CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8824 |
0.8823 |
-0.0002 |
0.0% |
0.8803 |
| High |
0.8861 |
0.8896 |
0.0035 |
0.4% |
0.8896 |
| Low |
0.8813 |
0.8820 |
0.0007 |
0.1% |
0.8768 |
| Close |
0.8823 |
0.8881 |
0.0059 |
0.7% |
0.8881 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.3% |
0.0129 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.4% |
0.0000 |
| Volume |
175,672 |
174,878 |
-794 |
-0.5% |
748,531 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9063 |
0.8923 |
|
| R3 |
0.9018 |
0.8987 |
0.8902 |
|
| R2 |
0.8942 |
0.8942 |
0.8895 |
|
| R1 |
0.8911 |
0.8911 |
0.8888 |
0.8927 |
| PP |
0.8866 |
0.8866 |
0.8866 |
0.8873 |
| S1 |
0.8835 |
0.8835 |
0.8874 |
0.8851 |
| S2 |
0.8790 |
0.8790 |
0.8867 |
|
| S3 |
0.8714 |
0.8759 |
0.8860 |
|
| S4 |
0.8638 |
0.8683 |
0.8839 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9186 |
0.8952 |
|
| R3 |
0.9105 |
0.9057 |
0.8916 |
|
| R2 |
0.8977 |
0.8977 |
0.8905 |
|
| R1 |
0.8929 |
0.8929 |
0.8893 |
0.8953 |
| PP |
0.8848 |
0.8848 |
0.8848 |
0.8860 |
| S1 |
0.8800 |
0.8800 |
0.8869 |
0.8824 |
| S2 |
0.8720 |
0.8720 |
0.8857 |
|
| S3 |
0.8591 |
0.8672 |
0.8846 |
|
| S4 |
0.8463 |
0.8543 |
0.8810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8896 |
0.8768 |
0.0129 |
1.4% |
0.0055 |
0.6% |
88% |
True |
False |
149,706 |
| 10 |
0.8896 |
0.8768 |
0.0129 |
1.4% |
0.0048 |
0.5% |
88% |
True |
False |
134,883 |
| 20 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0053 |
0.6% |
47% |
False |
False |
153,623 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0053 |
0.6% |
47% |
False |
False |
144,132 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
32% |
False |
False |
111,239 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
27% |
False |
False |
83,511 |
| 100 |
0.9202 |
0.8768 |
0.0435 |
4.9% |
0.0048 |
0.5% |
26% |
False |
False |
66,816 |
| 120 |
0.9351 |
0.8768 |
0.0584 |
6.6% |
0.0046 |
0.5% |
19% |
False |
False |
55,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9219 |
|
2.618 |
0.9095 |
|
1.618 |
0.9019 |
|
1.000 |
0.8972 |
|
0.618 |
0.8943 |
|
HIGH |
0.8896 |
|
0.618 |
0.8867 |
|
0.500 |
0.8858 |
|
0.382 |
0.8849 |
|
LOW |
0.8820 |
|
0.618 |
0.8773 |
|
1.000 |
0.8744 |
|
1.618 |
0.8697 |
|
2.618 |
0.8621 |
|
4.250 |
0.8497 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8873 |
0.8869 |
| PP |
0.8866 |
0.8856 |
| S1 |
0.8858 |
0.8844 |
|