CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 14-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8809 |
0.8807 |
-0.0002 |
0.0% |
0.8858 |
High |
0.8826 |
0.8847 |
0.0021 |
0.2% |
0.8879 |
Low |
0.8782 |
0.8791 |
0.0010 |
0.1% |
0.8788 |
Close |
0.8805 |
0.8833 |
0.0028 |
0.3% |
0.8811 |
Range |
0.0044 |
0.0056 |
0.0012 |
25.8% |
0.0092 |
ATR |
0.0051 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
Volume |
147,436 |
152,755 |
5,319 |
3.6% |
600,300 |
|
Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8992 |
0.8968 |
0.8863 |
|
R3 |
0.8936 |
0.8912 |
0.8848 |
|
R2 |
0.8880 |
0.8880 |
0.8843 |
|
R1 |
0.8856 |
0.8856 |
0.8838 |
0.8868 |
PP |
0.8824 |
0.8824 |
0.8824 |
0.8829 |
S1 |
0.8800 |
0.8800 |
0.8827 |
0.8812 |
S2 |
0.8768 |
0.8768 |
0.8822 |
|
S3 |
0.8712 |
0.8744 |
0.8817 |
|
S4 |
0.8656 |
0.8688 |
0.8802 |
|
|
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 |
0.8847 |
0.8768 |
0.0080 |
0.9% |
0.0046 |
0.5% |
82% |
True |
False |
124,909 |
10 |
0.8912 |
0.8768 |
0.0144 |
1.6% |
0.0045 |
0.5% |
45% |
False |
False |
128,574 |
20 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0052 |
0.6% |
27% |
False |
False |
150,457 |
40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
27% |
False |
False |
140,809 |
60 |
0.9162 |
0.8768 |
0.0395 |
4.5% |
0.0049 |
0.6% |
16% |
False |
False |
105,438 |
80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.5% |
16% |
False |
False |
79,130 |
100 |
0.9228 |
0.8768 |
0.0461 |
5.2% |
0.0048 |
0.5% |
14% |
False |
False |
63,311 |
120 |
0.9374 |
0.8768 |
0.0606 |
6.9% |
0.0046 |
0.5% |
11% |
False |
False |
52,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9085 |
2.618 |
0.8994 |
1.618 |
0.8938 |
1.000 |
0.8903 |
0.618 |
0.8882 |
HIGH |
0.8847 |
0.618 |
0.8826 |
0.500 |
0.8819 |
0.382 |
0.8812 |
LOW |
0.8791 |
0.618 |
0.8756 |
1.000 |
0.8735 |
1.618 |
0.8700 |
2.618 |
0.8644 |
4.250 |
0.8553 |
|
|
Fisher Pivots for day following 14-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8828 |
0.8824 |
PP |
0.8824 |
0.8816 |
S1 |
0.8819 |
0.8807 |
|