CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8898 |
0.8929 |
0.0031 |
0.3% |
0.8959 |
High |
0.8968 |
0.8957 |
-0.0012 |
-0.1% |
0.9001 |
Low |
0.8898 |
0.8904 |
0.0006 |
0.1% |
0.8908 |
Close |
0.8926 |
0.8929 |
0.0003 |
0.0% |
0.8919 |
Range |
0.0071 |
0.0053 |
-0.0018 |
-24.8% |
0.0093 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
Volume |
191,288 |
172,508 |
-18,780 |
-9.8% |
675,892 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9089 |
0.9062 |
0.8958 |
|
R3 |
0.9036 |
0.9009 |
0.8944 |
|
R2 |
0.8983 |
0.8983 |
0.8939 |
|
R1 |
0.8956 |
0.8956 |
0.8934 |
0.8969 |
PP |
0.8930 |
0.8930 |
0.8930 |
0.8936 |
S1 |
0.8903 |
0.8903 |
0.8924 |
0.8916 |
S2 |
0.8877 |
0.8877 |
0.8919 |
|
S3 |
0.8824 |
0.8850 |
0.8914 |
|
S4 |
0.8771 |
0.8797 |
0.8900 |
|
|
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% |
44% |
False |
False |
150,576 |
10 |
0.9001 |
0.8895 |
0.0106 |
1.2% |
0.0053 |
0.6% |
33% |
False |
False |
157,640 |
20 |
0.9001 |
0.8774 |
0.0227 |
2.5% |
0.0056 |
0.6% |
68% |
False |
False |
143,947 |
40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0050 |
0.6% |
44% |
False |
False |
101,617 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
38% |
False |
False |
67,899 |
80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0047 |
0.5% |
38% |
False |
False |
50,934 |
100 |
0.9266 |
0.8774 |
0.0492 |
5.5% |
0.0045 |
0.5% |
32% |
False |
False |
40,752 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0042 |
0.5% |
26% |
False |
False |
33,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9182 |
2.618 |
0.9095 |
1.618 |
0.9042 |
1.000 |
0.9010 |
0.618 |
0.8989 |
HIGH |
0.8957 |
0.618 |
0.8936 |
0.500 |
0.8930 |
0.382 |
0.8924 |
LOW |
0.8904 |
0.618 |
0.8871 |
1.000 |
0.8851 |
1.618 |
0.8818 |
2.618 |
0.8765 |
4.250 |
0.8678 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8930 |
0.8931 |
PP |
0.8930 |
0.8931 |
S1 |
0.8929 |
0.8930 |
|