CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 23-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8924 |
0.8898 |
-0.0026 |
-0.3% |
0.8959 |
High |
0.8937 |
0.8968 |
0.0031 |
0.3% |
0.9001 |
Low |
0.8895 |
0.8898 |
0.0003 |
0.0% |
0.8908 |
Close |
0.8901 |
0.8926 |
0.0026 |
0.3% |
0.8919 |
Range |
0.0043 |
0.0071 |
0.0028 |
65.9% |
0.0093 |
ATR |
0.0051 |
0.0053 |
0.0001 |
2.7% |
0.0000 |
Volume |
101,860 |
191,288 |
89,428 |
87.8% |
675,892 |
|
Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9142 |
0.9105 |
0.8965 |
|
R3 |
0.9072 |
0.9034 |
0.8946 |
|
R2 |
0.9001 |
0.9001 |
0.8939 |
|
R1 |
0.8964 |
0.8964 |
0.8933 |
0.8982 |
PP |
0.8931 |
0.8931 |
0.8931 |
0.8940 |
S1 |
0.8893 |
0.8893 |
0.8920 |
0.8912 |
S2 |
0.8860 |
0.8860 |
0.8914 |
|
S3 |
0.8790 |
0.8823 |
0.8907 |
|
S4 |
0.8719 |
0.8752 |
0.8888 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9220 |
0.9162 |
0.8969 |
|
R3 |
0.9127 |
0.9069 |
0.8944 |
|
R2 |
0.9035 |
0.9035 |
0.8935 |
|
R1 |
0.8977 |
0.8977 |
0.8927 |
0.8960 |
PP |
0.8942 |
0.8942 |
0.8942 |
0.8934 |
S1 |
0.8884 |
0.8884 |
0.8910 |
0.8867 |
S2 |
0.8850 |
0.8850 |
0.8902 |
|
S3 |
0.8757 |
0.8792 |
0.8893 |
|
S4 |
0.8665 |
0.8699 |
0.8868 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8973 |
0.8895 |
0.0079 |
0.9% |
0.0054 |
0.6% |
41% |
False |
False |
141,841 |
10 |
0.9001 |
0.8871 |
0.0130 |
1.5% |
0.0056 |
0.6% |
43% |
False |
False |
155,735 |
20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0055 |
0.6% |
67% |
False |
False |
141,370 |
40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0049 |
0.6% |
44% |
False |
False |
97,331 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.5% |
37% |
False |
False |
65,025 |
80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
37% |
False |
False |
48,778 |
100 |
0.9266 |
0.8774 |
0.0492 |
5.5% |
0.0045 |
0.5% |
31% |
False |
False |
39,027 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0042 |
0.5% |
25% |
False |
False |
32,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9268 |
2.618 |
0.9153 |
1.618 |
0.9082 |
1.000 |
0.9039 |
0.618 |
0.9012 |
HIGH |
0.8968 |
0.618 |
0.8941 |
0.500 |
0.8933 |
0.382 |
0.8924 |
LOW |
0.8898 |
0.618 |
0.8854 |
1.000 |
0.8827 |
1.618 |
0.8783 |
2.618 |
0.8713 |
4.250 |
0.8598 |
|
|
Fisher Pivots for day following 23-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8933 |
0.8931 |
PP |
0.8931 |
0.8930 |
S1 |
0.8929 |
0.8928 |
|