CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8959 |
0.8985 |
0.0026 |
0.3% |
0.8879 |
High |
0.8982 |
0.8991 |
0.0009 |
0.1% |
0.8966 |
Low |
0.8955 |
0.8951 |
-0.0004 |
0.0% |
0.8845 |
Close |
0.8978 |
0.8960 |
-0.0018 |
-0.2% |
0.8956 |
Range |
0.0028 |
0.0040 |
0.0013 |
45.5% |
0.0121 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1,196 |
654 |
-542 |
-45.3% |
6,788 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9087 |
0.9064 |
0.8982 |
|
R3 |
0.9047 |
0.9024 |
0.8971 |
|
R2 |
0.9007 |
0.9007 |
0.8967 |
|
R1 |
0.8984 |
0.8984 |
0.8964 |
0.8976 |
PP |
0.8967 |
0.8967 |
0.8967 |
0.8963 |
S1 |
0.8944 |
0.8944 |
0.8956 |
0.8936 |
S2 |
0.8927 |
0.8927 |
0.8953 |
|
S3 |
0.8887 |
0.8904 |
0.8949 |
|
S4 |
0.8847 |
0.8864 |
0.8938 |
|
|
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 |
0.8991 |
0.8872 |
0.0120 |
1.3% |
0.0042 |
0.5% |
74% |
True |
False |
1,520 |
10 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0042 |
0.5% |
79% |
True |
False |
983 |
20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
49% |
False |
False |
700 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
49% |
False |
False |
425 |
60 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0033 |
0.4% |
36% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9161 |
2.618 |
0.9096 |
1.618 |
0.9056 |
1.000 |
0.9031 |
0.618 |
0.9016 |
HIGH |
0.8991 |
0.618 |
0.8976 |
0.500 |
0.8971 |
0.382 |
0.8966 |
LOW |
0.8951 |
0.618 |
0.8926 |
1.000 |
0.8911 |
1.618 |
0.8886 |
2.618 |
0.8846 |
4.250 |
0.8781 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8971 |
0.8956 |
PP |
0.8967 |
0.8953 |
S1 |
0.8964 |
0.8949 |
|