CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 16-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8901 |
0.8908 |
0.0007 |
0.1% |
0.8879 |
High |
0.8936 |
0.8966 |
0.0030 |
0.3% |
0.8966 |
Low |
0.8897 |
0.8908 |
0.0011 |
0.1% |
0.8845 |
Close |
0.8898 |
0.8956 |
0.0058 |
0.7% |
0.8956 |
Range |
0.0039 |
0.0058 |
0.0019 |
50.0% |
0.0121 |
ATR |
0.0043 |
0.0045 |
0.0002 |
4.0% |
0.0000 |
Volume |
1,881 |
3,133 |
1,252 |
66.6% |
6,788 |
|
Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9119 |
0.9096 |
0.8988 |
|
R3 |
0.9060 |
0.9037 |
0.8972 |
|
R2 |
0.9002 |
0.9002 |
0.8967 |
|
R1 |
0.8979 |
0.8979 |
0.8961 |
0.8990 |
PP |
0.8943 |
0.8943 |
0.8943 |
0.8949 |
S1 |
0.8920 |
0.8920 |
0.8951 |
0.8932 |
S2 |
0.8885 |
0.8885 |
0.8945 |
|
S3 |
0.8826 |
0.8862 |
0.8940 |
|
S4 |
0.8768 |
0.8803 |
0.8924 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9285 |
0.9242 |
0.9023 |
|
R3 |
0.9164 |
0.9121 |
0.8989 |
|
R2 |
0.9043 |
0.9043 |
0.8978 |
|
R1 |
0.9000 |
0.9000 |
0.8967 |
0.9021 |
PP |
0.8922 |
0.8922 |
0.8922 |
0.8933 |
S1 |
0.8879 |
0.8879 |
0.8945 |
0.8901 |
S2 |
0.8801 |
0.8801 |
0.8934 |
|
S3 |
0.8680 |
0.8758 |
0.8923 |
|
S4 |
0.8559 |
0.8637 |
0.8889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8966 |
0.8845 |
0.0121 |
1.4% |
0.0045 |
0.5% |
92% |
True |
False |
1,357 |
10 |
0.8966 |
0.8845 |
0.0121 |
1.4% |
0.0039 |
0.4% |
92% |
True |
False |
865 |
20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
48% |
False |
False |
624 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
48% |
False |
False |
380 |
60 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0031 |
0.4% |
34% |
False |
False |
258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9215 |
2.618 |
0.9119 |
1.618 |
0.9061 |
1.000 |
0.9024 |
0.618 |
0.9002 |
HIGH |
0.8966 |
0.618 |
0.8944 |
0.500 |
0.8937 |
0.382 |
0.8930 |
LOW |
0.8908 |
0.618 |
0.8871 |
1.000 |
0.8849 |
1.618 |
0.8813 |
2.618 |
0.8754 |
4.250 |
0.8659 |
|
|
Fisher Pivots for day following 16-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8950 |
0.8944 |
PP |
0.8943 |
0.8931 |
S1 |
0.8937 |
0.8919 |
|