CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 09-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9038 |
0.0038 |
0.4% |
0.9039 |
| High |
0.9046 |
0.9055 |
0.0009 |
0.1% |
0.9064 |
| Low |
0.8997 |
0.9015 |
0.0019 |
0.2% |
0.8944 |
| Close |
0.9035 |
0.9028 |
-0.0008 |
-0.1% |
0.9014 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-19.2% |
0.0120 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
100,162 |
82,357 |
-17,805 |
-17.8% |
632,988 |
|
| Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9153 |
0.9130 |
0.9050 |
|
| R3 |
0.9113 |
0.9090 |
0.9039 |
|
| R2 |
0.9073 |
0.9073 |
0.9035 |
|
| R1 |
0.9050 |
0.9050 |
0.9031 |
0.9041 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9028 |
| S1 |
0.9010 |
0.9010 |
0.9024 |
0.9001 |
| S2 |
0.8993 |
0.8993 |
0.9020 |
|
| S3 |
0.8953 |
0.8970 |
0.9017 |
|
| S4 |
0.8913 |
0.8930 |
0.9006 |
|
|
| 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 |
0.9055 |
0.8962 |
0.0093 |
1.0% |
0.0045 |
0.5% |
70% |
True |
False |
88,889 |
| 10 |
0.9064 |
0.8944 |
0.0120 |
1.3% |
0.0049 |
0.5% |
70% |
False |
False |
107,130 |
| 20 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0053 |
0.6% |
78% |
False |
False |
121,270 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0054 |
0.6% |
48% |
False |
False |
125,026 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
35% |
False |
False |
86,798 |
| 80 |
0.9430 |
0.8868 |
0.0562 |
6.2% |
0.0052 |
0.6% |
28% |
False |
False |
65,138 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
20% |
False |
False |
52,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9225 |
|
2.618 |
0.9160 |
|
1.618 |
0.9120 |
|
1.000 |
0.9095 |
|
0.618 |
0.9080 |
|
HIGH |
0.9055 |
|
0.618 |
0.9040 |
|
0.500 |
0.9035 |
|
0.382 |
0.9030 |
|
LOW |
0.9015 |
|
0.618 |
0.8990 |
|
1.000 |
0.8975 |
|
1.618 |
0.8950 |
|
2.618 |
0.8910 |
|
4.250 |
0.8845 |
|
|
| Fisher Pivots for day following 09-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9035 |
0.9026 |
| PP |
0.9033 |
0.9025 |
| S1 |
0.9030 |
0.9024 |
|