CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8940 |
0.8927 |
-0.0013 |
-0.1% |
0.9051 |
High |
0.8940 |
0.8939 |
-0.0001 |
0.0% |
0.9051 |
Low |
0.8923 |
0.8912 |
-0.0012 |
-0.1% |
0.8927 |
Close |
0.8932 |
0.8918 |
-0.0014 |
-0.2% |
0.8928 |
Range |
0.0017 |
0.0028 |
0.0011 |
66.7% |
0.0124 |
ATR |
0.0045 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
526 |
147 |
-379 |
-72.1% |
1,830 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9005 |
0.8989 |
0.8933 |
|
R3 |
0.8978 |
0.8962 |
0.8926 |
|
R2 |
0.8950 |
0.8950 |
0.8923 |
|
R1 |
0.8934 |
0.8934 |
0.8921 |
0.8929 |
PP |
0.8923 |
0.8923 |
0.8923 |
0.8920 |
S1 |
0.8907 |
0.8907 |
0.8915 |
0.8901 |
S2 |
0.8895 |
0.8895 |
0.8913 |
|
S3 |
0.8868 |
0.8879 |
0.8910 |
|
S4 |
0.8840 |
0.8852 |
0.8903 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9339 |
0.9257 |
0.8995 |
|
R3 |
0.9215 |
0.9133 |
0.8961 |
|
R2 |
0.9092 |
0.9092 |
0.8950 |
|
R1 |
0.9010 |
0.9010 |
0.8939 |
0.8989 |
PP |
0.8968 |
0.8968 |
0.8968 |
0.8958 |
S1 |
0.8886 |
0.8886 |
0.8916 |
0.8866 |
S2 |
0.8845 |
0.8845 |
0.8905 |
|
S3 |
0.8721 |
0.8763 |
0.8894 |
|
S4 |
0.8598 |
0.8639 |
0.8860 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8982 |
0.8912 |
0.0071 |
0.8% |
0.0033 |
0.4% |
9% |
False |
True |
373 |
10 |
0.9079 |
0.8912 |
0.0167 |
1.9% |
0.0044 |
0.5% |
4% |
False |
True |
417 |
20 |
0.9079 |
0.8912 |
0.0167 |
1.9% |
0.0044 |
0.5% |
4% |
False |
True |
301 |
40 |
0.9124 |
0.8852 |
0.0272 |
3.0% |
0.0038 |
0.4% |
24% |
False |
False |
186 |
60 |
0.9220 |
0.8852 |
0.0368 |
4.1% |
0.0027 |
0.3% |
18% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9056 |
2.618 |
0.9011 |
1.618 |
0.8983 |
1.000 |
0.8967 |
0.618 |
0.8956 |
HIGH |
0.8939 |
0.618 |
0.8928 |
0.500 |
0.8925 |
0.382 |
0.8922 |
LOW |
0.8912 |
0.618 |
0.8895 |
1.000 |
0.8884 |
1.618 |
0.8867 |
2.618 |
0.8840 |
4.250 |
0.8795 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8925 |
0.8947 |
PP |
0.8923 |
0.8937 |
S1 |
0.8920 |
0.8928 |
|