CME Japanese Yen Future December 2018
Trading Metrics calculated at close of trading on 14-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.8831 |
0.8802 |
-0.0029 |
-0.3% |
0.8884 |
High |
0.8835 |
0.8835 |
-0.0001 |
0.0% |
0.8914 |
Low |
0.8796 |
0.8798 |
0.0002 |
0.0% |
0.8796 |
Close |
0.8804 |
0.8828 |
0.0024 |
0.3% |
0.8828 |
Range |
0.0040 |
0.0037 |
-0.0003 |
-6.3% |
0.0119 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
164,774 |
46,777 |
-117,997 |
-71.6% |
703,667 |
|
Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8931 |
0.8917 |
0.8848 |
|
R3 |
0.8894 |
0.8880 |
0.8838 |
|
R2 |
0.8857 |
0.8857 |
0.8835 |
|
R1 |
0.8843 |
0.8843 |
0.8831 |
0.8850 |
PP |
0.8820 |
0.8820 |
0.8820 |
0.8824 |
S1 |
0.8806 |
0.8806 |
0.8825 |
0.8813 |
S2 |
0.8783 |
0.8783 |
0.8821 |
|
S3 |
0.8746 |
0.8769 |
0.8818 |
|
S4 |
0.8709 |
0.8732 |
0.8808 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9201 |
0.9133 |
0.8893 |
|
R3 |
0.9083 |
0.9015 |
0.8861 |
|
R2 |
0.8964 |
0.8964 |
0.8850 |
|
R1 |
0.8896 |
0.8896 |
0.8839 |
0.8871 |
PP |
0.8846 |
0.8846 |
0.8846 |
0.8833 |
S1 |
0.8778 |
0.8778 |
0.8817 |
0.8753 |
S2 |
0.8727 |
0.8727 |
0.8806 |
|
S3 |
0.8609 |
0.8659 |
0.8795 |
|
S4 |
0.8490 |
0.8541 |
0.8763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8914 |
0.8796 |
0.0119 |
1.3% |
0.0047 |
0.5% |
27% |
False |
False |
140,733 |
10 |
0.8916 |
0.8794 |
0.0122 |
1.4% |
0.0050 |
0.6% |
28% |
False |
False |
144,888 |
20 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0047 |
0.5% |
34% |
False |
False |
131,704 |
40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0049 |
0.6% |
25% |
False |
False |
141,795 |
60 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0050 |
0.6% |
25% |
False |
False |
138,881 |
80 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0049 |
0.6% |
17% |
False |
False |
114,184 |
100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
15% |
False |
False |
91,401 |
120 |
0.9228 |
0.8768 |
0.0461 |
5.2% |
0.0048 |
0.5% |
13% |
False |
False |
76,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8992 |
2.618 |
0.8931 |
1.618 |
0.8894 |
1.000 |
0.8872 |
0.618 |
0.8857 |
HIGH |
0.8835 |
0.618 |
0.8820 |
0.500 |
0.8816 |
0.382 |
0.8812 |
LOW |
0.8798 |
0.618 |
0.8775 |
1.000 |
0.8761 |
1.618 |
0.8738 |
2.618 |
0.8701 |
4.250 |
0.8640 |
|
|
Fisher Pivots for day following 14-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8824 |
0.8825 |
PP |
0.8820 |
0.8822 |
S1 |
0.8816 |
0.8819 |
|