CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.9039 |
0.0021 |
0.2% |
0.9005 |
| High |
0.9055 |
0.9047 |
-0.0009 |
-0.1% |
0.9073 |
| Low |
0.9017 |
0.9024 |
0.0007 |
0.1% |
0.8998 |
| Close |
0.9039 |
0.9037 |
-0.0003 |
0.0% |
0.9039 |
| Range |
0.0038 |
0.0023 |
-0.0016 |
-40.8% |
0.0076 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
98,487 |
74,053 |
-24,434 |
-24.8% |
628,585 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9103 |
0.9092 |
0.9049 |
|
| R3 |
0.9081 |
0.9070 |
0.9043 |
|
| R2 |
0.9058 |
0.9058 |
0.9041 |
|
| R1 |
0.9047 |
0.9047 |
0.9039 |
0.9042 |
| PP |
0.9036 |
0.9036 |
0.9036 |
0.9033 |
| S1 |
0.9025 |
0.9025 |
0.9034 |
0.9019 |
| S2 |
0.9013 |
0.9013 |
0.9032 |
|
| S3 |
0.8991 |
0.9002 |
0.9030 |
|
| S4 |
0.8968 |
0.8980 |
0.9024 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9227 |
0.9081 |
|
| R3 |
0.9188 |
0.9151 |
0.9060 |
|
| R2 |
0.9112 |
0.9112 |
0.9053 |
|
| R1 |
0.9076 |
0.9076 |
0.9046 |
0.9094 |
| PP |
0.9037 |
0.9037 |
0.9037 |
0.9046 |
| S1 |
0.9000 |
0.9000 |
0.9032 |
0.9018 |
| S2 |
0.8961 |
0.8961 |
0.9025 |
|
| S3 |
0.8886 |
0.8925 |
0.9018 |
|
| S4 |
0.8810 |
0.8849 |
0.8997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9073 |
0.9000 |
0.0074 |
0.8% |
0.0044 |
0.5% |
50% |
False |
False |
110,146 |
| 10 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0056 |
0.6% |
82% |
False |
False |
133,446 |
| 20 |
0.9114 |
0.8868 |
0.0246 |
2.7% |
0.0053 |
0.6% |
69% |
False |
False |
126,901 |
| 40 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0053 |
0.6% |
48% |
False |
False |
107,039 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
37% |
False |
False |
71,850 |
| 80 |
0.9480 |
0.8868 |
0.0613 |
6.8% |
0.0051 |
0.6% |
28% |
False |
False |
53,911 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
21% |
False |
False |
43,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9142 |
|
2.618 |
0.9105 |
|
1.618 |
0.9083 |
|
1.000 |
0.9069 |
|
0.618 |
0.9060 |
|
HIGH |
0.9047 |
|
0.618 |
0.9038 |
|
0.500 |
0.9035 |
|
0.382 |
0.9033 |
|
LOW |
0.9024 |
|
0.618 |
0.9010 |
|
1.000 |
0.9002 |
|
1.618 |
0.8988 |
|
2.618 |
0.8965 |
|
4.250 |
0.8928 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9036 |
0.9045 |
| PP |
0.9036 |
0.9042 |
| S1 |
0.9035 |
0.9039 |
|