CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8822 |
0.8803 |
-0.0019 |
-0.2% |
0.8870 |
| High |
0.8832 |
0.8829 |
-0.0003 |
0.0% |
0.8873 |
| Low |
0.8802 |
0.8794 |
-0.0008 |
-0.1% |
0.8781 |
| Close |
0.8812 |
0.8805 |
-0.0007 |
-0.1% |
0.8812 |
| Range |
0.0030 |
0.0035 |
0.0005 |
16.7% |
0.0093 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
89,142 |
108,541 |
19,399 |
21.8% |
546,361 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8914 |
0.8894 |
0.8824 |
|
| R3 |
0.8879 |
0.8859 |
0.8814 |
|
| R2 |
0.8844 |
0.8844 |
0.8811 |
|
| R1 |
0.8824 |
0.8824 |
0.8808 |
0.8834 |
| PP |
0.8809 |
0.8809 |
0.8809 |
0.8814 |
| S1 |
0.8789 |
0.8789 |
0.8801 |
0.8799 |
| S2 |
0.8774 |
0.8774 |
0.8798 |
|
| S3 |
0.8739 |
0.8754 |
0.8795 |
|
| S4 |
0.8704 |
0.8719 |
0.8785 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9099 |
0.9048 |
0.8862 |
|
| R3 |
0.9007 |
0.8955 |
0.8837 |
|
| R2 |
0.8914 |
0.8914 |
0.8828 |
|
| R1 |
0.8863 |
0.8863 |
0.8820 |
0.8842 |
| PP |
0.8822 |
0.8822 |
0.8822 |
0.8811 |
| S1 |
0.8770 |
0.8770 |
0.8803 |
0.8750 |
| S2 |
0.8729 |
0.8729 |
0.8795 |
|
| S3 |
0.8637 |
0.8678 |
0.8786 |
|
| S4 |
0.8544 |
0.8585 |
0.8761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8845 |
0.8781 |
0.0065 |
0.7% |
0.0036 |
0.4% |
37% |
False |
False |
108,619 |
| 10 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0040 |
0.5% |
17% |
False |
False |
111,886 |
| 20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0044 |
0.5% |
24% |
False |
False |
123,384 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
15% |
False |
False |
142,352 |
| 60 |
0.9084 |
0.8768 |
0.0317 |
3.6% |
0.0049 |
0.6% |
12% |
False |
False |
129,207 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
9% |
False |
False |
97,487 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
9% |
False |
False |
78,001 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.6% |
0.0047 |
0.5% |
8% |
False |
False |
65,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8978 |
|
2.618 |
0.8921 |
|
1.618 |
0.8886 |
|
1.000 |
0.8864 |
|
0.618 |
0.8851 |
|
HIGH |
0.8829 |
|
0.618 |
0.8816 |
|
0.500 |
0.8812 |
|
0.382 |
0.8807 |
|
LOW |
0.8794 |
|
0.618 |
0.8772 |
|
1.000 |
0.8759 |
|
1.618 |
0.8737 |
|
2.618 |
0.8702 |
|
4.250 |
0.8645 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8812 |
0.8820 |
| PP |
0.8809 |
0.8815 |
| S1 |
0.8807 |
0.8810 |
|