CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8944 |
0.8891 |
-0.0053 |
-0.6% |
0.8959 |
| High |
0.8946 |
0.8900 |
-0.0046 |
-0.5% |
0.8991 |
| Low |
0.8885 |
0.8869 |
-0.0016 |
-0.2% |
0.8927 |
| Close |
0.8885 |
0.8874 |
-0.0012 |
-0.1% |
0.8951 |
| Range |
0.0061 |
0.0031 |
-0.0029 |
-48.8% |
0.0064 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
676 |
3,053 |
2,377 |
351.6% |
2,378 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8974 |
0.8955 |
0.8891 |
|
| R3 |
0.8943 |
0.8924 |
0.8882 |
|
| R2 |
0.8912 |
0.8912 |
0.8879 |
|
| R1 |
0.8893 |
0.8893 |
0.8876 |
0.8887 |
| PP |
0.8881 |
0.8881 |
0.8881 |
0.8878 |
| S1 |
0.8862 |
0.8862 |
0.8871 |
0.8856 |
| S2 |
0.8850 |
0.8850 |
0.8868 |
|
| S3 |
0.8819 |
0.8831 |
0.8865 |
|
| S4 |
0.8788 |
0.8800 |
0.8856 |
|
|
| 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 |
0.8869 |
0.0122 |
1.4% |
0.0040 |
0.5% |
4% |
False |
True |
982 |
| 10 |
0.8991 |
0.8860 |
0.0131 |
1.5% |
0.0041 |
0.5% |
10% |
False |
False |
1,260 |
| 20 |
0.8999 |
0.8845 |
0.0154 |
1.7% |
0.0039 |
0.4% |
19% |
False |
False |
826 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0044 |
0.5% |
12% |
False |
False |
521 |
| 60 |
0.9159 |
0.8845 |
0.0314 |
3.5% |
0.0035 |
0.4% |
9% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9032 |
|
2.618 |
0.8981 |
|
1.618 |
0.8950 |
|
1.000 |
0.8931 |
|
0.618 |
0.8919 |
|
HIGH |
0.8900 |
|
0.618 |
0.8888 |
|
0.500 |
0.8884 |
|
0.382 |
0.8881 |
|
LOW |
0.8869 |
|
0.618 |
0.8850 |
|
1.000 |
0.8838 |
|
1.618 |
0.8819 |
|
2.618 |
0.8788 |
|
4.250 |
0.8737 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8884 |
0.8915 |
| PP |
0.8881 |
0.8901 |
| S1 |
0.8877 |
0.8887 |
|