CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 21-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8985 |
0.8966 |
-0.0019 |
-0.2% |
0.8879 |
High |
0.8991 |
0.8966 |
-0.0025 |
-0.3% |
0.8966 |
Low |
0.8951 |
0.8927 |
-0.0024 |
-0.3% |
0.8845 |
Close |
0.8960 |
0.8933 |
-0.0028 |
-0.3% |
0.8956 |
Range |
0.0040 |
0.0039 |
-0.0001 |
-2.5% |
0.0121 |
ATR |
0.0044 |
0.0043 |
0.0000 |
-0.8% |
0.0000 |
Volume |
654 |
178 |
-476 |
-72.8% |
6,788 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9059 |
0.9035 |
0.8954 |
|
R3 |
0.9020 |
0.8996 |
0.8943 |
|
R2 |
0.8981 |
0.8981 |
0.8940 |
|
R1 |
0.8957 |
0.8957 |
0.8936 |
0.8949 |
PP |
0.8942 |
0.8942 |
0.8942 |
0.8938 |
S1 |
0.8918 |
0.8918 |
0.8929 |
0.8910 |
S2 |
0.8903 |
0.8903 |
0.8925 |
|
S3 |
0.8864 |
0.8879 |
0.8922 |
|
S4 |
0.8825 |
0.8840 |
0.8911 |
|
|
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 |
0.8897 |
0.0094 |
1.1% |
0.0041 |
0.5% |
38% |
False |
False |
1,408 |
10 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0039 |
0.4% |
60% |
False |
False |
979 |
20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
37% |
False |
False |
695 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
37% |
False |
False |
429 |
60 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0033 |
0.4% |
27% |
False |
False |
291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9132 |
2.618 |
0.9068 |
1.618 |
0.9029 |
1.000 |
0.9005 |
0.618 |
0.8990 |
HIGH |
0.8966 |
0.618 |
0.8951 |
0.500 |
0.8946 |
0.382 |
0.8942 |
LOW |
0.8927 |
0.618 |
0.8903 |
1.000 |
0.8888 |
1.618 |
0.8864 |
2.618 |
0.8825 |
4.250 |
0.8761 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8946 |
0.8959 |
PP |
0.8942 |
0.8950 |
S1 |
0.8937 |
0.8941 |
|