CME Japanese Yen Future September 2018
Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.9098 |
0.9062 |
-0.0037 |
-0.4% |
0.9068 |
High |
0.9105 |
0.9064 |
-0.0041 |
-0.5% |
0.9114 |
Low |
0.9059 |
0.9021 |
-0.0038 |
-0.4% |
0.9044 |
Close |
0.9066 |
0.9025 |
-0.0041 |
-0.5% |
0.9097 |
Range |
0.0047 |
0.0044 |
-0.0003 |
-6.5% |
0.0070 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
84,937 |
111,829 |
26,892 |
31.7% |
478,895 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9167 |
0.9140 |
0.9049 |
|
R3 |
0.9124 |
0.9096 |
0.9037 |
|
R2 |
0.9080 |
0.9080 |
0.9033 |
|
R1 |
0.9053 |
0.9053 |
0.9029 |
0.9045 |
PP |
0.9037 |
0.9037 |
0.9037 |
0.9033 |
S1 |
0.9009 |
0.9009 |
0.9021 |
0.9001 |
S2 |
0.8993 |
0.8993 |
0.9017 |
|
S3 |
0.8950 |
0.8966 |
0.9013 |
|
S4 |
0.8906 |
0.8922 |
0.9001 |
|
|
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 |
0.9021 |
0.0093 |
1.0% |
0.0044 |
0.5% |
5% |
False |
True |
112,199 |
10 |
0.9197 |
0.9021 |
0.0176 |
2.0% |
0.0050 |
0.6% |
3% |
False |
True |
125,114 |
20 |
0.9198 |
0.9021 |
0.0178 |
2.0% |
0.0052 |
0.6% |
3% |
False |
True |
117,773 |
40 |
0.9320 |
0.9021 |
0.0300 |
3.3% |
0.0055 |
0.6% |
2% |
False |
True |
61,196 |
60 |
0.9452 |
0.9021 |
0.0431 |
4.8% |
0.0050 |
0.6% |
1% |
False |
True |
40,835 |
80 |
0.9670 |
0.9021 |
0.0649 |
7.2% |
0.0052 |
0.6% |
1% |
False |
True |
30,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9249 |
2.618 |
0.9178 |
1.618 |
0.9134 |
1.000 |
0.9108 |
0.618 |
0.9091 |
HIGH |
0.9064 |
0.618 |
0.9047 |
0.500 |
0.9042 |
0.382 |
0.9037 |
LOW |
0.9021 |
0.618 |
0.8994 |
1.000 |
0.8977 |
1.618 |
0.8950 |
2.618 |
0.8907 |
4.250 |
0.8836 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9042 |
0.9063 |
PP |
0.9037 |
0.9050 |
S1 |
0.9031 |
0.9038 |
|