CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8936 |
0.8941 |
0.0005 |
0.1% |
0.9098 |
| High |
0.8946 |
0.8947 |
0.0001 |
0.0% |
0.9105 |
| Low |
0.8920 |
0.8891 |
-0.0029 |
-0.3% |
0.8902 |
| Close |
0.8943 |
0.8898 |
-0.0045 |
-0.5% |
0.8939 |
| Range |
0.0027 |
0.0056 |
0.0030 |
111.3% |
0.0204 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73,924 |
130,546 |
56,622 |
76.6% |
650,750 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9080 |
0.9045 |
0.8929 |
|
| R3 |
0.9024 |
0.8989 |
0.8913 |
|
| R2 |
0.8968 |
0.8968 |
0.8908 |
|
| R1 |
0.8933 |
0.8933 |
0.8903 |
0.8922 |
| PP |
0.8912 |
0.8912 |
0.8912 |
0.8906 |
| S1 |
0.8877 |
0.8877 |
0.8893 |
0.8866 |
| S2 |
0.8856 |
0.8856 |
0.8888 |
|
| S3 |
0.8800 |
0.8821 |
0.8883 |
|
| S4 |
0.8744 |
0.8765 |
0.8867 |
|
|
| 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 |
0.8891 |
0.0178 |
2.0% |
0.0059 |
0.7% |
4% |
False |
True |
131,690 |
| 10 |
0.9114 |
0.8891 |
0.0223 |
2.5% |
0.0051 |
0.6% |
3% |
False |
True |
121,945 |
| 20 |
0.9198 |
0.8891 |
0.0308 |
3.5% |
0.0055 |
0.6% |
2% |
False |
True |
130,348 |
| 40 |
0.9320 |
0.8891 |
0.0430 |
4.8% |
0.0057 |
0.6% |
2% |
False |
True |
77,556 |
| 60 |
0.9378 |
0.8891 |
0.0488 |
5.5% |
0.0053 |
0.6% |
2% |
False |
True |
51,802 |
| 80 |
0.9670 |
0.8891 |
0.0779 |
8.8% |
0.0052 |
0.6% |
1% |
False |
True |
38,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9185 |
|
2.618 |
0.9093 |
|
1.618 |
0.9037 |
|
1.000 |
0.9003 |
|
0.618 |
0.8981 |
|
HIGH |
0.8947 |
|
0.618 |
0.8925 |
|
0.500 |
0.8919 |
|
0.382 |
0.8912 |
|
LOW |
0.8891 |
|
0.618 |
0.8856 |
|
1.000 |
0.8835 |
|
1.618 |
0.8800 |
|
2.618 |
0.8744 |
|
4.250 |
0.8653 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8919 |
0.8919 |
| PP |
0.8912 |
0.8912 |
| S1 |
0.8905 |
0.8905 |
|