CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.9011 |
-0.0036 |
-0.4% |
0.9017 |
| High |
0.9063 |
0.9075 |
0.0012 |
0.1% |
0.9071 |
| Low |
0.9003 |
0.8993 |
-0.0010 |
-0.1% |
0.8991 |
| Close |
0.9011 |
0.9063 |
0.0052 |
0.6% |
0.9062 |
| Range |
0.0060 |
0.0082 |
0.0022 |
37.0% |
0.0080 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.6% |
0.0000 |
| Volume |
118,568 |
145,295 |
26,727 |
22.5% |
531,199 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9288 |
0.9257 |
0.9107 |
|
| R3 |
0.9206 |
0.9175 |
0.9085 |
|
| R2 |
0.9125 |
0.9125 |
0.9077 |
|
| R1 |
0.9094 |
0.9094 |
0.9070 |
0.9109 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9051 |
| S1 |
0.9012 |
0.9012 |
0.9055 |
0.9028 |
| S2 |
0.8962 |
0.8962 |
0.9048 |
|
| S3 |
0.8880 |
0.8931 |
0.9040 |
|
| S4 |
0.8799 |
0.8849 |
0.9018 |
|
|
| 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 |
0.9103 |
0.8993 |
0.0110 |
1.2% |
0.0061 |
0.7% |
63% |
False |
True |
139,487 |
| 10 |
0.9103 |
0.8962 |
0.0141 |
1.6% |
0.0052 |
0.6% |
71% |
False |
False |
117,061 |
| 20 |
0.9103 |
0.8868 |
0.0236 |
2.6% |
0.0058 |
0.6% |
83% |
False |
False |
130,455 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.6% |
0.0055 |
0.6% |
59% |
False |
False |
128,743 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0057 |
0.6% |
43% |
False |
False |
96,992 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0053 |
0.6% |
43% |
False |
False |
72,821 |
| 100 |
0.9648 |
0.8868 |
0.0781 |
8.6% |
0.0053 |
0.6% |
25% |
False |
False |
58,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9288 |
|
1.618 |
0.9206 |
|
1.000 |
0.9156 |
|
0.618 |
0.9125 |
|
HIGH |
0.9075 |
|
0.618 |
0.9043 |
|
0.500 |
0.9034 |
|
0.382 |
0.9024 |
|
LOW |
0.8993 |
|
0.618 |
0.8943 |
|
1.000 |
0.8912 |
|
1.618 |
0.8861 |
|
2.618 |
0.8780 |
|
4.250 |
0.8647 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9053 |
0.9058 |
| PP |
0.9043 |
0.9053 |
| S1 |
0.9034 |
0.9048 |
|