CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 19-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8908 |
0.8959 |
0.0052 |
0.6% |
0.8879 |
High |
0.8966 |
0.8982 |
0.0016 |
0.2% |
0.8966 |
Low |
0.8908 |
0.8955 |
0.0047 |
0.5% |
0.8845 |
Close |
0.8956 |
0.8978 |
0.0022 |
0.2% |
0.8956 |
Range |
0.0058 |
0.0028 |
-0.0031 |
-53.0% |
0.0121 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
3,133 |
1,196 |
-1,937 |
-61.8% |
6,788 |
|
Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9054 |
0.9043 |
0.8993 |
|
R3 |
0.9026 |
0.9016 |
0.8985 |
|
R2 |
0.8999 |
0.8999 |
0.8983 |
|
R1 |
0.8988 |
0.8988 |
0.8980 |
0.8994 |
PP |
0.8971 |
0.8971 |
0.8971 |
0.8974 |
S1 |
0.8961 |
0.8961 |
0.8975 |
0.8966 |
S2 |
0.8944 |
0.8944 |
0.8972 |
|
S3 |
0.8916 |
0.8933 |
0.8970 |
|
S4 |
0.8889 |
0.8906 |
0.8962 |
|
|
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 |
0.8982 |
0.8860 |
0.0122 |
1.4% |
0.0041 |
0.5% |
96% |
True |
False |
1,538 |
10 |
0.8982 |
0.8845 |
0.0137 |
1.5% |
0.0040 |
0.4% |
97% |
True |
False |
932 |
20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
57% |
False |
False |
673 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
57% |
False |
False |
409 |
60 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0032 |
0.4% |
41% |
False |
False |
278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9099 |
2.618 |
0.9054 |
1.618 |
0.9026 |
1.000 |
0.9010 |
0.618 |
0.8999 |
HIGH |
0.8982 |
0.618 |
0.8971 |
0.500 |
0.8968 |
0.382 |
0.8965 |
LOW |
0.8955 |
0.618 |
0.8938 |
1.000 |
0.8927 |
1.618 |
0.8910 |
2.618 |
0.8883 |
4.250 |
0.8838 |
|
|
Fisher Pivots for day following 19-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8974 |
0.8965 |
PP |
0.8971 |
0.8952 |
S1 |
0.8968 |
0.8940 |
|