CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8867 |
0.8887 |
0.0020 |
0.2% |
0.8944 |
| High |
0.8900 |
0.8966 |
0.0066 |
0.7% |
0.8946 |
| Low |
0.8867 |
0.8883 |
0.0016 |
0.2% |
0.8856 |
| Close |
0.8878 |
0.8947 |
0.0069 |
0.8% |
0.8884 |
| Range |
0.0033 |
0.0083 |
0.0050 |
151.5% |
0.0090 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
8.3% |
0.0000 |
| Volume |
1,368 |
9,580 |
8,212 |
600.3% |
15,688 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9181 |
0.9147 |
0.8993 |
|
| R3 |
0.9098 |
0.9064 |
0.8970 |
|
| R2 |
0.9015 |
0.9015 |
0.8962 |
|
| R1 |
0.8981 |
0.8981 |
0.8955 |
0.8998 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8940 |
| S1 |
0.8898 |
0.8898 |
0.8939 |
0.8915 |
| S2 |
0.8849 |
0.8849 |
0.8932 |
|
| S3 |
0.8766 |
0.8815 |
0.8924 |
|
| S4 |
0.8683 |
0.8732 |
0.8901 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9164 |
0.9113 |
0.8933 |
|
| R3 |
0.9074 |
0.9024 |
0.8908 |
|
| R2 |
0.8985 |
0.8985 |
0.8900 |
|
| R1 |
0.8934 |
0.8934 |
0.8892 |
0.8915 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8885 |
| S1 |
0.8845 |
0.8845 |
0.8875 |
0.8825 |
| S2 |
0.8806 |
0.8806 |
0.8867 |
|
| S3 |
0.8716 |
0.8755 |
0.8859 |
|
| S4 |
0.8627 |
0.8666 |
0.8834 |
|
|
| 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% |
0.0043 |
0.5% |
83% |
True |
False |
4,581 |
| 10 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0042 |
0.5% |
67% |
False |
False |
2,781 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0041 |
0.5% |
70% |
False |
False |
1,857 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
44% |
False |
False |
1,075 |
| 60 |
0.9124 |
0.8845 |
0.0279 |
3.1% |
0.0038 |
0.4% |
37% |
False |
False |
741 |
| 80 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0030 |
0.3% |
27% |
False |
False |
556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9183 |
|
1.618 |
0.9100 |
|
1.000 |
0.9049 |
|
0.618 |
0.9017 |
|
HIGH |
0.8966 |
|
0.618 |
0.8934 |
|
0.500 |
0.8924 |
|
0.382 |
0.8914 |
|
LOW |
0.8883 |
|
0.618 |
0.8831 |
|
1.000 |
0.8800 |
|
1.618 |
0.8748 |
|
2.618 |
0.8665 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8939 |
0.8937 |
| PP |
0.8932 |
0.8926 |
| S1 |
0.8924 |
0.8916 |
|