CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8906 |
0.8895 |
-0.0012 |
-0.1% |
0.8867 |
| High |
0.8926 |
0.8914 |
-0.0012 |
-0.1% |
0.8990 |
| Low |
0.8889 |
0.8884 |
-0.0005 |
-0.1% |
0.8867 |
| Close |
0.8895 |
0.8908 |
0.0013 |
0.1% |
0.8957 |
| Range |
0.0037 |
0.0030 |
-0.0007 |
-17.8% |
0.0124 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
40,548 |
76,668 |
36,120 |
89.1% |
62,606 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8980 |
0.8924 |
|
| R3 |
0.8962 |
0.8950 |
0.8916 |
|
| R2 |
0.8932 |
0.8932 |
0.8913 |
|
| R1 |
0.8920 |
0.8920 |
0.8910 |
0.8926 |
| PP |
0.8902 |
0.8902 |
0.8902 |
0.8905 |
| S1 |
0.8890 |
0.8890 |
0.8905 |
0.8896 |
| S2 |
0.8872 |
0.8872 |
0.8902 |
|
| S3 |
0.8842 |
0.8860 |
0.8899 |
|
| S4 |
0.8812 |
0.8830 |
0.8891 |
|
|
| 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 |
0.8884 |
0.0106 |
1.2% |
0.0051 |
0.6% |
22% |
False |
True |
39,720 |
| 10 |
0.8990 |
0.8867 |
0.0124 |
1.4% |
0.0048 |
0.5% |
33% |
False |
False |
23,664 |
| 20 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0045 |
0.5% |
38% |
False |
False |
12,473 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
27% |
False |
False |
6,427 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
27% |
False |
False |
4,316 |
| 80 |
0.9206 |
0.8845 |
0.0361 |
4.1% |
0.0033 |
0.4% |
17% |
False |
False |
3,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9042 |
|
2.618 |
0.8993 |
|
1.618 |
0.8963 |
|
1.000 |
0.8944 |
|
0.618 |
0.8933 |
|
HIGH |
0.8914 |
|
0.618 |
0.8903 |
|
0.500 |
0.8899 |
|
0.382 |
0.8895 |
|
LOW |
0.8884 |
|
0.618 |
0.8865 |
|
1.000 |
0.8854 |
|
1.618 |
0.8835 |
|
2.618 |
0.8805 |
|
4.250 |
0.8757 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8905 |
0.8935 |
| PP |
0.8902 |
0.8926 |
| S1 |
0.8899 |
0.8917 |
|