CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.9005 |
0.0080 |
0.9% |
0.8936 |
| High |
0.9011 |
0.9062 |
0.0051 |
0.6% |
0.9011 |
| Low |
0.8912 |
0.8998 |
0.0086 |
1.0% |
0.8868 |
| Close |
0.8999 |
0.9003 |
0.0004 |
0.0% |
0.8999 |
| Range |
0.0099 |
0.0064 |
-0.0035 |
-35.4% |
0.0143 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
214,509 |
151,907 |
-62,602 |
-29.2% |
705,755 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9172 |
0.9038 |
|
| R3 |
0.9149 |
0.9108 |
0.9020 |
|
| R2 |
0.9085 |
0.9085 |
0.9014 |
|
| R1 |
0.9044 |
0.9044 |
0.9008 |
0.9032 |
| PP |
0.9021 |
0.9021 |
0.9021 |
0.9015 |
| S1 |
0.8980 |
0.8980 |
0.8997 |
0.8968 |
| S2 |
0.8957 |
0.8957 |
0.8991 |
|
| S3 |
0.8893 |
0.8916 |
0.8985 |
|
| S4 |
0.8829 |
0.8852 |
0.8967 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9388 |
0.9336 |
0.9077 |
|
| R3 |
0.9245 |
0.9193 |
0.9038 |
|
| R2 |
0.9102 |
0.9102 |
0.9025 |
|
| R1 |
0.9050 |
0.9050 |
0.9012 |
0.9076 |
| PP |
0.8959 |
0.8959 |
0.8959 |
0.8972 |
| S1 |
0.8907 |
0.8907 |
0.8985 |
0.8933 |
| S2 |
0.8816 |
0.8816 |
0.8972 |
|
| S3 |
0.8673 |
0.8764 |
0.8959 |
|
| S4 |
0.8530 |
0.8621 |
0.8920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9062 |
0.8868 |
0.0194 |
2.2% |
0.0069 |
0.8% |
70% |
True |
False |
156,747 |
| 10 |
0.9069 |
0.8868 |
0.0201 |
2.2% |
0.0063 |
0.7% |
67% |
False |
False |
142,347 |
| 20 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0057 |
0.6% |
41% |
False |
False |
135,656 |
| 40 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0057 |
0.6% |
30% |
False |
False |
93,642 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0054 |
0.6% |
30% |
False |
False |
62,680 |
| 80 |
0.9568 |
0.8868 |
0.0700 |
7.8% |
0.0052 |
0.6% |
19% |
False |
False |
47,032 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
17% |
False |
False |
37,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9334 |
|
2.618 |
0.9229 |
|
1.618 |
0.9165 |
|
1.000 |
0.9126 |
|
0.618 |
0.9101 |
|
HIGH |
0.9062 |
|
0.618 |
0.9037 |
|
0.500 |
0.9030 |
|
0.382 |
0.9022 |
|
LOW |
0.8998 |
|
0.618 |
0.8958 |
|
1.000 |
0.8934 |
|
1.618 |
0.8894 |
|
2.618 |
0.8830 |
|
4.250 |
0.8726 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.8990 |
| PP |
0.9021 |
0.8977 |
| S1 |
0.9012 |
0.8965 |
|