CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 02-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8883 |
0.8905 |
0.0022 |
0.3% |
0.8970 |
High |
0.8908 |
0.8912 |
0.0004 |
0.0% |
0.8979 |
Low |
0.8877 |
0.8851 |
-0.0027 |
-0.3% |
0.8849 |
Close |
0.8900 |
0.8855 |
-0.0045 |
-0.5% |
0.8855 |
Range |
0.0031 |
0.0061 |
0.0030 |
96.8% |
0.0130 |
ATR |
0.0055 |
0.0056 |
0.0000 |
0.7% |
0.0000 |
Volume |
123,661 |
163,806 |
40,145 |
32.5% |
804,327 |
|
Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9055 |
0.9016 |
0.8888 |
|
R3 |
0.8994 |
0.8955 |
0.8871 |
|
R2 |
0.8933 |
0.8933 |
0.8866 |
|
R1 |
0.8894 |
0.8894 |
0.8860 |
0.8883 |
PP |
0.8872 |
0.8872 |
0.8872 |
0.8867 |
S1 |
0.8833 |
0.8833 |
0.8849 |
0.8822 |
S2 |
0.8811 |
0.8811 |
0.8843 |
|
S3 |
0.8750 |
0.8772 |
0.8838 |
|
S4 |
0.8689 |
0.8711 |
0.8821 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9283 |
0.9198 |
0.8926 |
|
R3 |
0.9153 |
0.9069 |
0.8890 |
|
R2 |
0.9024 |
0.9024 |
0.8878 |
|
R1 |
0.8939 |
0.8939 |
0.8866 |
0.8917 |
PP |
0.8894 |
0.8894 |
0.8894 |
0.8883 |
S1 |
0.8810 |
0.8810 |
0.8843 |
0.8787 |
S2 |
0.8765 |
0.8765 |
0.8831 |
|
S3 |
0.8635 |
0.8680 |
0.8819 |
|
S4 |
0.8506 |
0.8551 |
0.8783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8979 |
0.8849 |
0.0130 |
1.5% |
0.0053 |
0.6% |
4% |
False |
False |
160,865 |
10 |
0.9012 |
0.8849 |
0.0163 |
1.8% |
0.0059 |
0.7% |
3% |
False |
False |
172,364 |
20 |
0.9012 |
0.8820 |
0.0192 |
2.2% |
0.0058 |
0.7% |
18% |
False |
False |
161,320 |
40 |
0.9084 |
0.8774 |
0.0310 |
3.5% |
0.0051 |
0.6% |
26% |
False |
False |
132,119 |
60 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0051 |
0.6% |
20% |
False |
False |
88,855 |
80 |
0.9184 |
0.8774 |
0.0410 |
4.6% |
0.0049 |
0.6% |
20% |
False |
False |
66,655 |
100 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0047 |
0.5% |
17% |
False |
False |
53,331 |
120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0044 |
0.5% |
13% |
False |
False |
44,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9171 |
2.618 |
0.9071 |
1.618 |
0.9010 |
1.000 |
0.8973 |
0.618 |
0.8949 |
HIGH |
0.8912 |
0.618 |
0.8888 |
0.500 |
0.8881 |
0.382 |
0.8874 |
LOW |
0.8851 |
0.618 |
0.8813 |
1.000 |
0.8790 |
1.618 |
0.8752 |
2.618 |
0.8691 |
4.250 |
0.8591 |
|
|
Fisher Pivots for day following 02-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8881 |
0.8880 |
PP |
0.8872 |
0.8872 |
S1 |
0.8863 |
0.8863 |
|