CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.8936 |
0.0014 |
0.2% |
0.9098 |
| High |
0.8942 |
0.8946 |
0.0004 |
0.0% |
0.9105 |
| Low |
0.8902 |
0.8920 |
0.0018 |
0.2% |
0.8902 |
| Close |
0.8939 |
0.8943 |
0.0004 |
0.0% |
0.8939 |
| Range |
0.0041 |
0.0027 |
-0.0014 |
-34.6% |
0.0204 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
118,257 |
73,924 |
-44,333 |
-37.5% |
650,750 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9016 |
0.9006 |
0.8957 |
|
| R3 |
0.8989 |
0.8979 |
0.8950 |
|
| R2 |
0.8963 |
0.8963 |
0.8947 |
|
| R1 |
0.8953 |
0.8953 |
0.8945 |
0.8958 |
| PP |
0.8936 |
0.8936 |
0.8936 |
0.8939 |
| S1 |
0.8926 |
0.8926 |
0.8940 |
0.8931 |
| S2 |
0.8910 |
0.8910 |
0.8938 |
|
| S3 |
0.8883 |
0.8900 |
0.8935 |
|
| S4 |
0.8857 |
0.8873 |
0.8928 |
|
|
| 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 |
0.9069 |
0.8902 |
0.0167 |
1.9% |
0.0057 |
0.6% |
25% |
False |
False |
127,947 |
| 10 |
0.9114 |
0.8902 |
0.0212 |
2.4% |
0.0050 |
0.6% |
19% |
False |
False |
120,356 |
| 20 |
0.9198 |
0.8902 |
0.0297 |
3.3% |
0.0054 |
0.6% |
14% |
False |
False |
127,668 |
| 40 |
0.9320 |
0.8902 |
0.0419 |
4.7% |
0.0056 |
0.6% |
10% |
False |
False |
74,298 |
| 60 |
0.9402 |
0.8902 |
0.0500 |
5.6% |
0.0052 |
0.6% |
8% |
False |
False |
49,628 |
| 80 |
0.9670 |
0.8902 |
0.0768 |
8.6% |
0.0053 |
0.6% |
5% |
False |
False |
37,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9059 |
|
2.618 |
0.9015 |
|
1.618 |
0.8989 |
|
1.000 |
0.8973 |
|
0.618 |
0.8962 |
|
HIGH |
0.8946 |
|
0.618 |
0.8936 |
|
0.500 |
0.8933 |
|
0.382 |
0.8930 |
|
LOW |
0.8920 |
|
0.618 |
0.8903 |
|
1.000 |
0.8893 |
|
1.618 |
0.8877 |
|
2.618 |
0.8850 |
|
4.250 |
0.8807 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8939 |
0.8941 |
| PP |
0.8936 |
0.8939 |
| S1 |
0.8933 |
0.8937 |
|