CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8960 |
0.8959 |
-0.0001 |
0.0% |
0.8835 |
| High |
0.8981 |
0.9001 |
0.0020 |
0.2% |
0.8985 |
| Low |
0.8931 |
0.8952 |
0.0021 |
0.2% |
0.8820 |
| Close |
0.8971 |
0.8979 |
0.0009 |
0.1% |
0.8971 |
| Range |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0165 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
154,089 |
136,046 |
-18,043 |
-11.7% |
826,866 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9101 |
0.9006 |
|
| R3 |
0.9075 |
0.9052 |
0.8992 |
|
| R2 |
0.9026 |
0.9026 |
0.8988 |
|
| R1 |
0.9003 |
0.9003 |
0.8983 |
0.9014 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8983 |
| S1 |
0.8954 |
0.8954 |
0.8975 |
0.8965 |
| S2 |
0.8928 |
0.8928 |
0.8970 |
|
| S3 |
0.8879 |
0.8905 |
0.8966 |
|
| S4 |
0.8830 |
0.8856 |
0.8952 |
|
|
| 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 |
0.9001 |
0.8863 |
0.0138 |
1.5% |
0.0056 |
0.6% |
84% |
True |
False |
171,808 |
| 10 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0060 |
0.7% |
91% |
True |
False |
150,459 |
| 20 |
0.9014 |
0.8774 |
0.0240 |
2.7% |
0.0050 |
0.6% |
86% |
False |
False |
129,055 |
| 40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
50% |
False |
False |
76,661 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
50% |
False |
False |
51,145 |
| 80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0046 |
0.5% |
42% |
False |
False |
38,368 |
| 100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
34% |
False |
False |
30,698 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0040 |
0.4% |
34% |
False |
False |
25,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9209 |
|
2.618 |
0.9129 |
|
1.618 |
0.9080 |
|
1.000 |
0.9050 |
|
0.618 |
0.9031 |
|
HIGH |
0.9001 |
|
0.618 |
0.8982 |
|
0.500 |
0.8976 |
|
0.382 |
0.8970 |
|
LOW |
0.8952 |
|
0.618 |
0.8921 |
|
1.000 |
0.8903 |
|
1.618 |
0.8872 |
|
2.618 |
0.8823 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8978 |
0.8974 |
| PP |
0.8977 |
0.8969 |
| S1 |
0.8976 |
0.8965 |
|