CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8941 |
0.8893 |
-0.0048 |
-0.5% |
0.9098 |
| High |
0.8947 |
0.8908 |
-0.0039 |
-0.4% |
0.9105 |
| Low |
0.8891 |
0.8874 |
-0.0017 |
-0.2% |
0.8902 |
| Close |
0.8898 |
0.8897 |
-0.0002 |
0.0% |
0.8939 |
| Range |
0.0056 |
0.0034 |
-0.0023 |
-40.2% |
0.0204 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
130,546 |
108,650 |
-21,896 |
-16.8% |
650,750 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8993 |
0.8978 |
0.8915 |
|
| R3 |
0.8960 |
0.8945 |
0.8906 |
|
| R2 |
0.8926 |
0.8926 |
0.8903 |
|
| R1 |
0.8911 |
0.8911 |
0.8900 |
0.8919 |
| PP |
0.8893 |
0.8893 |
0.8893 |
0.8896 |
| S1 |
0.8878 |
0.8878 |
0.8893 |
0.8885 |
| S2 |
0.8859 |
0.8859 |
0.8890 |
|
| S3 |
0.8826 |
0.8844 |
0.8887 |
|
| S4 |
0.8792 |
0.8811 |
0.8878 |
|
|
| 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 |
0.8973 |
0.8874 |
0.0099 |
1.1% |
0.0043 |
0.5% |
23% |
False |
True |
116,811 |
| 10 |
0.9114 |
0.8874 |
0.0240 |
2.7% |
0.0050 |
0.6% |
9% |
False |
True |
121,078 |
| 20 |
0.9198 |
0.8874 |
0.0324 |
3.6% |
0.0053 |
0.6% |
7% |
False |
True |
127,030 |
| 40 |
0.9320 |
0.8874 |
0.0446 |
5.0% |
0.0057 |
0.6% |
5% |
False |
True |
80,260 |
| 60 |
0.9320 |
0.8874 |
0.0446 |
5.0% |
0.0052 |
0.6% |
5% |
False |
True |
53,610 |
| 80 |
0.9648 |
0.8874 |
0.0774 |
8.7% |
0.0052 |
0.6% |
3% |
False |
True |
40,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9050 |
|
2.618 |
0.8995 |
|
1.618 |
0.8962 |
|
1.000 |
0.8941 |
|
0.618 |
0.8928 |
|
HIGH |
0.8908 |
|
0.618 |
0.8895 |
|
0.500 |
0.8891 |
|
0.382 |
0.8887 |
|
LOW |
0.8874 |
|
0.618 |
0.8853 |
|
1.000 |
0.8841 |
|
1.618 |
0.8820 |
|
2.618 |
0.8786 |
|
4.250 |
0.8732 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8895 |
0.8910 |
| PP |
0.8893 |
0.8906 |
| S1 |
0.8891 |
0.8901 |
|