CME Japanese Yen Future December 2018
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8802 |
0.8825 |
0.0023 |
0.3% |
0.8884 |
| High |
0.8835 |
0.8859 |
0.0025 |
0.3% |
0.8914 |
| Low |
0.8798 |
0.8809 |
0.0012 |
0.1% |
0.8796 |
| Close |
0.8828 |
0.8854 |
0.0026 |
0.3% |
0.8828 |
| Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0119 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.3% |
0.0000 |
| Volume |
46,777 |
1,838 |
-44,939 |
-96.1% |
703,667 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8972 |
0.8882 |
|
| R3 |
0.8941 |
0.8922 |
0.8868 |
|
| R2 |
0.8891 |
0.8891 |
0.8863 |
|
| R1 |
0.8872 |
0.8872 |
0.8859 |
0.8882 |
| PP |
0.8841 |
0.8841 |
0.8841 |
0.8845 |
| S1 |
0.8822 |
0.8822 |
0.8849 |
0.8832 |
| S2 |
0.8791 |
0.8791 |
0.8845 |
|
| S3 |
0.8741 |
0.8772 |
0.8840 |
|
| S4 |
0.8691 |
0.8722 |
0.8827 |
|
|
| 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 |
0.8859 |
0.8796 |
0.0064 |
0.7% |
0.0038 |
0.4% |
92% |
True |
False |
102,368 |
| 10 |
0.8916 |
0.8796 |
0.0120 |
1.4% |
0.0052 |
0.6% |
49% |
False |
False |
134,218 |
| 20 |
0.8919 |
0.8781 |
0.0139 |
1.6% |
0.0046 |
0.5% |
53% |
False |
False |
123,052 |
| 40 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0049 |
0.6% |
35% |
False |
False |
138,338 |
| 60 |
0.9012 |
0.8768 |
0.0244 |
2.8% |
0.0050 |
0.6% |
35% |
False |
False |
137,105 |
| 80 |
0.9124 |
0.8768 |
0.0356 |
4.0% |
0.0049 |
0.6% |
24% |
False |
False |
114,193 |
| 100 |
0.9184 |
0.8768 |
0.0417 |
4.7% |
0.0048 |
0.5% |
21% |
False |
False |
91,419 |
| 120 |
0.9202 |
0.8768 |
0.0435 |
4.9% |
0.0048 |
0.5% |
20% |
False |
False |
76,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9072 |
|
2.618 |
0.8990 |
|
1.618 |
0.8940 |
|
1.000 |
0.8909 |
|
0.618 |
0.8890 |
|
HIGH |
0.8859 |
|
0.618 |
0.8840 |
|
0.500 |
0.8834 |
|
0.382 |
0.8828 |
|
LOW |
0.8809 |
|
0.618 |
0.8778 |
|
1.000 |
0.8759 |
|
1.618 |
0.8728 |
|
2.618 |
0.8678 |
|
4.250 |
0.8597 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8847 |
0.8845 |
| PP |
0.8841 |
0.8836 |
| S1 |
0.8834 |
0.8827 |
|