CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8829 |
0.8791 |
-0.0039 |
-0.4% |
0.8858 |
| High |
0.8833 |
0.8823 |
-0.0010 |
-0.1% |
0.8879 |
| Low |
0.8788 |
0.8790 |
0.0002 |
0.0% |
0.8788 |
| Close |
0.8795 |
0.8811 |
0.0016 |
0.2% |
0.8811 |
| Range |
0.0045 |
0.0033 |
-0.0012 |
-27.8% |
0.0092 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
107,721 |
118,845 |
11,124 |
10.3% |
600,300 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8905 |
0.8890 |
0.8828 |
|
| R3 |
0.8873 |
0.8858 |
0.8819 |
|
| R2 |
0.8840 |
0.8840 |
0.8816 |
|
| R1 |
0.8825 |
0.8825 |
0.8813 |
0.8833 |
| PP |
0.8808 |
0.8808 |
0.8808 |
0.8811 |
| S1 |
0.8793 |
0.8793 |
0.8808 |
0.8800 |
| S2 |
0.8775 |
0.8775 |
0.8805 |
|
| S3 |
0.8743 |
0.8760 |
0.8802 |
|
| S4 |
0.8710 |
0.8728 |
0.8793 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9047 |
0.8861 |
|
| R3 |
0.9009 |
0.8955 |
0.8836 |
|
| R2 |
0.8917 |
0.8917 |
0.8827 |
|
| R1 |
0.8864 |
0.8864 |
0.8819 |
0.8845 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8816 |
| S1 |
0.8772 |
0.8772 |
0.8802 |
0.8753 |
| S2 |
0.8734 |
0.8734 |
0.8794 |
|
| S3 |
0.8643 |
0.8681 |
0.8785 |
|
| S4 |
0.8551 |
0.8589 |
0.8760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8879 |
0.8788 |
0.0092 |
1.0% |
0.0040 |
0.5% |
25% |
False |
False |
120,060 |
| 10 |
0.8979 |
0.8788 |
0.0191 |
2.2% |
0.0047 |
0.5% |
12% |
False |
False |
140,462 |
| 20 |
0.9012 |
0.8788 |
0.0224 |
2.5% |
0.0052 |
0.6% |
10% |
False |
False |
149,991 |
| 40 |
0.9014 |
0.8774 |
0.0240 |
2.7% |
0.0050 |
0.6% |
15% |
False |
False |
137,738 |
| 60 |
0.9184 |
0.8774 |
0.0410 |
4.7% |
0.0050 |
0.6% |
9% |
False |
False |
98,841 |
| 80 |
0.9184 |
0.8774 |
0.0410 |
4.7% |
0.0049 |
0.6% |
9% |
False |
False |
74,157 |
| 100 |
0.9257 |
0.8774 |
0.0483 |
5.5% |
0.0047 |
0.5% |
8% |
False |
False |
59,332 |
| 120 |
0.9374 |
0.8774 |
0.0600 |
6.8% |
0.0045 |
0.5% |
6% |
False |
False |
49,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8961 |
|
2.618 |
0.8908 |
|
1.618 |
0.8875 |
|
1.000 |
0.8855 |
|
0.618 |
0.8843 |
|
HIGH |
0.8823 |
|
0.618 |
0.8810 |
|
0.500 |
0.8806 |
|
0.382 |
0.8802 |
|
LOW |
0.8790 |
|
0.618 |
0.8770 |
|
1.000 |
0.8757 |
|
1.618 |
0.8737 |
|
2.618 |
0.8705 |
|
4.250 |
0.8652 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8809 |
0.8833 |
| PP |
0.8808 |
0.8826 |
| S1 |
0.8806 |
0.8818 |
|