CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8878 |
0.8901 |
0.0023 |
0.3% |
0.8940 |
| High |
0.8919 |
0.8936 |
0.0017 |
0.2% |
0.8953 |
| Low |
0.8872 |
0.8897 |
0.0026 |
0.3% |
0.8868 |
| Close |
0.8909 |
0.8898 |
-0.0011 |
-0.1% |
0.8886 |
| Range |
0.0048 |
0.0039 |
-0.0009 |
-17.9% |
0.0085 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
739 |
1,881 |
1,142 |
154.5% |
1,870 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.9002 |
0.8919 |
|
| R3 |
0.8988 |
0.8963 |
0.8909 |
|
| R2 |
0.8949 |
0.8949 |
0.8905 |
|
| R1 |
0.8924 |
0.8924 |
0.8902 |
0.8917 |
| PP |
0.8910 |
0.8910 |
0.8910 |
0.8907 |
| S1 |
0.8885 |
0.8885 |
0.8894 |
0.8878 |
| S2 |
0.8871 |
0.8871 |
0.8891 |
|
| S3 |
0.8832 |
0.8846 |
0.8887 |
|
| S4 |
0.8793 |
0.8807 |
0.8877 |
|
|
| 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 |
0.8936 |
0.8845 |
0.0091 |
1.0% |
0.0039 |
0.4% |
58% |
True |
False |
898 |
| 10 |
0.8982 |
0.8845 |
0.0137 |
1.5% |
0.0039 |
0.4% |
39% |
False |
False |
624 |
| 20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0041 |
0.5% |
23% |
False |
False |
470 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0041 |
0.5% |
23% |
False |
False |
302 |
| 60 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0031 |
0.3% |
16% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9102 |
|
2.618 |
0.9038 |
|
1.618 |
0.8999 |
|
1.000 |
0.8975 |
|
0.618 |
0.8960 |
|
HIGH |
0.8936 |
|
0.618 |
0.8921 |
|
0.500 |
0.8917 |
|
0.382 |
0.8912 |
|
LOW |
0.8897 |
|
0.618 |
0.8873 |
|
1.000 |
0.8858 |
|
1.618 |
0.8834 |
|
2.618 |
0.8795 |
|
4.250 |
0.8731 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8917 |
0.8898 |
| PP |
0.8910 |
0.8898 |
| S1 |
0.8904 |
0.8898 |
|