CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 29-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.8929 |
0.8970 |
0.0041 |
0.5% |
0.8924 |
High |
0.9012 |
0.8979 |
-0.0033 |
-0.4% |
0.9012 |
Low |
0.8926 |
0.8915 |
-0.0011 |
-0.1% |
0.8895 |
Close |
0.8974 |
0.8932 |
-0.0042 |
-0.5% |
0.8974 |
Range |
0.0086 |
0.0064 |
-0.0022 |
-25.6% |
0.0117 |
ATR |
0.0057 |
0.0058 |
0.0000 |
0.9% |
0.0000 |
Volume |
286,070 |
186,281 |
-99,789 |
-34.9% |
919,320 |
|
Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9134 |
0.9097 |
0.8967 |
|
R3 |
0.9070 |
0.9033 |
0.8949 |
|
R2 |
0.9006 |
0.9006 |
0.8943 |
|
R1 |
0.8969 |
0.8969 |
0.8937 |
0.8955 |
PP |
0.8942 |
0.8942 |
0.8942 |
0.8935 |
S1 |
0.8905 |
0.8905 |
0.8926 |
0.8891 |
S2 |
0.8878 |
0.8878 |
0.8920 |
|
S3 |
0.8814 |
0.8841 |
0.8914 |
|
S4 |
0.8750 |
0.8777 |
0.8896 |
|
|
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 |
0.8898 |
0.0114 |
1.3% |
0.0069 |
0.8% |
30% |
False |
False |
200,748 |
10 |
0.9012 |
0.8895 |
0.0117 |
1.3% |
0.0059 |
0.7% |
32% |
False |
False |
164,544 |
20 |
0.9012 |
0.8774 |
0.0238 |
2.7% |
0.0060 |
0.7% |
66% |
False |
False |
157,502 |
40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0052 |
0.6% |
45% |
False |
False |
117,392 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0050 |
0.6% |
38% |
False |
False |
78,559 |
80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.5% |
38% |
False |
False |
58,933 |
100 |
0.9266 |
0.8774 |
0.0492 |
5.5% |
0.0047 |
0.5% |
32% |
False |
False |
47,151 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.7% |
0.0043 |
0.5% |
26% |
False |
False |
39,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9251 |
2.618 |
0.9146 |
1.618 |
0.9082 |
1.000 |
0.9043 |
0.618 |
0.9018 |
HIGH |
0.8979 |
0.618 |
0.8954 |
0.500 |
0.8947 |
0.382 |
0.8939 |
LOW |
0.8915 |
0.618 |
0.8875 |
1.000 |
0.8851 |
1.618 |
0.8811 |
2.618 |
0.8747 |
4.250 |
0.8643 |
|
|
Fisher Pivots for day following 29-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8947 |
0.8959 |
PP |
0.8942 |
0.8950 |
S1 |
0.8937 |
0.8941 |
|