CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 07-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8927 |
0.8938 |
0.0011 |
0.1% |
0.9051 |
High |
0.8939 |
0.8953 |
0.0014 |
0.2% |
0.9051 |
Low |
0.8912 |
0.8887 |
-0.0025 |
-0.3% |
0.8927 |
Close |
0.8918 |
0.8922 |
0.0004 |
0.0% |
0.8928 |
Range |
0.0028 |
0.0066 |
0.0039 |
140.0% |
0.0124 |
ATR |
0.0043 |
0.0045 |
0.0002 |
3.7% |
0.0000 |
Volume |
147 |
215 |
68 |
46.3% |
1,830 |
|
Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9119 |
0.9086 |
0.8958 |
|
R3 |
0.9053 |
0.9020 |
0.8940 |
|
R2 |
0.8987 |
0.8987 |
0.8934 |
|
R1 |
0.8954 |
0.8954 |
0.8928 |
0.8937 |
PP |
0.8920 |
0.8920 |
0.8920 |
0.8912 |
S1 |
0.8888 |
0.8888 |
0.8915 |
0.8871 |
S2 |
0.8854 |
0.8854 |
0.8909 |
|
S3 |
0.8788 |
0.8822 |
0.8903 |
|
S4 |
0.8722 |
0.8756 |
0.8885 |
|
|
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 |
0.8887 |
0.0095 |
1.1% |
0.0038 |
0.4% |
36% |
False |
True |
327 |
10 |
0.9079 |
0.8887 |
0.0192 |
2.1% |
0.0046 |
0.5% |
18% |
False |
True |
410 |
20 |
0.9079 |
0.8887 |
0.0192 |
2.1% |
0.0043 |
0.5% |
18% |
False |
True |
307 |
40 |
0.9105 |
0.8852 |
0.0253 |
2.8% |
0.0039 |
0.4% |
27% |
False |
False |
192 |
60 |
0.9220 |
0.8852 |
0.0368 |
4.1% |
0.0028 |
0.3% |
19% |
False |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9234 |
2.618 |
0.9126 |
1.618 |
0.9060 |
1.000 |
0.9019 |
0.618 |
0.8994 |
HIGH |
0.8953 |
0.618 |
0.8928 |
0.500 |
0.8920 |
0.382 |
0.8912 |
LOW |
0.8887 |
0.618 |
0.8846 |
1.000 |
0.8821 |
1.618 |
0.8780 |
2.618 |
0.8714 |
4.250 |
0.8606 |
|
|
Fisher Pivots for day following 07-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8921 |
0.8921 |
PP |
0.8920 |
0.8920 |
S1 |
0.8920 |
0.8920 |
|