CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 07-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8918 |
0.8953 |
0.0035 |
0.4% |
0.8867 |
| High |
0.8990 |
0.8962 |
-0.0028 |
-0.3% |
0.8990 |
| Low |
0.8918 |
0.8934 |
0.0017 |
0.2% |
0.8867 |
| Close |
0.8958 |
0.8957 |
-0.0002 |
0.0% |
0.8957 |
| Range |
0.0073 |
0.0028 |
-0.0044 |
-60.7% |
0.0124 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
17,960 |
17,601 |
-359 |
-2.0% |
62,606 |
|
| Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9036 |
0.9025 |
0.8972 |
|
| R3 |
0.9008 |
0.8996 |
0.8964 |
|
| R2 |
0.8979 |
0.8979 |
0.8962 |
|
| R1 |
0.8968 |
0.8968 |
0.8959 |
0.8974 |
| PP |
0.8951 |
0.8951 |
0.8951 |
0.8954 |
| S1 |
0.8940 |
0.8940 |
0.8954 |
0.8945 |
| S2 |
0.8923 |
0.8923 |
0.8951 |
|
| S3 |
0.8894 |
0.8911 |
0.8949 |
|
| S4 |
0.8866 |
0.8883 |
0.8941 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9256 |
0.9024 |
|
| R3 |
0.9185 |
0.9132 |
0.8990 |
|
| R2 |
0.9061 |
0.9061 |
0.8979 |
|
| R1 |
0.9009 |
0.9009 |
0.8968 |
0.9035 |
| PP |
0.8938 |
0.8938 |
0.8938 |
0.8951 |
| S1 |
0.8885 |
0.8885 |
0.8945 |
0.8912 |
| S2 |
0.8814 |
0.8814 |
0.8934 |
|
| S3 |
0.8691 |
0.8762 |
0.8923 |
|
| S4 |
0.8567 |
0.8638 |
0.8889 |
|
|
| 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% |
73% |
False |
False |
12,521 |
| 10 |
0.8990 |
0.8856 |
0.0134 |
1.5% |
0.0045 |
0.5% |
75% |
False |
False |
7,829 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0042 |
0.5% |
76% |
False |
False |
4,414 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
48% |
False |
False |
2,361 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0040 |
0.4% |
48% |
False |
False |
1,599 |
| 80 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0032 |
0.4% |
30% |
False |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9084 |
|
2.618 |
0.9037 |
|
1.618 |
0.9009 |
|
1.000 |
0.8991 |
|
0.618 |
0.8980 |
|
HIGH |
0.8962 |
|
0.618 |
0.8952 |
|
0.500 |
0.8948 |
|
0.382 |
0.8945 |
|
LOW |
0.8934 |
|
0.618 |
0.8916 |
|
1.000 |
0.8906 |
|
1.618 |
0.8888 |
|
2.618 |
0.8859 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 07-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8954 |
0.8955 |
| PP |
0.8951 |
0.8953 |
| S1 |
0.8948 |
0.8951 |
|