CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9062 |
0.9048 |
-0.0014 |
-0.1% |
0.9068 |
| High |
0.9064 |
0.9069 |
0.0005 |
0.0% |
0.9114 |
| Low |
0.9021 |
0.8954 |
-0.0067 |
-0.7% |
0.9044 |
| Close |
0.9025 |
0.8962 |
-0.0063 |
-0.7% |
0.9097 |
| Range |
0.0044 |
0.0115 |
0.0072 |
164.4% |
0.0070 |
| ATR |
0.0052 |
0.0057 |
0.0004 |
8.5% |
0.0000 |
| Volume |
111,829 |
183,049 |
71,220 |
63.7% |
478,895 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9266 |
0.9025 |
|
| R3 |
0.9225 |
0.9151 |
0.8994 |
|
| R2 |
0.9110 |
0.9110 |
0.8983 |
|
| R1 |
0.9036 |
0.9036 |
0.8973 |
0.9015 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.8984 |
| S1 |
0.8921 |
0.8921 |
0.8951 |
0.8900 |
| S2 |
0.8880 |
0.8880 |
0.8941 |
|
| S3 |
0.8765 |
0.8806 |
0.8930 |
|
| S4 |
0.8650 |
0.8691 |
0.8899 |
|
|
| 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 |
0.8954 |
0.0160 |
1.8% |
0.0056 |
0.6% |
5% |
False |
True |
125,346 |
| 10 |
0.9170 |
0.8954 |
0.0216 |
2.4% |
0.0055 |
0.6% |
4% |
False |
True |
130,682 |
| 20 |
0.9198 |
0.8954 |
0.0245 |
2.7% |
0.0056 |
0.6% |
3% |
False |
True |
124,455 |
| 40 |
0.9320 |
0.8954 |
0.0367 |
4.1% |
0.0057 |
0.6% |
2% |
False |
True |
65,751 |
| 60 |
0.9452 |
0.8954 |
0.0498 |
5.6% |
0.0052 |
0.6% |
2% |
False |
True |
43,884 |
| 80 |
0.9670 |
0.8954 |
0.0716 |
8.0% |
0.0053 |
0.6% |
1% |
False |
True |
32,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9557 |
|
2.618 |
0.9370 |
|
1.618 |
0.9255 |
|
1.000 |
0.9184 |
|
0.618 |
0.9140 |
|
HIGH |
0.9069 |
|
0.618 |
0.9025 |
|
0.500 |
0.9011 |
|
0.382 |
0.8997 |
|
LOW |
0.8954 |
|
0.618 |
0.8882 |
|
1.000 |
0.8839 |
|
1.618 |
0.8767 |
|
2.618 |
0.8652 |
|
4.250 |
0.8465 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9011 |
0.9029 |
| PP |
0.8995 |
0.9007 |
| S1 |
0.8978 |
0.8984 |
|