CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8823 |
0.8831 |
0.0008 |
0.1% |
0.8803 |
| High |
0.8842 |
0.8835 |
-0.0007 |
-0.1% |
0.8916 |
| Low |
0.8812 |
0.8796 |
-0.0017 |
-0.2% |
0.8794 |
| Close |
0.8836 |
0.8804 |
-0.0032 |
-0.4% |
0.8883 |
| Range |
0.0030 |
0.0040 |
0.0010 |
33.9% |
0.0122 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
156,081 |
164,774 |
8,693 |
5.6% |
745,222 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8930 |
0.8907 |
0.8826 |
|
| R3 |
0.8891 |
0.8867 |
0.8815 |
|
| R2 |
0.8851 |
0.8851 |
0.8811 |
|
| R1 |
0.8828 |
0.8828 |
0.8808 |
0.8820 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8808 |
| S1 |
0.8788 |
0.8788 |
0.8800 |
0.8780 |
| S2 |
0.8772 |
0.8772 |
0.8797 |
|
| S3 |
0.8733 |
0.8749 |
0.8793 |
|
| S4 |
0.8693 |
0.8709 |
0.8782 |
|
|
| 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 |
0.8914 |
0.8796 |
0.0119 |
1.3% |
0.0045 |
0.5% |
7% |
False |
True |
159,777 |
| 10 |
0.8916 |
0.8794 |
0.0122 |
1.4% |
0.0049 |
0.6% |
8% |
False |
False |
149,125 |
| 20 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0048 |
0.5% |
17% |
False |
False |
138,149 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0050 |
0.6% |
15% |
False |
False |
144,303 |
| 60 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0050 |
0.6% |
15% |
False |
False |
139,922 |
| 80 |
0.9162 |
0.8768 |
0.0395 |
4.5% |
0.0049 |
0.6% |
9% |
False |
False |
113,615 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
9% |
False |
False |
90,934 |
| 120 |
0.9228 |
0.8768 |
0.0461 |
5.2% |
0.0048 |
0.5% |
8% |
False |
False |
75,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9003 |
|
2.618 |
0.8938 |
|
1.618 |
0.8899 |
|
1.000 |
0.8875 |
|
0.618 |
0.8859 |
|
HIGH |
0.8835 |
|
0.618 |
0.8820 |
|
0.500 |
0.8815 |
|
0.382 |
0.8811 |
|
LOW |
0.8796 |
|
0.618 |
0.8771 |
|
1.000 |
0.8756 |
|
1.618 |
0.8732 |
|
2.618 |
0.8692 |
|
4.250 |
0.8628 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8815 |
0.8824 |
| PP |
0.8812 |
0.8817 |
| S1 |
0.8808 |
0.8811 |
|