CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.9015 |
0.0010 |
0.1% |
0.8936 |
| High |
0.9062 |
0.9045 |
-0.0017 |
-0.2% |
0.9011 |
| Low |
0.8998 |
0.9000 |
0.0002 |
0.0% |
0.8868 |
| Close |
0.9003 |
0.9024 |
0.0022 |
0.2% |
0.8999 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0143 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
151,907 |
118,879 |
-33,028 |
-21.7% |
705,755 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9158 |
0.9136 |
0.9049 |
|
| R3 |
0.9113 |
0.9091 |
0.9036 |
|
| R2 |
0.9068 |
0.9068 |
0.9032 |
|
| R1 |
0.9046 |
0.9046 |
0.9028 |
0.9057 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9028 |
| S1 |
0.9001 |
0.9001 |
0.9020 |
0.9012 |
| S2 |
0.8978 |
0.8978 |
0.9016 |
|
| S3 |
0.8933 |
0.8956 |
0.9012 |
|
| S4 |
0.8888 |
0.8911 |
0.8999 |
|
|
| 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 |
2.1% |
0.0066 |
0.7% |
81% |
False |
False |
154,414 |
| 10 |
0.9069 |
0.8868 |
0.0201 |
2.2% |
0.0063 |
0.7% |
78% |
False |
False |
143,052 |
| 20 |
0.9197 |
0.8868 |
0.0329 |
3.6% |
0.0056 |
0.6% |
48% |
False |
False |
134,083 |
| 40 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0057 |
0.6% |
35% |
False |
False |
96,597 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0054 |
0.6% |
35% |
False |
False |
64,660 |
| 80 |
0.9568 |
0.8868 |
0.0700 |
7.8% |
0.0053 |
0.6% |
22% |
False |
False |
48,515 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
20% |
False |
False |
38,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9236 |
|
2.618 |
0.9162 |
|
1.618 |
0.9117 |
|
1.000 |
0.9090 |
|
0.618 |
0.9072 |
|
HIGH |
0.9045 |
|
0.618 |
0.9027 |
|
0.500 |
0.9022 |
|
0.382 |
0.9017 |
|
LOW |
0.9000 |
|
0.618 |
0.8972 |
|
1.000 |
0.8955 |
|
1.618 |
0.8927 |
|
2.618 |
0.8882 |
|
4.250 |
0.8808 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9012 |
| PP |
0.9023 |
0.8999 |
| S1 |
0.9022 |
0.8987 |
|