CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8810 |
0.0008 |
0.1% |
0.8884 |
| High |
0.8827 |
0.8845 |
0.0018 |
0.2% |
0.8919 |
| Low |
0.8781 |
0.8810 |
0.0029 |
0.3% |
0.8852 |
| Close |
0.8820 |
0.8825 |
0.0006 |
0.1% |
0.8877 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-23.7% |
0.0067 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
126,821 |
114,032 |
-12,789 |
-10.1% |
463,960 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8933 |
0.8915 |
0.8845 |
|
| R3 |
0.8898 |
0.8879 |
0.8835 |
|
| R2 |
0.8862 |
0.8862 |
0.8832 |
|
| R1 |
0.8844 |
0.8844 |
0.8828 |
0.8853 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8831 |
| S1 |
0.8808 |
0.8808 |
0.8822 |
0.8817 |
| S2 |
0.8791 |
0.8791 |
0.8818 |
|
| S3 |
0.8756 |
0.8773 |
0.8815 |
|
| S4 |
0.8720 |
0.8737 |
0.8805 |
|
|
| 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 |
0.8890 |
0.8781 |
0.0110 |
1.2% |
0.0043 |
0.5% |
41% |
False |
False |
109,150 |
| 10 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0046 |
0.5% |
32% |
False |
False |
127,172 |
| 20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0045 |
0.5% |
38% |
False |
False |
127,873 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0052 |
0.6% |
24% |
False |
False |
144,798 |
| 60 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0050 |
0.6% |
16% |
False |
False |
126,230 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
14% |
False |
False |
95,017 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
14% |
False |
False |
76,026 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0047 |
0.5% |
12% |
False |
False |
63,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8996 |
|
2.618 |
0.8938 |
|
1.618 |
0.8902 |
|
1.000 |
0.8881 |
|
0.618 |
0.8867 |
|
HIGH |
0.8845 |
|
0.618 |
0.8831 |
|
0.500 |
0.8827 |
|
0.382 |
0.8823 |
|
LOW |
0.8810 |
|
0.618 |
0.8788 |
|
1.000 |
0.8774 |
|
1.618 |
0.8752 |
|
2.618 |
0.8717 |
|
4.250 |
0.8659 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8827 |
0.8821 |
| PP |
0.8827 |
0.8817 |
| S1 |
0.8826 |
0.8813 |
|