CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 06-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8980 |
0.9017 |
0.0037 |
0.4% |
0.9039 |
| High |
0.9027 |
0.9021 |
-0.0006 |
-0.1% |
0.9064 |
| Low |
0.8962 |
0.8991 |
0.0028 |
0.3% |
0.8944 |
| Close |
0.9014 |
0.9001 |
-0.0013 |
-0.1% |
0.9014 |
| Range |
0.0064 |
0.0030 |
-0.0034 |
-53.1% |
0.0120 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
104,623 |
70,863 |
-33,760 |
-32.3% |
632,988 |
|
| Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9078 |
0.9018 |
|
| R3 |
0.9064 |
0.9048 |
0.9009 |
|
| R2 |
0.9034 |
0.9034 |
0.9007 |
|
| R1 |
0.9018 |
0.9018 |
0.9004 |
0.9011 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9001 |
| S1 |
0.8988 |
0.8988 |
0.8998 |
0.8981 |
| S2 |
0.8974 |
0.8974 |
0.8996 |
|
| S3 |
0.8944 |
0.8958 |
0.8993 |
|
| S4 |
0.8914 |
0.8928 |
0.8985 |
|
|
| 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% |
0.0059 |
0.7% |
48% |
False |
False |
125,959 |
| 10 |
0.9073 |
0.8944 |
0.0130 |
1.4% |
0.0052 |
0.6% |
44% |
False |
False |
118,052 |
| 20 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0057 |
0.6% |
65% |
False |
False |
130,200 |
| 40 |
0.9209 |
0.8868 |
0.0341 |
3.8% |
0.0055 |
0.6% |
39% |
False |
False |
121,794 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
30% |
False |
False |
82,336 |
| 80 |
0.9452 |
0.8868 |
0.0584 |
6.5% |
0.0052 |
0.6% |
23% |
False |
False |
61,779 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
17% |
False |
False |
49,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9148 |
|
2.618 |
0.9099 |
|
1.618 |
0.9069 |
|
1.000 |
0.9051 |
|
0.618 |
0.9039 |
|
HIGH |
0.9021 |
|
0.618 |
0.9009 |
|
0.500 |
0.9006 |
|
0.382 |
0.9002 |
|
LOW |
0.8991 |
|
0.618 |
0.8972 |
|
1.000 |
0.8961 |
|
1.618 |
0.8942 |
|
2.618 |
0.8912 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 06-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9006 |
0.8999 |
| PP |
0.9004 |
0.8997 |
| S1 |
0.9003 |
0.8994 |
|