CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 09-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8835 |
0.8881 |
0.0047 |
0.5% |
0.8843 |
High |
0.8908 |
0.8904 |
-0.0004 |
0.0% |
0.8856 |
Low |
0.8820 |
0.8863 |
0.0043 |
0.5% |
0.8774 |
Close |
0.8894 |
0.8891 |
-0.0003 |
0.0% |
0.8836 |
Range |
0.0088 |
0.0042 |
-0.0047 |
-52.8% |
0.0082 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
103,871 |
134,683 |
30,812 |
29.7% |
643,979 |
|
Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9010 |
0.8992 |
0.8913 |
|
R3 |
0.8969 |
0.8950 |
0.8902 |
|
R2 |
0.8927 |
0.8927 |
0.8898 |
|
R1 |
0.8909 |
0.8909 |
0.8894 |
0.8918 |
PP |
0.8886 |
0.8886 |
0.8886 |
0.8890 |
S1 |
0.8867 |
0.8867 |
0.8887 |
0.8877 |
S2 |
0.8844 |
0.8844 |
0.8883 |
|
S3 |
0.8803 |
0.8826 |
0.8879 |
|
S4 |
0.8761 |
0.8784 |
0.8868 |
|
|
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% |
0.0065 |
0.7% |
87% |
False |
False |
131,580 |
10 |
0.8935 |
0.8774 |
0.0161 |
1.8% |
0.0054 |
0.6% |
72% |
False |
False |
127,005 |
20 |
0.9062 |
0.8774 |
0.0288 |
3.2% |
0.0046 |
0.5% |
40% |
False |
False |
111,929 |
40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
28% |
False |
False |
58,576 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
28% |
False |
False |
39,074 |
80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0046 |
0.5% |
24% |
False |
False |
29,314 |
100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0043 |
0.5% |
19% |
False |
False |
23,455 |
120 |
0.9460 |
0.8774 |
0.0686 |
7.7% |
0.0039 |
0.4% |
17% |
False |
False |
19,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9080 |
2.618 |
0.9013 |
1.618 |
0.8971 |
1.000 |
0.8946 |
0.618 |
0.8930 |
HIGH |
0.8904 |
0.618 |
0.8888 |
0.500 |
0.8883 |
0.382 |
0.8878 |
LOW |
0.8863 |
0.618 |
0.8837 |
1.000 |
0.8821 |
1.618 |
0.8795 |
2.618 |
0.8754 |
4.250 |
0.8686 |
|
|
Fisher Pivots for day following 09-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8888 |
0.8880 |
PP |
0.8886 |
0.8869 |
S1 |
0.8883 |
0.8858 |
|