CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8960 |
0.0010 |
0.1% |
0.8835 |
| High |
0.8985 |
0.8981 |
-0.0005 |
-0.1% |
0.8985 |
| Low |
0.8929 |
0.8931 |
0.0002 |
0.0% |
0.8820 |
| Close |
0.8975 |
0.8971 |
-0.0004 |
0.0% |
0.8971 |
| Range |
0.0057 |
0.0050 |
-0.0007 |
-11.5% |
0.0165 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
280,763 |
154,089 |
-126,674 |
-45.1% |
826,866 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9091 |
0.8998 |
|
| R3 |
0.9061 |
0.9041 |
0.8984 |
|
| R2 |
0.9011 |
0.9011 |
0.8980 |
|
| R1 |
0.8991 |
0.8991 |
0.8975 |
0.9001 |
| PP |
0.8961 |
0.8961 |
0.8961 |
0.8966 |
| S1 |
0.8941 |
0.8941 |
0.8966 |
0.8951 |
| S2 |
0.8911 |
0.8911 |
0.8961 |
|
| S3 |
0.8861 |
0.8891 |
0.8957 |
|
| S4 |
0.8811 |
0.8841 |
0.8943 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9420 |
0.9360 |
0.9061 |
|
| R3 |
0.9255 |
0.9195 |
0.9016 |
|
| R2 |
0.9090 |
0.9090 |
0.9001 |
|
| R1 |
0.9030 |
0.9030 |
0.8986 |
0.9060 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8940 |
| S1 |
0.8865 |
0.8865 |
0.8955 |
0.8895 |
| S2 |
0.8760 |
0.8760 |
0.8940 |
|
| S3 |
0.8595 |
0.8700 |
0.8925 |
|
| S4 |
0.8430 |
0.8535 |
0.8880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8985 |
0.8820 |
0.0165 |
1.8% |
0.0064 |
0.7% |
91% |
False |
False |
165,373 |
| 10 |
0.8985 |
0.8774 |
0.0211 |
2.4% |
0.0058 |
0.6% |
93% |
False |
False |
147,084 |
| 20 |
0.9014 |
0.8774 |
0.0240 |
2.7% |
0.0049 |
0.5% |
82% |
False |
False |
125,485 |
| 40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
48% |
False |
False |
73,266 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
48% |
False |
False |
48,878 |
| 80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0046 |
0.5% |
41% |
False |
False |
36,668 |
| 100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
33% |
False |
False |
29,338 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0040 |
0.4% |
33% |
False |
False |
24,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9193 |
|
2.618 |
0.9111 |
|
1.618 |
0.9061 |
|
1.000 |
0.9031 |
|
0.618 |
0.9011 |
|
HIGH |
0.8981 |
|
0.618 |
0.8961 |
|
0.500 |
0.8956 |
|
0.382 |
0.8950 |
|
LOW |
0.8931 |
|
0.618 |
0.8900 |
|
1.000 |
0.8881 |
|
1.618 |
0.8850 |
|
2.618 |
0.8800 |
|
4.250 |
0.8718 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8956 |
| PP |
0.8961 |
0.8942 |
| S1 |
0.8956 |
0.8928 |
|