CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8905 |
0.8885 |
-0.0020 |
-0.2% |
0.8803 |
| High |
0.8919 |
0.8892 |
-0.0028 |
-0.3% |
0.8896 |
| Low |
0.8876 |
0.8852 |
-0.0024 |
-0.3% |
0.8768 |
| Close |
0.8886 |
0.8858 |
-0.0028 |
-0.3% |
0.8881 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.2% |
0.0129 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
152,125 |
103,962 |
-48,163 |
-31.7% |
748,531 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8986 |
0.8961 |
0.8880 |
|
| R3 |
0.8946 |
0.8922 |
0.8869 |
|
| R2 |
0.8907 |
0.8907 |
0.8865 |
|
| R1 |
0.8882 |
0.8882 |
0.8862 |
0.8875 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8863 |
| S1 |
0.8843 |
0.8843 |
0.8854 |
0.8835 |
| S2 |
0.8828 |
0.8828 |
0.8851 |
|
| S3 |
0.8788 |
0.8803 |
0.8847 |
|
| S4 |
0.8749 |
0.8764 |
0.8836 |
|
|
| 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 |
0.8813 |
0.0106 |
1.2% |
0.0049 |
0.5% |
42% |
False |
False |
145,195 |
| 10 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0047 |
0.5% |
60% |
False |
False |
135,052 |
| 20 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
37% |
False |
False |
149,112 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0053 |
0.6% |
37% |
False |
False |
146,530 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
25% |
False |
False |
117,449 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
22% |
False |
False |
88,202 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
22% |
False |
False |
70,570 |
| 120 |
0.9266 |
0.8768 |
0.0498 |
5.6% |
0.0046 |
0.5% |
18% |
False |
False |
58,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9059 |
|
2.618 |
0.8995 |
|
1.618 |
0.8955 |
|
1.000 |
0.8931 |
|
0.618 |
0.8916 |
|
HIGH |
0.8892 |
|
0.618 |
0.8876 |
|
0.500 |
0.8872 |
|
0.382 |
0.8867 |
|
LOW |
0.8852 |
|
0.618 |
0.8828 |
|
1.000 |
0.8813 |
|
1.618 |
0.8788 |
|
2.618 |
0.8749 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8872 |
0.8886 |
| PP |
0.8867 |
0.8876 |
| S1 |
0.8863 |
0.8867 |
|