CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8953 |
0.8956 |
0.0003 |
0.0% |
0.8867 |
| High |
0.8962 |
0.8987 |
0.0024 |
0.3% |
0.8990 |
| Low |
0.8934 |
0.8897 |
-0.0038 |
-0.4% |
0.8867 |
| Close |
0.8957 |
0.8911 |
-0.0046 |
-0.5% |
0.8957 |
| Range |
0.0028 |
0.0090 |
0.0062 |
215.8% |
0.0124 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
7.2% |
0.0000 |
| Volume |
17,601 |
45,827 |
28,226 |
160.4% |
62,606 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9201 |
0.9146 |
0.8960 |
|
| R3 |
0.9111 |
0.9056 |
0.8935 |
|
| R2 |
0.9021 |
0.9021 |
0.8927 |
|
| R1 |
0.8966 |
0.8966 |
0.8919 |
0.8949 |
| PP |
0.8931 |
0.8931 |
0.8931 |
0.8923 |
| S1 |
0.8876 |
0.8876 |
0.8902 |
0.8859 |
| S2 |
0.8841 |
0.8841 |
0.8894 |
|
| S3 |
0.8751 |
0.8786 |
0.8886 |
|
| S4 |
0.8661 |
0.8696 |
0.8861 |
|
|
| 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 |
0.8883 |
0.0108 |
1.2% |
0.0064 |
0.7% |
26% |
False |
False |
21,413 |
| 10 |
0.8990 |
0.8856 |
0.0134 |
1.5% |
0.0048 |
0.5% |
41% |
False |
False |
12,344 |
| 20 |
0.8991 |
0.8845 |
0.0146 |
1.6% |
0.0045 |
0.5% |
45% |
False |
False |
6,664 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
28% |
False |
False |
3,506 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
28% |
False |
False |
2,363 |
| 80 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0033 |
0.4% |
17% |
False |
False |
1,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9222 |
|
1.618 |
0.9132 |
|
1.000 |
0.9077 |
|
0.618 |
0.9042 |
|
HIGH |
0.8987 |
|
0.618 |
0.8952 |
|
0.500 |
0.8942 |
|
0.382 |
0.8931 |
|
LOW |
0.8897 |
|
0.618 |
0.8841 |
|
1.000 |
0.8807 |
|
1.618 |
0.8751 |
|
2.618 |
0.8661 |
|
4.250 |
0.8514 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8942 |
0.8943 |
| PP |
0.8931 |
0.8932 |
| S1 |
0.8921 |
0.8921 |
|