0.8916 |
| Low |
0.8817 |
0.8812 |
-0.0005 |
-0.1% |
0.8794 |
| Close |
0.8822 |
0.8836 |
0.0014 |
0.2% |
0.8883 |
| Range |
0.0036 |
0.0030 |
-0.0007 |
-18.1% |
0.0122 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
142,373 |
156,081 |
13,708 |
9.6% |
745,222 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8918 |
0.8906 |
0.8852 |
|
| R3 |
0.8889 |
0.8877 |
0.8844 |
|
| R2 |
0.8859 |
0.8859 |
0.8841 |
|
| R1 |
0.8847 |
0.8847 |
0.8838 |
0.8853 |
| PP |
0.8830 |
0.8830 |
0.8830 |
0.8833 |
| S1 |
0.8818 |
0.8818 |
0.8833 |
0.8824 |
| S2 |
0.8800 |
0.8800 |
0.8830 |
|
| S3 |
0.8771 |
0.8788 |
0.8827 |
|
| S4 |
0.8741 |
0.8759 |
0.8819 |
|
|
| 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 |
0.8812 |
0.0104 |
1.2% |
0.0052 |
0.6% |
23% |
False |
True |
172,299 |
| 10 |
0.8916 |
0.8794 |
0.0122 |
1.4% |
0.0049 |
0.6% |
34% |
False |
False |
144,051 |
| 20 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0048 |
0.5% |
40% |
False |
False |
137,548 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0050 |
0.6% |
28% |
False |
False |
143,404 |
| 60 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0050 |
0.6% |
28% |
False |
False |
138,605 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
16% |
False |
False |
111,559 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
16% |
False |
False |
89,286 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0048 |
0.5% |
14% |
False |
False |
74,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8967 |
|
2.618 |
0.8919 |
|
1.618 |
0.8889 |
|
1.000 |
0.8871 |
|
0.618 |
0.8860 |
|
HIGH |
0.8842 |
|
0.618 |
0.8830 |
|
0.500 |
0.8827 |
|
0.382 |
0.8823 |
|
LOW |
0.8812 |
|
0.618 |
0.8794 |
|
1.000 |
0.8783 |
|
1.618 |
0.8764 |
|
2.618 |
0.8735 |
|
4.250 |
0.8687 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8833 |
0.8863 |
| PP |
0.8830 |
0.8854 |
| S1 |
0.8827 |
0.8845 |
|