CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8819 |
0.8802 |
-0.0017 |
-0.2% |
0.8884 |
| High |
0.8829 |
0.8827 |
-0.0002 |
0.0% |
0.8919 |
| Low |
0.8796 |
0.8781 |
-0.0015 |
-0.2% |
0.8852 |
| Close |
0.8801 |
0.8820 |
0.0019 |
0.2% |
0.8877 |
| Range |
0.0034 |
0.0047 |
0.0013 |
36.8% |
0.0067 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
104,561 |
126,821 |
22,260 |
21.3% |
463,960 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8949 |
0.8931 |
0.8845 |
|
| R3 |
0.8902 |
0.8884 |
0.8832 |
|
| R2 |
0.8856 |
0.8856 |
0.8828 |
|
| R1 |
0.8838 |
0.8838 |
0.8824 |
0.8847 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8814 |
| S1 |
0.8791 |
0.8791 |
0.8815 |
0.8800 |
| S2 |
0.8763 |
0.8763 |
0.8811 |
|
| S3 |
0.8716 |
0.8745 |
0.8807 |
|
| S4 |
0.8670 |
0.8698 |
0.8794 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9084 |
0.9047 |
0.8913 |
|
| R3 |
0.9017 |
0.8980 |
0.8895 |
|
| R2 |
0.8950 |
0.8950 |
0.8889 |
|
| R1 |
0.8913 |
0.8913 |
0.8883 |
0.8898 |
| PP |
0.8883 |
0.8883 |
0.8883 |
0.8875 |
| S1 |
0.8846 |
0.8846 |
0.8870 |
0.8831 |
| S2 |
0.8816 |
0.8816 |
0.8864 |
|
| S3 |
0.8749 |
0.8779 |
0.8858 |
|
| S4 |
0.8682 |
0.8712 |
0.8840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8892 |
0.8781 |
0.0111 |
1.3% |
0.0044 |
0.5% |
35% |
False |
True |
107,136 |
| 10 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0048 |
0.5% |
28% |
False |
True |
131,045 |
| 20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0046 |
0.5% |
34% |
False |
False |
129,767 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0053 |
0.6% |
21% |
False |
False |
145,043 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
15% |
False |
False |
124,458 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
12% |
False |
False |
93,594 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
12% |
False |
False |
74,886 |
| 120 |
0.9264 |
0.8768 |
0.0497 |
5.6% |
0.0047 |
0.5% |
10% |
False |
False |
62,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9025 |
|
2.618 |
0.8949 |
|
1.618 |
0.8902 |
|
1.000 |
0.8874 |
|
0.618 |
0.8856 |
|
HIGH |
0.8827 |
|
0.618 |
0.8809 |
|
0.500 |
0.8804 |
|
0.382 |
0.8798 |
|
LOW |
0.8781 |
|
0.618 |
0.8752 |
|
1.000 |
0.8734 |
|
1.618 |
0.8705 |
|
2.618 |
0.8659 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8814 |
0.8827 |
| PP |
0.8809 |
0.8824 |
| S1 |
0.8804 |
0.8822 |
|