CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8904 |
0.8871 |
-0.0033 |
-0.4% |
0.8956 |
| High |
0.8907 |
0.8906 |
-0.0001 |
0.0% |
0.8987 |
| Low |
0.8865 |
0.8868 |
0.0003 |
0.0% |
0.8865 |
| Close |
0.8873 |
0.8898 |
0.0026 |
0.3% |
0.8898 |
| Range |
0.0042 |
0.0038 |
-0.0004 |
-9.5% |
0.0122 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
120,798 |
118,976 |
-1,822 |
-1.5% |
402,817 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9004 |
0.8989 |
0.8919 |
|
| R3 |
0.8966 |
0.8951 |
0.8908 |
|
| R2 |
0.8928 |
0.8928 |
0.8905 |
|
| R1 |
0.8913 |
0.8913 |
0.8901 |
0.8921 |
| PP |
0.8890 |
0.8890 |
0.8890 |
0.8894 |
| S1 |
0.8875 |
0.8875 |
0.8895 |
0.8883 |
| S2 |
0.8852 |
0.8852 |
0.8891 |
|
| S3 |
0.8814 |
0.8837 |
0.8888 |
|
| S4 |
0.8776 |
0.8799 |
0.8877 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9212 |
0.8965 |
|
| R3 |
0.9160 |
0.9090 |
0.8932 |
|
| R2 |
0.9038 |
0.9038 |
0.8920 |
|
| R1 |
0.8968 |
0.8968 |
0.8909 |
0.8942 |
| PP |
0.8916 |
0.8916 |
0.8916 |
0.8903 |
| S1 |
0.8846 |
0.8846 |
0.8887 |
0.8820 |
| S2 |
0.8794 |
0.8794 |
0.8876 |
|
| S3 |
0.8672 |
0.8724 |
0.8864 |
|
| S4 |
0.8550 |
0.8602 |
0.8831 |
|
|
| 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% |
0.0047 |
0.5% |
27% |
False |
False |
80,563 |
| 10 |
0.8990 |
0.8865 |
0.0126 |
1.4% |
0.0050 |
0.6% |
27% |
False |
False |
46,542 |
| 20 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0044 |
0.5% |
31% |
False |
False |
24,331 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
23% |
False |
False |
12,400 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0042 |
0.5% |
23% |
False |
False |
8,311 |
| 80 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0034 |
0.4% |
16% |
False |
False |
6,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9067 |
|
2.618 |
0.9005 |
|
1.618 |
0.8967 |
|
1.000 |
0.8944 |
|
0.618 |
0.8929 |
|
HIGH |
0.8906 |
|
0.618 |
0.8891 |
|
0.500 |
0.8887 |
|
0.382 |
0.8882 |
|
LOW |
0.8868 |
|
0.618 |
0.8844 |
|
1.000 |
0.8830 |
|
1.618 |
0.8806 |
|
2.618 |
0.8768 |
|
4.250 |
0.8706 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8894 |
0.8895 |
| PP |
0.8890 |
0.8892 |
| S1 |
0.8887 |
0.8889 |
|