CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8966 |
0.8938 |
-0.0028 |
-0.3% |
0.8959 |
High |
0.8966 |
0.8961 |
-0.0005 |
-0.1% |
0.8991 |
Low |
0.8927 |
0.8930 |
0.0003 |
0.0% |
0.8927 |
Close |
0.8933 |
0.8951 |
0.0019 |
0.2% |
0.8951 |
Range |
0.0039 |
0.0031 |
-0.0008 |
-20.5% |
0.0064 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
178 |
350 |
172 |
96.6% |
2,378 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9040 |
0.9027 |
0.8968 |
|
R3 |
0.9009 |
0.8996 |
0.8960 |
|
R2 |
0.8978 |
0.8978 |
0.8957 |
|
R1 |
0.8965 |
0.8965 |
0.8954 |
0.8972 |
PP |
0.8947 |
0.8947 |
0.8947 |
0.8951 |
S1 |
0.8934 |
0.8934 |
0.8948 |
0.8941 |
S2 |
0.8916 |
0.8916 |
0.8945 |
|
S3 |
0.8885 |
0.8903 |
0.8942 |
|
S4 |
0.8854 |
0.8872 |
0.8934 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9148 |
0.9114 |
0.8986 |
|
R3 |
0.9084 |
0.9050 |
0.8969 |
|
R2 |
0.9020 |
0.9020 |
0.8963 |
|
R1 |
0.8986 |
0.8986 |
0.8957 |
0.8971 |
PP |
0.8956 |
0.8956 |
0.8956 |
0.8949 |
S1 |
0.8922 |
0.8922 |
0.8945 |
0.8907 |
S2 |
0.8892 |
0.8892 |
0.8939 |
|
S3 |
0.8828 |
0.8858 |
0.8933 |
|
S4 |
0.8764 |
0.8794 |
0.8916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8991 |
0.8908 |
0.0084 |
0.9% |
0.0039 |
0.4% |
52% |
False |
False |
1,102 |
10 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0039 |
0.4% |
73% |
False |
False |
1,000 |
20 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0041 |
0.5% |
45% |
False |
False |
656 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
45% |
False |
False |
433 |
60 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0034 |
0.4% |
33% |
False |
False |
297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9093 |
2.618 |
0.9042 |
1.618 |
0.9011 |
1.000 |
0.8992 |
0.618 |
0.8980 |
HIGH |
0.8961 |
0.618 |
0.8949 |
0.500 |
0.8946 |
0.382 |
0.8942 |
LOW |
0.8930 |
0.618 |
0.8911 |
1.000 |
0.8899 |
1.618 |
0.8880 |
2.618 |
0.8849 |
4.250 |
0.8798 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8949 |
0.8959 |
PP |
0.8947 |
0.8956 |
S1 |
0.8946 |
0.8954 |
|