CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 07-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.8843 |
0.8879 |
0.0036 |
0.4% |
0.8803 |
High |
0.8916 |
0.8889 |
-0.0027 |
-0.3% |
0.8916 |
Low |
0.8842 |
0.8860 |
0.0018 |
0.2% |
0.8794 |
Close |
0.8884 |
0.8883 |
-0.0001 |
0.0% |
0.8883 |
Range |
0.0074 |
0.0029 |
-0.0045 |
-60.5% |
0.0122 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
227,386 |
141,997 |
-85,389 |
-37.6% |
745,222 |
|
Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8964 |
0.8953 |
0.8899 |
|
R3 |
0.8935 |
0.8924 |
0.8891 |
|
R2 |
0.8906 |
0.8906 |
0.8888 |
|
R1 |
0.8895 |
0.8895 |
0.8886 |
0.8901 |
PP |
0.8877 |
0.8877 |
0.8877 |
0.8880 |
S1 |
0.8866 |
0.8866 |
0.8880 |
0.8872 |
S2 |
0.8848 |
0.8848 |
0.8878 |
|
S3 |
0.8819 |
0.8837 |
0.8875 |
|
S4 |
0.8790 |
0.8808 |
0.8867 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9229 |
0.9177 |
0.8950 |
|
R3 |
0.9107 |
0.9056 |
0.8916 |
|
R2 |
0.8986 |
0.8986 |
0.8905 |
|
R1 |
0.8934 |
0.8934 |
0.8894 |
0.8960 |
PP |
0.8864 |
0.8864 |
0.8864 |
0.8877 |
S1 |
0.8813 |
0.8813 |
0.8872 |
0.8839 |
S2 |
0.8743 |
0.8743 |
0.8861 |
|
S3 |
0.8621 |
0.8691 |
0.8850 |
|
S4 |
0.8500 |
0.8570 |
0.8816 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8916 |
0.8794 |
0.0122 |
1.4% |
0.0053 |
0.6% |
73% |
False |
False |
149,044 |
10 |
0.8916 |
0.8781 |
0.0135 |
1.5% |
0.0047 |
0.5% |
76% |
False |
False |
129,158 |
20 |
0.8919 |
0.8768 |
0.0152 |
1.7% |
0.0047 |
0.5% |
76% |
False |
False |
131,145 |
40 |
0.9012 |
0.8768 |
0.0244 |
2.7% |
0.0050 |
0.6% |
47% |
False |
False |
141,450 |
60 |
0.9014 |
0.8768 |
0.0246 |
2.8% |
0.0049 |
0.6% |
47% |
False |
False |
135,651 |
80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
28% |
False |
False |
105,433 |
100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
28% |
False |
False |
84,366 |
120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0047 |
0.5% |
24% |
False |
False |
70,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9012 |
2.618 |
0.8965 |
1.618 |
0.8936 |
1.000 |
0.8918 |
0.618 |
0.8907 |
HIGH |
0.8889 |
0.618 |
0.8878 |
0.500 |
0.8875 |
0.382 |
0.8871 |
LOW |
0.8860 |
0.618 |
0.8842 |
1.000 |
0.8831 |
1.618 |
0.8813 |
2.618 |
0.8784 |
4.250 |
0.8737 |
|
|
Fisher Pivots for day following 07-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8880 |
0.8881 |
PP |
0.8877 |
0.8879 |
S1 |
0.8875 |
0.8877 |
|