CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 17-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8987 |
0.8946 |
-0.0041 |
-0.5% |
0.8835 |
High |
0.8991 |
0.8967 |
-0.0024 |
-0.3% |
0.8985 |
Low |
0.8942 |
0.8914 |
-0.0028 |
-0.3% |
0.8820 |
Close |
0.8955 |
0.8929 |
-0.0026 |
-0.3% |
0.8971 |
Range |
0.0050 |
0.0053 |
0.0004 |
7.1% |
0.0165 |
ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
Volume |
123,789 |
128,830 |
5,041 |
4.1% |
826,866 |
|
Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9096 |
0.9065 |
0.8958 |
|
R3 |
0.9043 |
0.9012 |
0.8944 |
|
R2 |
0.8990 |
0.8990 |
0.8939 |
|
R1 |
0.8959 |
0.8959 |
0.8934 |
0.8948 |
PP |
0.8937 |
0.8937 |
0.8937 |
0.8931 |
S1 |
0.8906 |
0.8906 |
0.8924 |
0.8895 |
S2 |
0.8884 |
0.8884 |
0.8919 |
|
S3 |
0.8831 |
0.8853 |
0.8914 |
|
S4 |
0.8778 |
0.8800 |
0.8900 |
|
|
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 |
0.8914 |
0.0087 |
1.0% |
0.0052 |
0.6% |
17% |
False |
True |
164,703 |
10 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0058 |
0.7% |
68% |
False |
False |
151,103 |
20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0051 |
0.6% |
68% |
False |
False |
131,160 |
40 |
0.9162 |
0.8774 |
0.0388 |
4.3% |
0.0048 |
0.5% |
40% |
False |
False |
82,928 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
38% |
False |
False |
55,354 |
80 |
0.9228 |
0.8774 |
0.0454 |
5.1% |
0.0046 |
0.5% |
34% |
False |
False |
41,524 |
100 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0044 |
0.5% |
26% |
False |
False |
33,224 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0040 |
0.5% |
26% |
False |
False |
27,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9192 |
2.618 |
0.9106 |
1.618 |
0.9053 |
1.000 |
0.9020 |
0.618 |
0.9000 |
HIGH |
0.8967 |
0.618 |
0.8947 |
0.500 |
0.8941 |
0.382 |
0.8934 |
LOW |
0.8914 |
0.618 |
0.8881 |
1.000 |
0.8861 |
1.618 |
0.8828 |
2.618 |
0.8775 |
4.250 |
0.8689 |
|
|
Fisher Pivots for day following 17-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8941 |
0.8957 |
PP |
0.8937 |
0.8948 |
S1 |
0.8933 |
0.8938 |
|