CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8977 |
0.8980 |
0.0003 |
0.0% |
0.9039 |
| High |
0.9010 |
0.9027 |
0.0017 |
0.2% |
0.9064 |
| Low |
0.8975 |
0.8962 |
-0.0012 |
-0.1% |
0.8944 |
| Close |
0.8979 |
0.9014 |
0.0035 |
0.4% |
0.9014 |
| Range |
0.0036 |
0.0064 |
0.0029 |
80.3% |
0.0120 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.0% |
0.0000 |
| Volume |
111,087 |
104,623 |
-6,464 |
-5.8% |
632,988 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9193 |
0.9168 |
0.9049 |
|
| R3 |
0.9129 |
0.9104 |
0.9032 |
|
| R2 |
0.9065 |
0.9065 |
0.9026 |
|
| R1 |
0.9040 |
0.9040 |
0.9020 |
0.9052 |
| PP |
0.9001 |
0.9001 |
0.9001 |
0.9007 |
| S1 |
0.8975 |
0.8975 |
0.9008 |
0.8988 |
| S2 |
0.8937 |
0.8937 |
0.9002 |
|
| S3 |
0.8873 |
0.8911 |
0.8996 |
|
| S4 |
0.8809 |
0.8847 |
0.8979 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9367 |
0.9311 |
0.9080 |
|
| R3 |
0.9247 |
0.9191 |
0.9047 |
|
| R2 |
0.9127 |
0.9127 |
0.9036 |
|
| R1 |
0.9071 |
0.9071 |
0.9025 |
0.9039 |
| PP |
0.9007 |
0.9007 |
0.9007 |
0.8991 |
| S1 |
0.8951 |
0.8951 |
0.9003 |
0.8919 |
| S2 |
0.8887 |
0.8887 |
0.8992 |
|
| S3 |
0.8767 |
0.8831 |
0.8981 |
|
| S4 |
0.8647 |
0.8711 |
0.8948 |
|
|
| 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% |
0.0058 |
0.6% |
59% |
False |
False |
126,597 |
| 10 |
0.9073 |
0.8944 |
0.0130 |
1.4% |
0.0055 |
0.6% |
54% |
False |
False |
126,157 |
| 20 |
0.9105 |
0.8868 |
0.0238 |
2.6% |
0.0058 |
0.6% |
62% |
False |
False |
130,903 |
| 40 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0056 |
0.6% |
42% |
False |
False |
120,464 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
32% |
False |
False |
81,160 |
| 80 |
0.9469 |
0.8868 |
0.0601 |
6.7% |
0.0052 |
0.6% |
24% |
False |
False |
60,895 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
18% |
False |
False |
48,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9299 |
|
2.618 |
0.9194 |
|
1.618 |
0.9130 |
|
1.000 |
0.9091 |
|
0.618 |
0.9066 |
|
HIGH |
0.9027 |
|
0.618 |
0.9002 |
|
0.500 |
0.8994 |
|
0.382 |
0.8987 |
|
LOW |
0.8962 |
|
0.618 |
0.8923 |
|
1.000 |
0.8898 |
|
1.618 |
0.8859 |
|
2.618 |
0.8795 |
|
4.250 |
0.8690 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9007 |
0.9004 |
| PP |
0.9001 |
0.8995 |
| S1 |
0.8994 |
0.8985 |
|