CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8888 |
0.8901 |
0.0014 |
0.2% |
0.8944 |
| High |
0.8915 |
0.8902 |
-0.0013 |
-0.1% |
0.8946 |
| Low |
0.8884 |
0.8875 |
-0.0010 |
-0.1% |
0.8856 |
| Close |
0.8897 |
0.8884 |
-0.0013 |
-0.1% |
0.8884 |
| Range |
0.0031 |
0.0028 |
-0.0004 |
-11.3% |
0.0090 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
2,246 |
8,753 |
6,507 |
289.7% |
15,688 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8954 |
0.8899 |
|
| R3 |
0.8942 |
0.8926 |
0.8891 |
|
| R2 |
0.8914 |
0.8914 |
0.8889 |
|
| R1 |
0.8899 |
0.8899 |
0.8886 |
0.8893 |
| PP |
0.8887 |
0.8887 |
0.8887 |
0.8884 |
| S1 |
0.8871 |
0.8871 |
0.8881 |
0.8865 |
| S2 |
0.8859 |
0.8859 |
0.8878 |
|
| S3 |
0.8832 |
0.8844 |
0.8876 |
|
| S4 |
0.8804 |
0.8816 |
0.8868 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9164 |
0.9113 |
0.8933 |
|
| R3 |
0.9074 |
0.9024 |
0.8908 |
|
| R2 |
0.8985 |
0.8985 |
0.8900 |
|
| R1 |
0.8934 |
0.8934 |
0.8892 |
0.8915 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8885 |
| S1 |
0.8845 |
0.8845 |
0.8875 |
0.8825 |
| S2 |
0.8806 |
0.8806 |
0.8867 |
|
| S3 |
0.8716 |
0.8755 |
0.8859 |
|
| S4 |
0.8627 |
0.8666 |
0.8834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8946 |
0.8856 |
0.0090 |
1.0% |
0.0038 |
0.4% |
31% |
False |
False |
3,137 |
| 10 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0039 |
0.4% |
20% |
False |
False |
2,119 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0039 |
0.4% |
26% |
False |
False |
1,372 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
16% |
False |
False |
809 |
| 60 |
0.9140 |
0.8845 |
0.0295 |
3.3% |
0.0036 |
0.4% |
13% |
False |
False |
558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9019 |
|
2.618 |
0.8974 |
|
1.618 |
0.8946 |
|
1.000 |
0.8930 |
|
0.618 |
0.8919 |
|
HIGH |
0.8902 |
|
0.618 |
0.8891 |
|
0.500 |
0.8888 |
|
0.382 |
0.8885 |
|
LOW |
0.8875 |
|
0.618 |
0.8858 |
|
1.000 |
0.8847 |
|
1.618 |
0.8830 |
|
2.618 |
0.8803 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8888 |
0.8886 |
| PP |
0.8887 |
0.8885 |
| S1 |
0.8885 |
0.8884 |
|