CME Japanese Yen Future March 2019
Trading Metrics calculated at close of trading on 28-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.8891 |
0.8870 |
-0.0021 |
-0.2% |
0.8959 |
High |
0.8900 |
0.8897 |
-0.0003 |
0.0% |
0.8991 |
Low |
0.8869 |
0.8856 |
-0.0013 |
-0.1% |
0.8927 |
Close |
0.8874 |
0.8892 |
0.0019 |
0.2% |
0.8951 |
Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0064 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.4% |
0.0000 |
Volume |
3,053 |
960 |
-2,093 |
-68.6% |
2,378 |
|
Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9005 |
0.8989 |
0.8915 |
|
R3 |
0.8964 |
0.8948 |
0.8903 |
|
R2 |
0.8923 |
0.8923 |
0.8900 |
|
R1 |
0.8907 |
0.8907 |
0.8896 |
0.8915 |
PP |
0.8882 |
0.8882 |
0.8882 |
0.8886 |
S1 |
0.8866 |
0.8866 |
0.8888 |
0.8874 |
S2 |
0.8841 |
0.8841 |
0.8884 |
|
S3 |
0.8800 |
0.8825 |
0.8881 |
|
S4 |
0.8759 |
0.8784 |
0.8869 |
|
|
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 |
0.8966 |
0.8856 |
0.0110 |
1.2% |
0.0041 |
0.5% |
33% |
False |
True |
1,043 |
10 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0041 |
0.5% |
27% |
False |
True |
1,282 |
20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0039 |
0.4% |
32% |
False |
False |
845 |
40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0044 |
0.5% |
20% |
False |
False |
543 |
60 |
0.9159 |
0.8845 |
0.0314 |
3.5% |
0.0035 |
0.4% |
15% |
False |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9071 |
2.618 |
0.9004 |
1.618 |
0.8963 |
1.000 |
0.8938 |
0.618 |
0.8922 |
HIGH |
0.8897 |
0.618 |
0.8881 |
0.500 |
0.8877 |
0.382 |
0.8872 |
LOW |
0.8856 |
0.618 |
0.8831 |
1.000 |
0.8815 |
1.618 |
0.8790 |
2.618 |
0.8749 |
4.250 |
0.8682 |
|
|
Fisher Pivots for day following 28-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8887 |
0.8901 |
PP |
0.8882 |
0.8898 |
S1 |
0.8877 |
0.8895 |
|