CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8838 |
0.8829 |
-0.0009 |
-0.1% |
0.8970 |
| High |
0.8879 |
0.8833 |
-0.0047 |
-0.5% |
0.8979 |
| Low |
0.8811 |
0.8788 |
-0.0023 |
-0.3% |
0.8849 |
| Close |
0.8847 |
0.8795 |
-0.0052 |
-0.6% |
0.8855 |
| Range |
0.0069 |
0.0045 |
-0.0024 |
-34.3% |
0.0130 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.9% |
0.0000 |
| Volume |
199,445 |
107,721 |
-91,724 |
-46.0% |
804,327 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8940 |
0.8913 |
0.8820 |
|
| R3 |
0.8895 |
0.8868 |
0.8807 |
|
| R2 |
0.8850 |
0.8850 |
0.8803 |
|
| R1 |
0.8823 |
0.8823 |
0.8799 |
0.8814 |
| PP |
0.8805 |
0.8805 |
0.8805 |
0.8801 |
| S1 |
0.8778 |
0.8778 |
0.8791 |
0.8769 |
| S2 |
0.8760 |
0.8760 |
0.8787 |
|
| S3 |
0.8715 |
0.8733 |
0.8783 |
|
| S4 |
0.8670 |
0.8688 |
0.8770 |
|
|
| 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 |
0.8912 |
0.8788 |
0.0124 |
1.4% |
0.0046 |
0.5% |
6% |
False |
True |
129,052 |
| 10 |
0.9012 |
0.8788 |
0.0224 |
2.5% |
0.0052 |
0.6% |
3% |
False |
True |
157,185 |
| 20 |
0.9012 |
0.8788 |
0.0224 |
2.5% |
0.0053 |
0.6% |
3% |
False |
True |
151,754 |
| 40 |
0.9014 |
0.8774 |
0.0240 |
2.7% |
0.0050 |
0.6% |
9% |
False |
False |
137,903 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.7% |
0.0050 |
0.6% |
5% |
False |
False |
96,863 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.7% |
0.0049 |
0.6% |
5% |
False |
False |
72,671 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0048 |
0.5% |
4% |
False |
False |
58,144 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0045 |
0.5% |
4% |
False |
False |
48,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9024 |
|
2.618 |
0.8950 |
|
1.618 |
0.8905 |
|
1.000 |
0.8878 |
|
0.618 |
0.8860 |
|
HIGH |
0.8833 |
|
0.618 |
0.8815 |
|
0.500 |
0.8810 |
|
0.382 |
0.8805 |
|
LOW |
0.8788 |
|
0.618 |
0.8760 |
|
1.000 |
0.8743 |
|
1.618 |
0.8715 |
|
2.618 |
0.8670 |
|
4.250 |
0.8596 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8810 |
0.8833 |
| PP |
0.8805 |
0.8821 |
| S1 |
0.8800 |
0.8808 |
|