CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8970 |
0.8923 |
-0.0048 |
-0.5% |
0.9098 |
| High |
0.8973 |
0.8942 |
-0.0031 |
-0.3% |
0.9105 |
| Low |
0.8915 |
0.8902 |
-0.0014 |
-0.2% |
0.8902 |
| Close |
0.8928 |
0.8939 |
0.0011 |
0.1% |
0.8939 |
| Range |
0.0058 |
0.0041 |
-0.0017 |
-29.6% |
0.0204 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
152,678 |
118,257 |
-34,421 |
-22.5% |
650,750 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9049 |
0.9034 |
0.8961 |
|
| R3 |
0.9008 |
0.8994 |
0.8950 |
|
| R2 |
0.8968 |
0.8968 |
0.8946 |
|
| R1 |
0.8953 |
0.8953 |
0.8942 |
0.8961 |
| PP |
0.8927 |
0.8927 |
0.8927 |
0.8931 |
| S1 |
0.8913 |
0.8913 |
0.8935 |
0.8920 |
| S2 |
0.8887 |
0.8887 |
0.8931 |
|
| S3 |
0.8846 |
0.8872 |
0.8927 |
|
| S4 |
0.8806 |
0.8832 |
0.8916 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9469 |
0.9050 |
|
| R3 |
0.9389 |
0.9265 |
0.8994 |
|
| R2 |
0.9185 |
0.9185 |
0.8976 |
|
| R1 |
0.9062 |
0.9062 |
0.8957 |
0.9022 |
| PP |
0.8982 |
0.8982 |
0.8982 |
0.8962 |
| S1 |
0.8858 |
0.8858 |
0.8920 |
0.8818 |
| S2 |
0.8778 |
0.8778 |
0.8901 |
|
| S3 |
0.8575 |
0.8655 |
0.8883 |
|
| S4 |
0.8371 |
0.8451 |
0.8827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9105 |
0.8902 |
0.0204 |
2.3% |
0.0061 |
0.7% |
18% |
False |
True |
130,150 |
| 10 |
0.9114 |
0.8902 |
0.0212 |
2.4% |
0.0052 |
0.6% |
17% |
False |
True |
128,110 |
| 20 |
0.9198 |
0.8902 |
0.0297 |
3.3% |
0.0055 |
0.6% |
12% |
False |
True |
131,435 |
| 40 |
0.9320 |
0.8902 |
0.0419 |
4.7% |
0.0057 |
0.6% |
9% |
False |
True |
72,508 |
| 60 |
0.9423 |
0.8902 |
0.0521 |
5.8% |
0.0052 |
0.6% |
7% |
False |
True |
48,398 |
| 80 |
0.9670 |
0.8902 |
0.0768 |
8.6% |
0.0053 |
0.6% |
5% |
False |
True |
36,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9114 |
|
2.618 |
0.9048 |
|
1.618 |
0.9008 |
|
1.000 |
0.8983 |
|
0.618 |
0.8967 |
|
HIGH |
0.8942 |
|
0.618 |
0.8927 |
|
0.500 |
0.8922 |
|
0.382 |
0.8917 |
|
LOW |
0.8902 |
|
0.618 |
0.8876 |
|
1.000 |
0.8861 |
|
1.618 |
0.8836 |
|
2.618 |
0.8795 |
|
4.250 |
0.8729 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8933 |
0.8985 |
| PP |
0.8927 |
0.8970 |
| S1 |
0.8922 |
0.8954 |
|