CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9048 |
0.8970 |
-0.0078 |
-0.9% |
0.9068 |
| High |
0.9069 |
0.8973 |
-0.0096 |
-1.1% |
0.9114 |
| Low |
0.8954 |
0.8915 |
-0.0039 |
-0.4% |
0.9044 |
| Close |
0.8962 |
0.8928 |
-0.0034 |
-0.4% |
0.9097 |
| Range |
0.0115 |
0.0058 |
-0.0058 |
-50.0% |
0.0070 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
183,049 |
152,678 |
-30,371 |
-16.6% |
478,895 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9077 |
0.8960 |
|
| R3 |
0.9054 |
0.9020 |
0.8944 |
|
| R2 |
0.8996 |
0.8996 |
0.8939 |
|
| R1 |
0.8962 |
0.8962 |
0.8933 |
0.8950 |
| PP |
0.8939 |
0.8939 |
0.8939 |
0.8933 |
| S1 |
0.8905 |
0.8905 |
0.8923 |
0.8893 |
| S2 |
0.8881 |
0.8881 |
0.8917 |
|
| S3 |
0.8824 |
0.8847 |
0.8912 |
|
| S4 |
0.8766 |
0.8790 |
0.8896 |
|
|
| 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 |
0.9105 |
0.8915 |
0.0190 |
2.1% |
0.0059 |
0.7% |
7% |
False |
True |
127,083 |
| 10 |
0.9143 |
0.8915 |
0.0228 |
2.5% |
0.0053 |
0.6% |
6% |
False |
True |
128,784 |
| 20 |
0.9198 |
0.8915 |
0.0283 |
3.2% |
0.0056 |
0.6% |
5% |
False |
True |
128,782 |
| 40 |
0.9320 |
0.8915 |
0.0405 |
4.5% |
0.0057 |
0.6% |
3% |
False |
True |
69,562 |
| 60 |
0.9430 |
0.8915 |
0.0515 |
5.8% |
0.0052 |
0.6% |
3% |
False |
True |
46,428 |
| 80 |
0.9670 |
0.8915 |
0.0755 |
8.5% |
0.0053 |
0.6% |
2% |
False |
True |
34,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9217 |
|
2.618 |
0.9123 |
|
1.618 |
0.9066 |
|
1.000 |
0.9030 |
|
0.618 |
0.9008 |
|
HIGH |
0.8973 |
|
0.618 |
0.8951 |
|
0.500 |
0.8944 |
|
0.382 |
0.8937 |
|
LOW |
0.8915 |
|
0.618 |
0.8879 |
|
1.000 |
0.8858 |
|
1.618 |
0.8822 |
|
2.618 |
0.8764 |
|
4.250 |
0.8671 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8992 |
| PP |
0.8939 |
0.8971 |
| S1 |
0.8933 |
0.8949 |
|