CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8808 |
0.8877 |
0.0070 |
0.8% |
0.8870 |
| High |
0.8891 |
0.8885 |
-0.0006 |
-0.1% |
0.8873 |
| Low |
0.8808 |
0.8838 |
0.0031 |
0.3% |
0.8781 |
| Close |
0.8872 |
0.8842 |
-0.0031 |
-0.3% |
0.8812 |
| Range |
0.0083 |
0.0047 |
-0.0037 |
-44.0% |
0.0093 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
186,449 |
80,849 |
-105,600 |
-56.6% |
546,361 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8994 |
0.8964 |
0.8867 |
|
| R3 |
0.8948 |
0.8918 |
0.8854 |
|
| R2 |
0.8901 |
0.8901 |
0.8850 |
|
| R1 |
0.8871 |
0.8871 |
0.8846 |
0.8863 |
| PP |
0.8855 |
0.8855 |
0.8855 |
0.8851 |
| S1 |
0.8825 |
0.8825 |
0.8837 |
0.8817 |
| S2 |
0.8808 |
0.8808 |
0.8833 |
|
| S3 |
0.8762 |
0.8778 |
0.8829 |
|
| S4 |
0.8715 |
0.8732 |
0.8816 |
|
|
| 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 |
0.8794 |
0.0097 |
1.1% |
0.0046 |
0.5% |
49% |
False |
False |
115,802 |
| 10 |
0.8892 |
0.8781 |
0.0111 |
1.3% |
0.0045 |
0.5% |
55% |
False |
False |
111,469 |
| 20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0048 |
0.5% |
49% |
False |
False |
128,035 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
30% |
False |
False |
143,071 |
| 60 |
0.9062 |
0.8768 |
0.0295 |
3.3% |
0.0049 |
0.6% |
25% |
False |
False |
132,690 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
18% |
False |
False |
100,823 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
18% |
False |
False |
80,673 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0047 |
0.5% |
15% |
False |
False |
67,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9082 |
|
2.618 |
0.9006 |
|
1.618 |
0.8960 |
|
1.000 |
0.8931 |
|
0.618 |
0.8913 |
|
HIGH |
0.8885 |
|
0.618 |
0.8867 |
|
0.500 |
0.8861 |
|
0.382 |
0.8856 |
|
LOW |
0.8838 |
|
0.618 |
0.8809 |
|
1.000 |
0.8792 |
|
1.618 |
0.8763 |
|
2.618 |
0.8716 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8861 |
0.8842 |
| PP |
0.8855 |
0.8842 |
| S1 |
0.8848 |
0.8842 |
|