CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8870 |
0.8888 |
0.0018 |
0.2% |
0.8959 |
| High |
0.8897 |
0.8915 |
0.0018 |
0.2% |
0.8991 |
| Low |
0.8856 |
0.8884 |
0.0028 |
0.3% |
0.8927 |
| Close |
0.8892 |
0.8897 |
0.0005 |
0.1% |
0.8951 |
| Range |
0.0041 |
0.0031 |
-0.0010 |
-24.4% |
0.0064 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
960 |
2,246 |
1,286 |
134.0% |
2,378 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8975 |
0.8914 |
|
| R3 |
0.8961 |
0.8944 |
0.8905 |
|
| R2 |
0.8930 |
0.8930 |
0.8902 |
|
| R1 |
0.8913 |
0.8913 |
0.8899 |
0.8921 |
| PP |
0.8899 |
0.8899 |
0.8899 |
0.8903 |
| S1 |
0.8882 |
0.8882 |
0.8894 |
0.8890 |
| S2 |
0.8868 |
0.8868 |
0.8891 |
|
| S3 |
0.8837 |
0.8851 |
0.8888 |
|
| S4 |
0.8806 |
0.8820 |
0.8879 |
|
|
| 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 |
0.8961 |
0.8856 |
0.0105 |
1.2% |
0.0039 |
0.4% |
39% |
False |
False |
1,457 |
| 10 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0040 |
0.4% |
30% |
False |
False |
1,432 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0039 |
0.4% |
35% |
False |
False |
936 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
22% |
False |
False |
598 |
| 60 |
0.9159 |
0.8845 |
0.0314 |
3.5% |
0.0036 |
0.4% |
16% |
False |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9047 |
|
2.618 |
0.8996 |
|
1.618 |
0.8965 |
|
1.000 |
0.8946 |
|
0.618 |
0.8934 |
|
HIGH |
0.8915 |
|
0.618 |
0.8903 |
|
0.500 |
0.8900 |
|
0.382 |
0.8896 |
|
LOW |
0.8884 |
|
0.618 |
0.8865 |
|
1.000 |
0.8853 |
|
1.618 |
0.8834 |
|
2.618 |
0.8803 |
|
4.250 |
0.8752 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8900 |
0.8893 |
| PP |
0.8899 |
0.8889 |
| S1 |
0.8898 |
0.8886 |
|