CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8803 |
0.8809 |
0.0006 |
0.1% |
0.8858 |
| High |
0.8821 |
0.8826 |
0.0005 |
0.1% |
0.8879 |
| Low |
0.8768 |
0.8782 |
0.0014 |
0.2% |
0.8788 |
| Close |
0.8806 |
0.8805 |
-0.0001 |
0.0% |
0.8811 |
| Range |
0.0053 |
0.0044 |
-0.0009 |
-16.0% |
0.0092 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
97,790 |
147,436 |
49,646 |
50.8% |
600,300 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8938 |
0.8916 |
0.8829 |
|
| R3 |
0.8893 |
0.8871 |
0.8817 |
|
| R2 |
0.8849 |
0.8849 |
0.8813 |
|
| R1 |
0.8827 |
0.8827 |
0.8809 |
0.8815 |
| PP |
0.8804 |
0.8804 |
0.8804 |
0.8798 |
| S1 |
0.8782 |
0.8782 |
0.8801 |
0.8771 |
| S2 |
0.8760 |
0.8760 |
0.8797 |
|
| S3 |
0.8715 |
0.8738 |
0.8793 |
|
| S4 |
0.8671 |
0.8693 |
0.8781 |
|
|
| 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 |
0.8768 |
0.0112 |
1.3% |
0.0049 |
0.6% |
34% |
False |
False |
134,247 |
| 10 |
0.8912 |
0.8768 |
0.0144 |
1.6% |
0.0043 |
0.5% |
26% |
False |
False |
128,488 |
| 20 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0052 |
0.6% |
15% |
False |
False |
149,261 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
15% |
False |
False |
139,133 |
| 60 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0050 |
0.6% |
9% |
False |
False |
102,896 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
9% |
False |
False |
77,221 |
| 100 |
0.9257 |
0.8768 |
0.0489 |
5.6% |
0.0048 |
0.5% |
8% |
False |
False |
61,784 |
| 120 |
0.9374 |
0.8768 |
0.0606 |
6.9% |
0.0045 |
0.5% |
6% |
False |
False |
51,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9015 |
|
2.618 |
0.8942 |
|
1.618 |
0.8898 |
|
1.000 |
0.8870 |
|
0.618 |
0.8853 |
|
HIGH |
0.8826 |
|
0.618 |
0.8809 |
|
0.500 |
0.8804 |
|
0.382 |
0.8798 |
|
LOW |
0.8782 |
|
0.618 |
0.8754 |
|
1.000 |
0.8737 |
|
1.618 |
0.8710 |
|
2.618 |
0.8665 |
|
4.250 |
0.8592 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8805 |
0.8802 |
| PP |
0.8804 |
0.8799 |
| S1 |
0.8804 |
0.8797 |
|