CME Japanese Yen Future March 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8893 |
0.8935 |
0.0042 |
0.5% |
0.8956 |
| High |
0.8946 |
0.8979 |
0.0034 |
0.4% |
0.8987 |
| Low |
0.8879 |
0.8932 |
0.0053 |
0.6% |
0.8865 |
| Close |
0.8941 |
0.8957 |
0.0017 |
0.2% |
0.8898 |
| Range |
0.0067 |
0.0047 |
-0.0020 |
-29.3% |
0.0122 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0000 |
| Volume |
124,310 |
128,912 |
4,602 |
3.7% |
402,817 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9097 |
0.9074 |
0.8983 |
|
| R3 |
0.9050 |
0.9027 |
0.8970 |
|
| R2 |
0.9003 |
0.9003 |
0.8966 |
|
| R1 |
0.8980 |
0.8980 |
0.8961 |
0.8992 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8962 |
| S1 |
0.8933 |
0.8933 |
0.8953 |
0.8945 |
| S2 |
0.8909 |
0.8909 |
0.8948 |
|
| S3 |
0.8862 |
0.8886 |
0.8944 |
|
| S4 |
0.8815 |
0.8839 |
0.8931 |
|
|
| 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 |
0.8979 |
0.8865 |
0.0115 |
1.3% |
0.0045 |
0.5% |
81% |
True |
False |
113,932 |
| 10 |
0.8990 |
0.8865 |
0.0126 |
1.4% |
0.0050 |
0.6% |
74% |
False |
False |
70,769 |
| 20 |
0.8991 |
0.8856 |
0.0135 |
1.5% |
0.0046 |
0.5% |
75% |
False |
False |
36,775 |
| 40 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0044 |
0.5% |
48% |
False |
False |
18,724 |
| 60 |
0.9079 |
0.8845 |
0.0234 |
2.6% |
0.0043 |
0.5% |
48% |
False |
False |
12,531 |
| 80 |
0.9167 |
0.8845 |
0.0322 |
3.6% |
0.0035 |
0.4% |
35% |
False |
False |
9,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9179 |
|
2.618 |
0.9102 |
|
1.618 |
0.9055 |
|
1.000 |
0.9026 |
|
0.618 |
0.9008 |
|
HIGH |
0.8979 |
|
0.618 |
0.8961 |
|
0.500 |
0.8956 |
|
0.382 |
0.8950 |
|
LOW |
0.8932 |
|
0.618 |
0.8903 |
|
1.000 |
0.8885 |
|
1.618 |
0.8856 |
|
2.618 |
0.8809 |
|
4.250 |
0.8732 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8946 |
| PP |
0.8956 |
0.8935 |
| S1 |
0.8956 |
0.8923 |
|