CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8848 |
0.8781 |
-0.0068 |
-0.8% |
0.8940 |
| High |
0.8856 |
0.8845 |
-0.0012 |
-0.1% |
0.8949 |
| Low |
0.8775 |
0.8774 |
-0.0001 |
0.0% |
0.8842 |
| Close |
0.8792 |
0.8827 |
0.0035 |
0.4% |
0.8854 |
| Range |
0.0081 |
0.0071 |
-0.0011 |
-13.0% |
0.0107 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
3.9% |
0.0000 |
| Volume |
123,842 |
161,880 |
38,038 |
30.7% |
546,083 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.8997 |
0.8866 |
|
| R3 |
0.8956 |
0.8927 |
0.8846 |
|
| R2 |
0.8886 |
0.8886 |
0.8840 |
|
| R1 |
0.8856 |
0.8856 |
0.8833 |
0.8871 |
| PP |
0.8815 |
0.8815 |
0.8815 |
0.8823 |
| S1 |
0.8786 |
0.8786 |
0.8821 |
0.8801 |
| S2 |
0.8745 |
0.8745 |
0.8814 |
|
| S3 |
0.8674 |
0.8715 |
0.8808 |
|
| S4 |
0.8604 |
0.8645 |
0.8788 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9203 |
0.9135 |
0.8913 |
|
| R3 |
0.9096 |
0.9028 |
0.8883 |
|
| R2 |
0.8989 |
0.8989 |
0.8874 |
|
| R1 |
0.8921 |
0.8921 |
0.8864 |
0.8902 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8872 |
| S1 |
0.8814 |
0.8814 |
0.8844 |
0.8795 |
| S2 |
0.8775 |
0.8775 |
0.8834 |
|
| S3 |
0.8668 |
0.8707 |
0.8825 |
|
| S4 |
0.8561 |
0.8600 |
0.8795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8876 |
0.8774 |
0.0102 |
1.2% |
0.0051 |
0.6% |
52% |
False |
True |
127,751 |
| 10 |
0.8949 |
0.8774 |
0.0175 |
2.0% |
0.0045 |
0.5% |
30% |
False |
True |
116,483 |
| 20 |
0.9124 |
0.8774 |
0.0350 |
4.0% |
0.0045 |
0.5% |
15% |
False |
True |
96,769 |
| 40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
13% |
False |
True |
49,282 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0046 |
0.5% |
13% |
False |
True |
32,873 |
| 80 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0045 |
0.5% |
11% |
False |
True |
24,663 |
| 100 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0041 |
0.5% |
9% |
False |
True |
19,733 |
| 120 |
0.9515 |
0.8774 |
0.0741 |
8.4% |
0.0037 |
0.4% |
7% |
False |
True |
16,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9144 |
|
2.618 |
0.9029 |
|
1.618 |
0.8959 |
|
1.000 |
0.8915 |
|
0.618 |
0.8888 |
|
HIGH |
0.8845 |
|
0.618 |
0.8818 |
|
0.500 |
0.8809 |
|
0.382 |
0.8801 |
|
LOW |
0.8774 |
|
0.618 |
0.8730 |
|
1.000 |
0.8704 |
|
1.618 |
0.8660 |
|
2.618 |
0.8589 |
|
4.250 |
0.8474 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8821 |
0.8823 |
| PP |
0.8815 |
0.8819 |
| S1 |
0.8809 |
0.8815 |
|