CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8884 |
0.8832 |
-0.0052 |
-0.6% |
0.8803 |
| High |
0.8914 |
0.8853 |
-0.0062 |
-0.7% |
0.8916 |
| Low |
0.8823 |
0.8817 |
-0.0006 |
-0.1% |
0.8794 |
| Close |
0.8838 |
0.8822 |
-0.0016 |
-0.2% |
0.8883 |
| Range |
0.0092 |
0.0036 |
-0.0056 |
-60.7% |
0.0122 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
193,662 |
142,373 |
-51,289 |
-26.5% |
745,222 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8938 |
0.8916 |
0.8842 |
|
| R3 |
0.8902 |
0.8880 |
0.8832 |
|
| R2 |
0.8866 |
0.8866 |
0.8829 |
|
| R1 |
0.8844 |
0.8844 |
0.8825 |
0.8837 |
| PP |
0.8830 |
0.8830 |
0.8830 |
0.8827 |
| S1 |
0.8808 |
0.8808 |
0.8819 |
0.8801 |
| S2 |
0.8794 |
0.8794 |
0.8815 |
|
| S3 |
0.8758 |
0.8772 |
0.8812 |
|
| S4 |
0.8722 |
0.8736 |
0.8802 |
|
|
| 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 |
0.8817 |
0.0099 |
1.1% |
0.0055 |
0.6% |
6% |
False |
True |
157,253 |
| 10 |
0.8916 |
0.8781 |
0.0135 |
1.5% |
0.0051 |
0.6% |
31% |
False |
False |
141,125 |
| 20 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0049 |
0.6% |
30% |
False |
False |
137,115 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0051 |
0.6% |
22% |
False |
False |
142,597 |
| 60 |
0.9014 |
0.8768 |
0.0246 |
2.8% |
0.0050 |
0.6% |
22% |
False |
False |
138,083 |
| 80 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
13% |
False |
False |
109,629 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0049 |
0.6% |
13% |
False |
False |
87,726 |
| 120 |
0.9257 |
0.8768 |
0.0489 |
5.5% |
0.0048 |
0.5% |
11% |
False |
False |
73,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9006 |
|
2.618 |
0.8947 |
|
1.618 |
0.8911 |
|
1.000 |
0.8889 |
|
0.618 |
0.8875 |
|
HIGH |
0.8853 |
|
0.618 |
0.8839 |
|
0.500 |
0.8835 |
|
0.382 |
0.8830 |
|
LOW |
0.8817 |
|
0.618 |
0.8794 |
|
1.000 |
0.8781 |
|
1.618 |
0.8758 |
|
2.618 |
0.8722 |
|
4.250 |
0.8664 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8835 |
0.8865 |
| PP |
0.8830 |
0.8851 |
| S1 |
0.8826 |
0.8836 |
|