CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8933 |
0.8872 |
-0.0061 |
-0.7% |
0.8924 |
| High |
0.8936 |
0.8894 |
-0.0042 |
-0.5% |
0.9012 |
| Low |
0.8871 |
0.8849 |
-0.0022 |
-0.2% |
0.8895 |
| Close |
0.8883 |
0.8876 |
-0.0008 |
-0.1% |
0.8974 |
| Range |
0.0065 |
0.0045 |
-0.0020 |
-30.2% |
0.0117 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
178,683 |
151,896 |
-26,787 |
-15.0% |
919,320 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9008 |
0.8987 |
0.8900 |
|
| R3 |
0.8963 |
0.8942 |
0.8888 |
|
| R2 |
0.8918 |
0.8918 |
0.8884 |
|
| R1 |
0.8897 |
0.8897 |
0.8880 |
0.8907 |
| PP |
0.8873 |
0.8873 |
0.8873 |
0.8878 |
| S1 |
0.8852 |
0.8852 |
0.8871 |
0.8862 |
| S2 |
0.8828 |
0.8828 |
0.8867 |
|
| S3 |
0.8783 |
0.8807 |
0.8863 |
|
| S4 |
0.8738 |
0.8762 |
0.8851 |
|
|
| 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 |
0.8849 |
0.0163 |
1.8% |
0.0066 |
0.7% |
16% |
False |
True |
194,104 |
| 10 |
0.9012 |
0.8849 |
0.0163 |
1.8% |
0.0060 |
0.7% |
16% |
False |
True |
172,340 |
| 20 |
0.9012 |
0.8774 |
0.0238 |
2.7% |
0.0059 |
0.7% |
43% |
False |
False |
161,722 |
| 40 |
0.9124 |
0.8774 |
0.0350 |
3.9% |
0.0052 |
0.6% |
29% |
False |
False |
125,408 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0051 |
0.6% |
25% |
False |
False |
84,065 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.6% |
25% |
False |
False |
63,064 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.4% |
0.0047 |
0.5% |
21% |
False |
False |
50,456 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0044 |
0.5% |
17% |
False |
False |
42,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9085 |
|
2.618 |
0.9012 |
|
1.618 |
0.8967 |
|
1.000 |
0.8939 |
|
0.618 |
0.8922 |
|
HIGH |
0.8894 |
|
0.618 |
0.8877 |
|
0.500 |
0.8872 |
|
0.382 |
0.8866 |
|
LOW |
0.8849 |
|
0.618 |
0.8821 |
|
1.000 |
0.8804 |
|
1.618 |
0.8776 |
|
2.618 |
0.8731 |
|
4.250 |
0.8658 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8874 |
0.8914 |
| PP |
0.8873 |
0.8901 |
| S1 |
0.8872 |
0.8888 |
|