CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9011 |
0.9051 |
0.0040 |
0.4% |
0.9017 |
| High |
0.9075 |
0.9071 |
-0.0004 |
0.0% |
0.9071 |
| Low |
0.8993 |
0.9016 |
0.0023 |
0.3% |
0.8991 |
| Close |
0.9063 |
0.9037 |
-0.0026 |
-0.3% |
0.9062 |
| Range |
0.0082 |
0.0055 |
-0.0027 |
-32.5% |
0.0080 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
145,295 |
128,738 |
-16,557 |
-11.4% |
531,199 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9176 |
0.9067 |
|
| R3 |
0.9151 |
0.9121 |
0.9052 |
|
| R2 |
0.9096 |
0.9096 |
0.9047 |
|
| R1 |
0.9066 |
0.9066 |
0.9042 |
0.9054 |
| PP |
0.9041 |
0.9041 |
0.9041 |
0.9035 |
| S1 |
0.9011 |
0.9011 |
0.9031 |
0.8999 |
| S2 |
0.8986 |
0.8986 |
0.9026 |
|
| S3 |
0.8931 |
0.8956 |
0.9021 |
|
| S4 |
0.8876 |
0.8901 |
0.9006 |
|
|
| 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% |
0.0064 |
0.7% |
40% |
False |
False |
148,763 |
| 10 |
0.9103 |
0.8962 |
0.0141 |
1.6% |
0.0054 |
0.6% |
53% |
False |
False |
118,826 |
| 20 |
0.9103 |
0.8912 |
0.0192 |
2.1% |
0.0056 |
0.6% |
65% |
False |
False |
127,986 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.7% |
0.0055 |
0.6% |
51% |
False |
False |
128,809 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0058 |
0.6% |
37% |
False |
False |
99,123 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0054 |
0.6% |
37% |
False |
False |
74,428 |
| 100 |
0.9607 |
0.8868 |
0.0740 |
8.2% |
0.0053 |
0.6% |
23% |
False |
False |
59,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9305 |
|
2.618 |
0.9215 |
|
1.618 |
0.9160 |
|
1.000 |
0.9126 |
|
0.618 |
0.9105 |
|
HIGH |
0.9071 |
|
0.618 |
0.9050 |
|
0.500 |
0.9044 |
|
0.382 |
0.9037 |
|
LOW |
0.9016 |
|
0.618 |
0.8982 |
|
1.000 |
0.8961 |
|
1.618 |
0.8927 |
|
2.618 |
0.8872 |
|
4.250 |
0.8782 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9036 |
| PP |
0.9041 |
0.9035 |
| S1 |
0.9039 |
0.9034 |
|