CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9078 |
-0.0010 |
-0.1% |
0.9068 |
| High |
0.9114 |
0.9102 |
-0.0011 |
-0.1% |
0.9114 |
| Low |
0.9070 |
0.9069 |
-0.0002 |
0.0% |
0.9044 |
| Close |
0.9079 |
0.9097 |
0.0019 |
0.2% |
0.9097 |
| Range |
0.0044 |
0.0034 |
-0.0010 |
-21.8% |
0.0070 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
143,993 |
102,925 |
-41,068 |
-28.5% |
478,895 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9178 |
0.9116 |
|
| R3 |
0.9157 |
0.9144 |
0.9106 |
|
| R2 |
0.9123 |
0.9123 |
0.9103 |
|
| R1 |
0.9110 |
0.9110 |
0.9100 |
0.9117 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9093 |
| S1 |
0.9076 |
0.9076 |
0.9094 |
0.9083 |
| S2 |
0.9055 |
0.9055 |
0.9091 |
|
| S3 |
0.9021 |
0.9042 |
0.9088 |
|
| S4 |
0.8987 |
0.9008 |
0.9078 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9265 |
0.9135 |
|
| R3 |
0.9224 |
0.9195 |
0.9116 |
|
| R2 |
0.9154 |
0.9154 |
0.9110 |
|
| R1 |
0.9126 |
0.9126 |
0.9103 |
0.9140 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9092 |
| S1 |
0.9056 |
0.9056 |
0.9091 |
0.9071 |
| S2 |
0.9015 |
0.9015 |
0.9084 |
|
| S3 |
0.8946 |
0.8987 |
0.9078 |
|
| S4 |
0.8876 |
0.8917 |
0.9059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9114 |
0.9044 |
0.0070 |
0.8% |
0.0043 |
0.5% |
76% |
False |
False |
126,071 |
| 10 |
0.9198 |
0.9044 |
0.0154 |
1.7% |
0.0050 |
0.6% |
34% |
False |
False |
130,163 |
| 20 |
0.9221 |
0.9044 |
0.0177 |
1.9% |
0.0053 |
0.6% |
30% |
False |
False |
110,026 |
| 40 |
0.9320 |
0.9044 |
0.0276 |
3.0% |
0.0055 |
0.6% |
19% |
False |
False |
56,289 |
| 60 |
0.9469 |
0.9044 |
0.0425 |
4.7% |
0.0050 |
0.6% |
12% |
False |
False |
37,559 |
| 80 |
0.9670 |
0.9044 |
0.0626 |
6.9% |
0.0052 |
0.6% |
8% |
False |
False |
28,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9247 |
|
2.618 |
0.9192 |
|
1.618 |
0.9158 |
|
1.000 |
0.9136 |
|
0.618 |
0.9124 |
|
HIGH |
0.9102 |
|
0.618 |
0.9090 |
|
0.500 |
0.9085 |
|
0.382 |
0.9081 |
|
LOW |
0.9069 |
|
0.618 |
0.9047 |
|
1.000 |
0.9035 |
|
1.618 |
0.9013 |
|
2.618 |
0.8979 |
|
4.250 |
0.8924 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9091 |
| PP |
0.9089 |
0.9085 |
| S1 |
0.9085 |
0.9079 |
|