CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 08-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8825 |
0.8835 |
0.0010 |
0.1% |
0.8843 |
High |
0.8850 |
0.8908 |
0.0059 |
0.7% |
0.8856 |
Low |
0.8807 |
0.8820 |
0.0013 |
0.1% |
0.8774 |
Close |
0.8836 |
0.8894 |
0.0058 |
0.7% |
0.8836 |
Range |
0.0043 |
0.0088 |
0.0046 |
107.1% |
0.0082 |
ATR |
0.0047 |
0.0050 |
0.0003 |
6.2% |
0.0000 |
Volume |
133,627 |
103,871 |
-29,756 |
-22.3% |
643,979 |
|
Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9138 |
0.9104 |
0.8942 |
|
R3 |
0.9050 |
0.9016 |
0.8918 |
|
R2 |
0.8962 |
0.8962 |
0.8910 |
|
R1 |
0.8928 |
0.8928 |
0.8902 |
0.8945 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8882 |
S1 |
0.8840 |
0.8840 |
0.8885 |
0.8857 |
S2 |
0.8786 |
0.8786 |
0.8877 |
|
S3 |
0.8698 |
0.8752 |
0.8869 |
|
S4 |
0.8610 |
0.8664 |
0.8845 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9068 |
0.9034 |
0.8881 |
|
R3 |
0.8986 |
0.8952 |
0.8858 |
|
R2 |
0.8904 |
0.8904 |
0.8851 |
|
R1 |
0.8870 |
0.8870 |
0.8843 |
0.8846 |
PP |
0.8822 |
0.8822 |
0.8822 |
0.8810 |
S1 |
0.8788 |
0.8788 |
0.8828 |
0.8764 |
S2 |
0.8740 |
0.8740 |
0.8820 |
|
S3 |
0.8658 |
0.8706 |
0.8813 |
|
S4 |
0.8576 |
0.8624 |
0.8790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8908 |
0.8774 |
0.0134 |
1.5% |
0.0064 |
0.7% |
89% |
True |
False |
129,110 |
10 |
0.8935 |
0.8774 |
0.0161 |
1.8% |
0.0052 |
0.6% |
74% |
False |
False |
121,979 |
20 |
0.9066 |
0.8774 |
0.0292 |
3.3% |
0.0047 |
0.5% |
41% |
False |
False |
107,131 |
40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
29% |
False |
False |
55,211 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0046 |
0.5% |
29% |
False |
False |
36,830 |
80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0045 |
0.5% |
25% |
False |
False |
27,631 |
100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0042 |
0.5% |
20% |
False |
False |
22,108 |
120 |
0.9478 |
0.8774 |
0.0704 |
7.9% |
0.0038 |
0.4% |
17% |
False |
False |
18,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9282 |
2.618 |
0.9138 |
1.618 |
0.9050 |
1.000 |
0.8996 |
0.618 |
0.8962 |
HIGH |
0.8908 |
0.618 |
0.8874 |
0.500 |
0.8864 |
0.382 |
0.8854 |
LOW |
0.8820 |
0.618 |
0.8766 |
1.000 |
0.8732 |
1.618 |
0.8678 |
2.618 |
0.8590 |
4.250 |
0.8446 |
|
|
Fisher Pivots for day following 08-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8884 |
0.8876 |
PP |
0.8874 |
0.8859 |
S1 |
0.8864 |
0.8841 |
|