CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8884 |
0.8905 |
0.0021 |
0.2% |
0.8803 |
High |
0.8913 |
0.8919 |
0.0006 |
0.1% |
0.8896 |
Low |
0.8877 |
0.8876 |
-0.0001 |
0.0% |
0.8768 |
Close |
0.8904 |
0.8886 |
-0.0018 |
-0.2% |
0.8881 |
Range |
0.0037 |
0.0044 |
0.0007 |
19.2% |
0.0129 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
119,342 |
152,125 |
32,783 |
27.5% |
748,531 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9024 |
0.8998 |
0.8909 |
|
R3 |
0.8980 |
0.8955 |
0.8897 |
|
R2 |
0.8937 |
0.8937 |
0.8893 |
|
R1 |
0.8911 |
0.8911 |
0.8889 |
0.8902 |
PP |
0.8893 |
0.8893 |
0.8893 |
0.8889 |
S1 |
0.8868 |
0.8868 |
0.8882 |
0.8859 |
S2 |
0.8850 |
0.8850 |
0.8878 |
|
S3 |
0.8806 |
0.8824 |
0.8874 |
|
S4 |
0.8763 |
0.8781 |
0.8862 |
|
|
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 |
0.8919 |
0.8791 |
0.0128 |
1.4% |
0.0052 |
0.6% |
74% |
True |
False |
154,954 |
10 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0050 |
0.6% |
78% |
True |
False |
144,600 |
20 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0052 |
0.6% |
48% |
False |
False |
152,539 |
40 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0053 |
0.6% |
48% |
False |
False |
146,955 |
60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
33% |
False |
False |
115,734 |
80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
28% |
False |
False |
86,903 |
100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
28% |
False |
False |
69,530 |
120 |
0.9266 |
0.8768 |
0.0498 |
5.6% |
0.0046 |
0.5% |
24% |
False |
False |
57,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9104 |
2.618 |
0.9033 |
1.618 |
0.8989 |
1.000 |
0.8963 |
0.618 |
0.8946 |
HIGH |
0.8919 |
0.618 |
0.8902 |
0.500 |
0.8897 |
0.382 |
0.8892 |
LOW |
0.8876 |
0.618 |
0.8849 |
1.000 |
0.8832 |
1.618 |
0.8805 |
2.618 |
0.8762 |
4.250 |
0.8691 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8897 |
0.8880 |
PP |
0.8893 |
0.8875 |
S1 |
0.8889 |
0.8870 |
|