CME Japanese Yen Future September 2018
Trading Metrics calculated at close of trading on 08-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.9001 |
0.9000 |
-0.0001 |
0.0% |
0.9039 |
High |
0.9034 |
0.9046 |
0.0013 |
0.1% |
0.9064 |
Low |
0.8994 |
0.8997 |
0.0003 |
0.0% |
0.8944 |
Close |
0.8999 |
0.9035 |
0.0036 |
0.4% |
0.9014 |
Range |
0.0040 |
0.0050 |
0.0010 |
23.8% |
0.0120 |
ATR |
0.0054 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
Volume |
86,444 |
100,162 |
13,718 |
15.9% |
632,988 |
|
Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9174 |
0.9154 |
0.9062 |
|
R3 |
0.9125 |
0.9105 |
0.9049 |
|
R2 |
0.9075 |
0.9075 |
0.9044 |
|
R1 |
0.9055 |
0.9055 |
0.9040 |
0.9065 |
PP |
0.9026 |
0.9026 |
0.9026 |
0.9031 |
S1 |
0.9006 |
0.9006 |
0.9030 |
0.9016 |
S2 |
0.8976 |
0.8976 |
0.9026 |
|
S3 |
0.8927 |
0.8956 |
0.9021 |
|
S4 |
0.8877 |
0.8907 |
0.9008 |
|
|
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 |
0.9046 |
0.8962 |
0.0084 |
0.9% |
0.0044 |
0.5% |
87% |
True |
False |
94,635 |
10 |
0.9073 |
0.8944 |
0.0130 |
1.4% |
0.0050 |
0.6% |
71% |
False |
False |
110,097 |
20 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0054 |
0.6% |
82% |
False |
False |
124,786 |
40 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0055 |
0.6% |
51% |
False |
False |
124,621 |
60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
37% |
False |
False |
85,430 |
80 |
0.9452 |
0.8868 |
0.0584 |
6.5% |
0.0052 |
0.6% |
29% |
False |
False |
64,110 |
100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
21% |
False |
False |
51,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9256 |
2.618 |
0.9176 |
1.618 |
0.9126 |
1.000 |
0.9096 |
0.618 |
0.9077 |
HIGH |
0.9046 |
0.618 |
0.9027 |
0.500 |
0.9021 |
0.382 |
0.9015 |
LOW |
0.8997 |
0.618 |
0.8966 |
1.000 |
0.8947 |
1.618 |
0.8916 |
2.618 |
0.8867 |
4.250 |
0.8786 |
|
|
Fisher Pivots for day following 08-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9030 |
0.9029 |
PP |
0.9026 |
0.9024 |
S1 |
0.9021 |
0.9018 |
|