CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8887 |
0.8955 |
0.0068 |
0.8% |
0.8944 |
| High |
0.8966 |
0.8959 |
-0.0007 |
-0.1% |
0.8946 |
| Low |
0.8883 |
0.8913 |
0.0030 |
0.3% |
0.8856 |
| Close |
0.8947 |
0.8916 |
-0.0031 |
-0.3% |
0.8884 |
| Range |
0.0083 |
0.0047 |
-0.0037 |
-44.0% |
0.0090 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.4% |
0.0000 |
| Volume |
9,580 |
16,097 |
6,517 |
68.0% |
15,688 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.9039 |
0.8942 |
|
| R3 |
0.9022 |
0.8992 |
0.8929 |
|
| R2 |
0.8976 |
0.8976 |
0.8925 |
|
| R1 |
0.8946 |
0.8946 |
0.8920 |
0.8938 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8925 |
| S1 |
0.8899 |
0.8899 |
0.8912 |
0.8891 |
| S2 |
0.8883 |
0.8883 |
0.8907 |
|
| S3 |
0.8836 |
0.8853 |
0.8903 |
|
| S4 |
0.8790 |
0.8806 |
0.8890 |
|
|
| 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 |
0.8867 |
0.0099 |
1.1% |
0.0044 |
0.5% |
50% |
False |
False |
7,608 |
| 10 |
0.8966 |
0.8856 |
0.0110 |
1.2% |
0.0042 |
0.5% |
55% |
False |
False |
4,326 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0042 |
0.5% |
49% |
False |
False |
2,654 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
30% |
False |
False |
1,477 |
| 60 |
0.9124 |
0.8845 |
0.0279 |
3.1% |
0.0039 |
0.4% |
25% |
False |
False |
1,009 |
| 80 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0030 |
0.3% |
19% |
False |
False |
757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9157 |
|
2.618 |
0.9081 |
|
1.618 |
0.9034 |
|
1.000 |
0.9006 |
|
0.618 |
0.8988 |
|
HIGH |
0.8959 |
|
0.618 |
0.8941 |
|
0.500 |
0.8936 |
|
0.382 |
0.8930 |
|
LOW |
0.8913 |
|
0.618 |
0.8884 |
|
1.000 |
0.8866 |
|
1.618 |
0.8837 |
|
2.618 |
0.8791 |
|
4.250 |
0.8715 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8936 |
0.8916 |
| PP |
0.8929 |
0.8916 |
| S1 |
0.8923 |
0.8916 |
|