CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 06-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8918 |
-0.0037 |
-0.4% |
0.8944 |
| High |
0.8959 |
0.8990 |
0.0031 |
0.3% |
0.8946 |
| Low |
0.8913 |
0.8918 |
0.0005 |
0.1% |
0.8856 |
| Close |
0.8916 |
0.8958 |
0.0042 |
0.5% |
0.8884 |
| Range |
0.0047 |
0.0073 |
0.0026 |
55.9% |
0.0090 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.8% |
0.0000 |
| Volume |
16,097 |
17,960 |
1,863 |
11.6% |
15,688 |
|
| Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9138 |
0.8998 |
|
| R3 |
0.9100 |
0.9065 |
0.8978 |
|
| R2 |
0.9028 |
0.9028 |
0.8971 |
|
| R1 |
0.8993 |
0.8993 |
0.8965 |
0.9010 |
| PP |
0.8955 |
0.8955 |
0.8955 |
0.8964 |
| S1 |
0.8920 |
0.8920 |
0.8951 |
0.8938 |
| S2 |
0.8883 |
0.8883 |
0.8945 |
|
| S3 |
0.8810 |
0.8848 |
0.8938 |
|
| S4 |
0.8738 |
0.8775 |
0.8918 |
|
|
| 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 |
0.8990 |
0.8867 |
0.0124 |
1.4% |
0.0053 |
0.6% |
74% |
True |
False |
10,751 |
| 10 |
0.8990 |
0.8856 |
0.0134 |
1.5% |
0.0046 |
0.5% |
76% |
True |
False |
6,104 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0042 |
0.5% |
77% |
False |
False |
3,542 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
48% |
False |
False |
1,924 |
| 60 |
0.9105 |
0.8845 |
0.0260 |
2.9% |
0.0040 |
0.4% |
43% |
False |
False |
1,308 |
| 80 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0031 |
0.3% |
30% |
False |
False |
982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9298 |
|
2.618 |
0.9180 |
|
1.618 |
0.9107 |
|
1.000 |
0.9063 |
|
0.618 |
0.9035 |
|
HIGH |
0.8990 |
|
0.618 |
0.8962 |
|
0.500 |
0.8954 |
|
0.382 |
0.8945 |
|
LOW |
0.8918 |
|
0.618 |
0.8873 |
|
1.000 |
0.8845 |
|
1.618 |
0.8800 |
|
2.618 |
0.8728 |
|
4.250 |
0.8609 |
|
|
| Fisher Pivots for day following 06-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8951 |
| PP |
0.8955 |
0.8944 |
| S1 |
0.8954 |
0.8936 |
|