CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 10-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8881 |
0.8894 |
0.0013 |
0.1% |
0.8843 |
High |
0.8904 |
0.8953 |
0.0049 |
0.6% |
0.8856 |
Low |
0.8863 |
0.8871 |
0.0008 |
0.1% |
0.8774 |
Close |
0.8891 |
0.8926 |
0.0035 |
0.4% |
0.8836 |
Range |
0.0042 |
0.0083 |
0.0041 |
98.8% |
0.0082 |
ATR |
0.0049 |
0.0052 |
0.0002 |
4.8% |
0.0000 |
Volume |
134,683 |
153,460 |
18,777 |
13.9% |
643,979 |
|
Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9164 |
0.9127 |
0.8971 |
|
R3 |
0.9081 |
0.9045 |
0.8948 |
|
R2 |
0.8999 |
0.8999 |
0.8941 |
|
R1 |
0.8962 |
0.8962 |
0.8933 |
0.8981 |
PP |
0.8916 |
0.8916 |
0.8916 |
0.8926 |
S1 |
0.8880 |
0.8880 |
0.8918 |
0.8898 |
S2 |
0.8834 |
0.8834 |
0.8910 |
|
S3 |
0.8751 |
0.8797 |
0.8903 |
|
S4 |
0.8669 |
0.8715 |
0.8880 |
|
|
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 |
0.8953 |
0.8774 |
0.0179 |
2.0% |
0.0065 |
0.7% |
85% |
True |
False |
137,504 |
10 |
0.8953 |
0.8774 |
0.0179 |
2.0% |
0.0058 |
0.7% |
85% |
True |
False |
130,255 |
20 |
0.9055 |
0.8774 |
0.0281 |
3.1% |
0.0048 |
0.5% |
54% |
False |
False |
115,292 |
40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.5% |
37% |
False |
False |
62,402 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
37% |
False |
False |
41,632 |
80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0046 |
0.5% |
31% |
False |
False |
31,233 |
100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0043 |
0.5% |
25% |
False |
False |
24,990 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0039 |
0.4% |
25% |
False |
False |
20,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9304 |
2.618 |
0.9169 |
1.618 |
0.9086 |
1.000 |
0.9036 |
0.618 |
0.9004 |
HIGH |
0.8953 |
0.618 |
0.8921 |
0.500 |
0.8912 |
0.382 |
0.8902 |
LOW |
0.8871 |
0.618 |
0.8820 |
1.000 |
0.8788 |
1.618 |
0.8737 |
2.618 |
0.8655 |
4.250 |
0.8520 |
|
|
Fisher Pivots for day following 10-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8921 |
0.8913 |
PP |
0.8916 |
0.8900 |
S1 |
0.8912 |
0.8887 |
|