CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9022 |
-0.0016 |
-0.2% |
0.9017 |
| High |
0.9055 |
0.9071 |
0.0016 |
0.2% |
0.9071 |
| Low |
0.9015 |
0.9016 |
0.0001 |
0.0% |
0.8991 |
| Close |
0.9028 |
0.9062 |
0.0034 |
0.4% |
0.9062 |
| Range |
0.0040 |
0.0055 |
0.0015 |
36.3% |
0.0080 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
| Volume |
82,357 |
191,373 |
109,016 |
132.4% |
531,199 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9192 |
0.9091 |
|
| R3 |
0.9158 |
0.9137 |
0.9076 |
|
| R2 |
0.9104 |
0.9104 |
0.9071 |
|
| R1 |
0.9083 |
0.9083 |
0.9066 |
0.9093 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9055 |
| S1 |
0.9028 |
0.9028 |
0.9057 |
0.9039 |
| S2 |
0.8995 |
0.8995 |
0.9052 |
|
| S3 |
0.8940 |
0.8974 |
0.9047 |
|
| S4 |
0.8886 |
0.8919 |
0.9032 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9251 |
0.9106 |
|
| R3 |
0.9201 |
0.9171 |
0.9084 |
|
| R2 |
0.9121 |
0.9121 |
0.9076 |
|
| R1 |
0.9091 |
0.9091 |
0.9069 |
0.9106 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9048 |
| S1 |
0.9011 |
0.9011 |
0.9054 |
0.9026 |
| S2 |
0.8961 |
0.8961 |
0.9047 |
|
| S3 |
0.8881 |
0.8931 |
0.9040 |
|
| S4 |
0.8801 |
0.8851 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9071 |
0.8991 |
0.0080 |
0.9% |
0.0043 |
0.5% |
89% |
True |
False |
106,239 |
| 10 |
0.9071 |
0.8944 |
0.0127 |
1.4% |
0.0050 |
0.6% |
93% |
True |
False |
116,418 |
| 20 |
0.9073 |
0.8868 |
0.0206 |
2.3% |
0.0053 |
0.6% |
94% |
False |
False |
124,926 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.6% |
0.0054 |
0.6% |
59% |
False |
False |
128,181 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0056 |
0.6% |
43% |
False |
False |
89,980 |
| 80 |
0.9423 |
0.8868 |
0.0555 |
6.1% |
0.0053 |
0.6% |
35% |
False |
False |
67,530 |
| 100 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
24% |
False |
False |
54,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9302 |
|
2.618 |
0.9213 |
|
1.618 |
0.9159 |
|
1.000 |
0.9125 |
|
0.618 |
0.9104 |
|
HIGH |
0.9071 |
|
0.618 |
0.9050 |
|
0.500 |
0.9043 |
|
0.382 |
0.9037 |
|
LOW |
0.9016 |
|
0.618 |
0.8982 |
|
1.000 |
0.8962 |
|
1.618 |
0.8928 |
|
2.618 |
0.8873 |
|
4.250 |
0.8784 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9055 |
0.9052 |
| PP |
0.9049 |
0.9043 |
| S1 |
0.9043 |
0.9034 |
|