CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 26-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8948 |
0.8929 |
-0.0019 |
-0.2% |
0.8924 |
High |
0.8977 |
0.9012 |
0.0035 |
0.4% |
0.9012 |
Low |
0.8907 |
0.8926 |
0.0019 |
0.2% |
0.8895 |
Close |
0.8914 |
0.8974 |
0.0060 |
0.7% |
0.8974 |
Range |
0.0070 |
0.0086 |
0.0017 |
23.7% |
0.0117 |
ATR |
0.0054 |
0.0057 |
0.0003 |
5.8% |
0.0000 |
Volume |
167,594 |
286,070 |
118,476 |
70.7% |
919,320 |
|
Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9228 |
0.9187 |
0.9021 |
|
R3 |
0.9142 |
0.9101 |
0.8997 |
|
R2 |
0.9056 |
0.9056 |
0.8989 |
|
R1 |
0.9015 |
0.9015 |
0.8981 |
0.9036 |
PP |
0.8970 |
0.8970 |
0.8970 |
0.8981 |
S1 |
0.8929 |
0.8929 |
0.8966 |
0.8950 |
S2 |
0.8884 |
0.8884 |
0.8958 |
|
S3 |
0.8798 |
0.8843 |
0.8950 |
|
S4 |
0.8712 |
0.8757 |
0.8926 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9311 |
0.9259 |
0.9038 |
|
R3 |
0.9194 |
0.9142 |
0.9006 |
|
R2 |
0.9077 |
0.9077 |
0.8995 |
|
R1 |
0.9025 |
0.9025 |
0.8984 |
0.9051 |
PP |
0.8960 |
0.8960 |
0.8960 |
0.8973 |
S1 |
0.8908 |
0.8908 |
0.8963 |
0.8934 |
S2 |
0.8843 |
0.8843 |
0.8952 |
|
S3 |
0.8726 |
0.8791 |
0.8941 |
|
S4 |
0.8609 |
0.8674 |
0.8909 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9012 |
0.8895 |
0.0117 |
1.3% |
0.0064 |
0.7% |
68% |
True |
False |
183,864 |
10 |
0.9012 |
0.8895 |
0.0117 |
1.3% |
0.0058 |
0.6% |
68% |
True |
False |
159,521 |
20 |
0.9012 |
0.8774 |
0.0238 |
2.6% |
0.0058 |
0.6% |
84% |
True |
False |
153,302 |
40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0051 |
0.6% |
57% |
False |
False |
112,854 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.6% |
49% |
False |
False |
75,456 |
80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0048 |
0.5% |
49% |
False |
False |
56,604 |
100 |
0.9266 |
0.8774 |
0.0492 |
5.5% |
0.0047 |
0.5% |
41% |
False |
False |
45,289 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0043 |
0.5% |
33% |
False |
False |
37,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9377 |
2.618 |
0.9237 |
1.618 |
0.9151 |
1.000 |
0.9098 |
0.618 |
0.9065 |
HIGH |
0.9012 |
0.618 |
0.8979 |
0.500 |
0.8969 |
0.382 |
0.8958 |
LOW |
0.8926 |
0.618 |
0.8872 |
1.000 |
0.8840 |
1.618 |
0.8786 |
2.618 |
0.8700 |
4.250 |
0.8560 |
|
|
Fisher Pivots for day following 26-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8972 |
0.8968 |
PP |
0.8970 |
0.8963 |
S1 |
0.8969 |
0.8958 |
|