CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 04-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.8803 |
0.8808 |
0.0005 |
0.1% |
0.8870 |
High |
0.8829 |
0.8891 |
0.0062 |
0.7% |
0.8873 |
Low |
0.8794 |
0.8808 |
0.0014 |
0.2% |
0.8781 |
Close |
0.8805 |
0.8872 |
0.0068 |
0.8% |
0.8812 |
Range |
0.0035 |
0.0083 |
0.0048 |
137.1% |
0.0093 |
ATR |
0.0046 |
0.0049 |
0.0003 |
6.2% |
0.0000 |
Volume |
108,541 |
186,449 |
77,908 |
71.8% |
546,361 |
|
Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9106 |
0.9072 |
0.8918 |
|
R3 |
0.9023 |
0.8989 |
0.8895 |
|
R2 |
0.8940 |
0.8940 |
0.8887 |
|
R1 |
0.8906 |
0.8906 |
0.8880 |
0.8923 |
PP |
0.8857 |
0.8857 |
0.8857 |
0.8865 |
S1 |
0.8823 |
0.8823 |
0.8864 |
0.8840 |
S2 |
0.8774 |
0.8774 |
0.8857 |
|
S3 |
0.8691 |
0.8740 |
0.8849 |
|
S4 |
0.8608 |
0.8657 |
0.8826 |
|
|
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 |
0.8891 |
0.8781 |
0.0110 |
1.2% |
0.0046 |
0.5% |
83% |
True |
False |
124,997 |
10 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0045 |
0.5% |
66% |
False |
False |
118,596 |
20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0047 |
0.5% |
69% |
False |
False |
128,970 |
40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
43% |
False |
False |
144,416 |
60 |
0.9066 |
0.8768 |
0.0298 |
3.4% |
0.0049 |
0.6% |
35% |
False |
False |
131,988 |
80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0050 |
0.6% |
25% |
False |
False |
99,814 |
100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
25% |
False |
False |
79,865 |
120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0047 |
0.5% |
21% |
False |
False |
66,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9243 |
2.618 |
0.9108 |
1.618 |
0.9025 |
1.000 |
0.8974 |
0.618 |
0.8942 |
HIGH |
0.8891 |
0.618 |
0.8859 |
0.500 |
0.8849 |
0.382 |
0.8839 |
LOW |
0.8808 |
0.618 |
0.8756 |
1.000 |
0.8725 |
1.618 |
0.8673 |
2.618 |
0.8590 |
4.250 |
0.8455 |
|
|
Fisher Pivots for day following 04-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8864 |
0.8862 |
PP |
0.8857 |
0.8852 |
S1 |
0.8849 |
0.8842 |
|