CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8956 |
0.8906 |
-0.0050 |
-0.6% |
0.8867 |
| High |
0.8987 |
0.8926 |
-0.0061 |
-0.7% |
0.8990 |
| Low |
0.8897 |
0.8889 |
-0.0008 |
-0.1% |
0.8867 |
| Close |
0.8911 |
0.8895 |
-0.0016 |
-0.2% |
0.8957 |
| Range |
0.0090 |
0.0037 |
-0.0054 |
-59.4% |
0.0124 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
45,827 |
40,548 |
-5,279 |
-11.5% |
62,606 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9013 |
0.8990 |
0.8915 |
|
| R3 |
0.8976 |
0.8954 |
0.8905 |
|
| R2 |
0.8940 |
0.8940 |
0.8901 |
|
| R1 |
0.8917 |
0.8917 |
0.8898 |
0.8910 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8900 |
| S1 |
0.8881 |
0.8881 |
0.8891 |
0.8874 |
| S2 |
0.8867 |
0.8867 |
0.8888 |
|
| S3 |
0.8830 |
0.8844 |
0.8884 |
|
| S4 |
0.8794 |
0.8808 |
0.8874 |
|
|
| 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 |
0.8889 |
0.0101 |
1.1% |
0.0055 |
0.6% |
5% |
False |
True |
27,606 |
| 10 |
0.8990 |
0.8856 |
0.0134 |
1.5% |
0.0049 |
0.6% |
29% |
False |
False |
16,094 |
| 20 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0045 |
0.5% |
29% |
False |
False |
8,677 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
21% |
False |
False |
4,516 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
21% |
False |
False |
3,039 |
| 80 |
0.9220 |
0.8845 |
0.0375 |
4.2% |
0.0033 |
0.4% |
13% |
False |
False |
2,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9081 |
|
2.618 |
0.9021 |
|
1.618 |
0.8985 |
|
1.000 |
0.8962 |
|
0.618 |
0.8948 |
|
HIGH |
0.8926 |
|
0.618 |
0.8912 |
|
0.500 |
0.8907 |
|
0.382 |
0.8903 |
|
LOW |
0.8889 |
|
0.618 |
0.8866 |
|
1.000 |
0.8853 |
|
1.618 |
0.8830 |
|
2.618 |
0.8793 |
|
4.250 |
0.8734 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8907 |
0.8938 |
| PP |
0.8903 |
0.8923 |
| S1 |
0.8899 |
0.8909 |
|