CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8971 |
0.8977 |
0.0007 |
0.1% |
0.9005 |
| High |
0.9005 |
0.9010 |
0.0006 |
0.1% |
0.9073 |
| Low |
0.8944 |
0.8975 |
0.0031 |
0.3% |
0.8998 |
| Close |
0.8991 |
0.8979 |
-0.0012 |
-0.1% |
0.9039 |
| Range |
0.0061 |
0.0036 |
-0.0026 |
-41.8% |
0.0076 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
132,961 |
111,087 |
-21,874 |
-16.5% |
628,585 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9072 |
0.8999 |
|
| R3 |
0.9059 |
0.9037 |
0.8989 |
|
| R2 |
0.9023 |
0.9023 |
0.8986 |
|
| R1 |
0.9001 |
0.9001 |
0.8982 |
0.9012 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8993 |
| S1 |
0.8966 |
0.8966 |
0.8976 |
0.8977 |
| S2 |
0.8952 |
0.8952 |
0.8972 |
|
| S3 |
0.8917 |
0.8930 |
0.8969 |
|
| S4 |
0.8881 |
0.8895 |
0.8959 |
|
|
| 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 |
0.9064 |
0.8944 |
0.0120 |
1.3% |
0.0052 |
0.6% |
30% |
False |
False |
125,370 |
| 10 |
0.9073 |
0.8912 |
0.0162 |
1.8% |
0.0059 |
0.7% |
42% |
False |
False |
137,145 |
| 20 |
0.9105 |
0.8868 |
0.0238 |
2.6% |
0.0056 |
0.6% |
47% |
False |
False |
130,819 |
| 40 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0055 |
0.6% |
32% |
False |
False |
118,125 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
25% |
False |
False |
79,419 |
| 80 |
0.9474 |
0.8868 |
0.0606 |
6.7% |
0.0052 |
0.6% |
18% |
False |
False |
59,589 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
14% |
False |
False |
47,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9161 |
|
2.618 |
0.9103 |
|
1.618 |
0.9067 |
|
1.000 |
0.9046 |
|
0.618 |
0.9032 |
|
HIGH |
0.9010 |
|
0.618 |
0.8996 |
|
0.500 |
0.8992 |
|
0.382 |
0.8988 |
|
LOW |
0.8975 |
|
0.618 |
0.8953 |
|
1.000 |
0.8939 |
|
1.618 |
0.8917 |
|
2.618 |
0.8882 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8992 |
0.9004 |
| PP |
0.8988 |
0.8995 |
| S1 |
0.8983 |
0.8987 |
|