CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 16-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8959 |
0.8987 |
0.0029 |
0.3% |
0.8835 |
High |
0.9001 |
0.8991 |
-0.0010 |
-0.1% |
0.8985 |
Low |
0.8952 |
0.8942 |
-0.0010 |
-0.1% |
0.8820 |
Close |
0.8979 |
0.8955 |
-0.0024 |
-0.3% |
0.8971 |
Range |
0.0049 |
0.0050 |
0.0001 |
1.0% |
0.0165 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
Volume |
136,046 |
123,789 |
-12,257 |
-9.0% |
826,866 |
|
Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9111 |
0.9083 |
0.8982 |
|
R3 |
0.9062 |
0.9033 |
0.8969 |
|
R2 |
0.9012 |
0.9012 |
0.8964 |
|
R1 |
0.8984 |
0.8984 |
0.8960 |
0.8973 |
PP |
0.8963 |
0.8963 |
0.8963 |
0.8957 |
S1 |
0.8934 |
0.8934 |
0.8950 |
0.8924 |
S2 |
0.8913 |
0.8913 |
0.8946 |
|
S3 |
0.8864 |
0.8885 |
0.8941 |
|
S4 |
0.8814 |
0.8835 |
0.8928 |
|
|
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 |
0.8871 |
0.0130 |
1.5% |
0.0058 |
0.6% |
65% |
False |
False |
169,629 |
10 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0061 |
0.7% |
80% |
False |
False |
150,605 |
20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0049 |
0.5% |
80% |
False |
False |
129,005 |
40 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
44% |
False |
False |
79,714 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
44% |
False |
False |
53,207 |
80 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0046 |
0.5% |
37% |
False |
False |
39,914 |
100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
30% |
False |
False |
31,935 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0040 |
0.4% |
30% |
False |
False |
26,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9201 |
2.618 |
0.9121 |
1.618 |
0.9071 |
1.000 |
0.9041 |
0.618 |
0.9022 |
HIGH |
0.8991 |
0.618 |
0.8972 |
0.500 |
0.8966 |
0.382 |
0.8960 |
LOW |
0.8942 |
0.618 |
0.8911 |
1.000 |
0.8892 |
1.618 |
0.8861 |
2.618 |
0.8812 |
4.250 |
0.8731 |
|
|
Fisher Pivots for day following 16-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8966 |
0.8966 |
PP |
0.8963 |
0.8962 |
S1 |
0.8959 |
0.8959 |
|