CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 01-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.8971 |
-0.0064 |
-0.7% |
0.9005 |
| High |
0.9064 |
0.9005 |
-0.0059 |
-0.7% |
0.9073 |
| Low |
0.8959 |
0.8944 |
-0.0016 |
-0.2% |
0.8998 |
| Close |
0.8970 |
0.8991 |
0.0021 |
0.2% |
0.9039 |
| Range |
0.0105 |
0.0061 |
-0.0044 |
-41.6% |
0.0076 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
210,264 |
132,961 |
-77,303 |
-36.8% |
628,585 |
|
| Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9163 |
0.9138 |
0.9025 |
|
| R3 |
0.9102 |
0.9077 |
0.9008 |
|
| R2 |
0.9041 |
0.9041 |
0.9002 |
|
| R1 |
0.9016 |
0.9016 |
0.8997 |
0.9028 |
| PP |
0.8980 |
0.8980 |
0.8980 |
0.8986 |
| S1 |
0.8955 |
0.8955 |
0.8985 |
0.8967 |
| S2 |
0.8919 |
0.8919 |
0.8980 |
|
| S3 |
0.8858 |
0.8894 |
0.8974 |
|
| S4 |
0.8797 |
0.8833 |
0.8957 |
|
|
| 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 |
0.8944 |
0.0130 |
1.4% |
0.0056 |
0.6% |
37% |
False |
True |
125,558 |
| 10 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0064 |
0.7% |
60% |
False |
False |
143,849 |
| 20 |
0.9114 |
0.8868 |
0.0246 |
2.7% |
0.0057 |
0.6% |
50% |
False |
False |
132,464 |
| 40 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0056 |
0.6% |
35% |
False |
False |
115,496 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
27% |
False |
False |
77,569 |
| 80 |
0.9478 |
0.8868 |
0.0610 |
6.8% |
0.0052 |
0.6% |
20% |
False |
False |
58,201 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
15% |
False |
False |
46,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9264 |
|
2.618 |
0.9164 |
|
1.618 |
0.9103 |
|
1.000 |
0.9066 |
|
0.618 |
0.9042 |
|
HIGH |
0.9005 |
|
0.618 |
0.8981 |
|
0.500 |
0.8974 |
|
0.382 |
0.8967 |
|
LOW |
0.8944 |
|
0.618 |
0.8906 |
|
1.000 |
0.8883 |
|
1.618 |
0.8845 |
|
2.618 |
0.8784 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 01-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8985 |
0.9004 |
| PP |
0.8980 |
0.8999 |
| S1 |
0.8974 |
0.8995 |
|