CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8877 |
0.8879 |
0.0002 |
0.0% |
0.8940 |
High |
0.8894 |
0.8894 |
0.0000 |
0.0% |
0.8953 |
Low |
0.8868 |
0.8845 |
-0.0023 |
-0.3% |
0.8868 |
Close |
0.8886 |
0.8881 |
-0.0005 |
-0.1% |
0.8886 |
Range |
0.0026 |
0.0049 |
0.0023 |
88.5% |
0.0085 |
ATR |
0.0044 |
0.0044 |
0.0000 |
0.8% |
0.0000 |
Volume |
839 |
290 |
-549 |
-65.4% |
1,870 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9020 |
0.9000 |
0.8908 |
|
R3 |
0.8971 |
0.8951 |
0.8894 |
|
R2 |
0.8922 |
0.8922 |
0.8890 |
|
R1 |
0.8902 |
0.8902 |
0.8885 |
0.8912 |
PP |
0.8873 |
0.8873 |
0.8873 |
0.8879 |
S1 |
0.8853 |
0.8853 |
0.8877 |
0.8863 |
S2 |
0.8824 |
0.8824 |
0.8872 |
|
S3 |
0.8775 |
0.8804 |
0.8868 |
|
S4 |
0.8726 |
0.8755 |
0.8854 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9157 |
0.9107 |
0.8933 |
|
R3 |
0.9072 |
0.9022 |
0.8909 |
|
R2 |
0.8987 |
0.8987 |
0.8902 |
|
R1 |
0.8937 |
0.8937 |
0.8894 |
0.8920 |
PP |
0.8902 |
0.8902 |
0.8902 |
0.8894 |
S1 |
0.8852 |
0.8852 |
0.8878 |
0.8835 |
S2 |
0.8817 |
0.8817 |
0.8870 |
|
S3 |
0.8732 |
0.8767 |
0.8863 |
|
S4 |
0.8647 |
0.8682 |
0.8839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8953 |
0.8845 |
0.0108 |
1.2% |
0.0040 |
0.4% |
33% |
False |
True |
326 |
10 |
0.8999 |
0.8845 |
0.0154 |
1.7% |
0.0038 |
0.4% |
23% |
False |
True |
393 |
20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
15% |
False |
True |
356 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0041 |
0.5% |
15% |
False |
True |
219 |
60 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0029 |
0.3% |
10% |
False |
True |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9102 |
2.618 |
0.9022 |
1.618 |
0.8973 |
1.000 |
0.8943 |
0.618 |
0.8924 |
HIGH |
0.8894 |
0.618 |
0.8875 |
0.500 |
0.8870 |
0.382 |
0.8864 |
LOW |
0.8845 |
0.618 |
0.8815 |
1.000 |
0.8796 |
1.618 |
0.8766 |
2.618 |
0.8717 |
4.250 |
0.8637 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8877 |
0.8878 |
PP |
0.8873 |
0.8876 |
S1 |
0.8870 |
0.8873 |
|