CME Japanese Yen Future September 2018
Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.9015 |
0.9025 |
0.0010 |
0.1% |
0.8936 |
High |
0.9045 |
0.9070 |
0.0025 |
0.3% |
0.9011 |
Low |
0.9000 |
0.9010 |
0.0010 |
0.1% |
0.8868 |
Close |
0.9024 |
0.9054 |
0.0030 |
0.3% |
0.8999 |
Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0143 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
Volume |
118,879 |
147,285 |
28,406 |
23.9% |
705,755 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9224 |
0.9199 |
0.9087 |
|
R3 |
0.9164 |
0.9139 |
0.9070 |
|
R2 |
0.9104 |
0.9104 |
0.9065 |
|
R1 |
0.9079 |
0.9079 |
0.9059 |
0.9092 |
PP |
0.9044 |
0.9044 |
0.9044 |
0.9051 |
S1 |
0.9019 |
0.9019 |
0.9048 |
0.9032 |
S2 |
0.8984 |
0.8984 |
0.9043 |
|
S3 |
0.8924 |
0.8959 |
0.9037 |
|
S4 |
0.8864 |
0.8899 |
0.9021 |
|
|
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 |
0.9070 |
0.8868 |
0.0202 |
2.2% |
0.0072 |
0.8% |
92% |
True |
False |
162,141 |
10 |
0.9070 |
0.8868 |
0.0202 |
2.2% |
0.0057 |
0.6% |
92% |
True |
False |
139,476 |
20 |
0.9170 |
0.8868 |
0.0302 |
3.3% |
0.0056 |
0.6% |
62% |
False |
False |
135,079 |
40 |
0.9299 |
0.8868 |
0.0431 |
4.8% |
0.0055 |
0.6% |
43% |
False |
False |
100,136 |
60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
41% |
False |
False |
67,114 |
80 |
0.9566 |
0.8868 |
0.0698 |
7.7% |
0.0053 |
0.6% |
27% |
False |
False |
50,356 |
100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
23% |
False |
False |
40,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9325 |
2.618 |
0.9227 |
1.618 |
0.9167 |
1.000 |
0.9130 |
0.618 |
0.9107 |
HIGH |
0.9070 |
0.618 |
0.9047 |
0.500 |
0.9040 |
0.382 |
0.9032 |
LOW |
0.9010 |
0.618 |
0.8972 |
1.000 |
0.8950 |
1.618 |
0.8912 |
2.618 |
0.8852 |
4.250 |
0.8755 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9049 |
0.9047 |
PP |
0.9044 |
0.9040 |
S1 |
0.9040 |
0.9034 |
|