CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8895 |
0.8904 |
0.0009 |
0.1% |
0.8867 |
| High |
0.8914 |
0.8907 |
-0.0008 |
-0.1% |
0.8990 |
| Low |
0.8884 |
0.8865 |
-0.0020 |
-0.2% |
0.8867 |
| Close |
0.8908 |
0.8873 |
-0.0035 |
-0.4% |
0.8957 |
| Range |
0.0030 |
0.0042 |
0.0012 |
40.0% |
0.0124 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
76,668 |
120,798 |
44,130 |
57.6% |
62,606 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8982 |
0.8896 |
|
| R3 |
0.8965 |
0.8940 |
0.8884 |
|
| R2 |
0.8923 |
0.8923 |
0.8880 |
|
| R1 |
0.8898 |
0.8898 |
0.8876 |
0.8890 |
| PP |
0.8881 |
0.8881 |
0.8881 |
0.8877 |
| S1 |
0.8856 |
0.8856 |
0.8869 |
0.8848 |
| S2 |
0.8839 |
0.8839 |
0.8865 |
|
| S3 |
0.8797 |
0.8814 |
0.8861 |
|
| S4 |
0.8755 |
0.8772 |
0.8849 |
|
|
| 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 |
0.8987 |
0.8865 |
0.0122 |
1.4% |
0.0045 |
0.5% |
7% |
False |
True |
60,288 |
| 10 |
0.8990 |
0.8865 |
0.0126 |
1.4% |
0.0049 |
0.6% |
6% |
False |
True |
35,520 |
| 20 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0044 |
0.5% |
12% |
False |
False |
18,476 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
12% |
False |
False |
9,443 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
12% |
False |
False |
6,329 |
| 80 |
0.9206 |
0.8845 |
0.0361 |
4.1% |
0.0034 |
0.4% |
8% |
False |
False |
4,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9085 |
|
2.618 |
0.9016 |
|
1.618 |
0.8974 |
|
1.000 |
0.8949 |
|
0.618 |
0.8932 |
|
HIGH |
0.8907 |
|
0.618 |
0.8890 |
|
0.500 |
0.8886 |
|
0.382 |
0.8881 |
|
LOW |
0.8865 |
|
0.618 |
0.8839 |
|
1.000 |
0.8823 |
|
1.618 |
0.8797 |
|
2.618 |
0.8755 |
|
4.250 |
0.8686 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8886 |
0.8895 |
| PP |
0.8881 |
0.8888 |
| S1 |
0.8877 |
0.8880 |
|