CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9051 |
0.9029 |
-0.0022 |
-0.2% |
0.9067 |
| High |
0.9071 |
0.9083 |
0.0012 |
0.1% |
0.9103 |
| Low |
0.9016 |
0.9022 |
0.0006 |
0.1% |
0.8993 |
| Close |
0.9037 |
0.9059 |
0.0023 |
0.2% |
0.9059 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0110 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
128,738 |
109,128 |
-19,610 |
-15.2% |
661,572 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9237 |
0.9209 |
0.9093 |
|
| R3 |
0.9176 |
0.9148 |
0.9076 |
|
| R2 |
0.9115 |
0.9115 |
0.9070 |
|
| R1 |
0.9087 |
0.9087 |
0.9065 |
0.9101 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9061 |
| S1 |
0.9026 |
0.9026 |
0.9053 |
0.9040 |
| S2 |
0.8993 |
0.8993 |
0.9048 |
|
| S3 |
0.8932 |
0.8965 |
0.9042 |
|
| S4 |
0.8871 |
0.8904 |
0.9025 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9382 |
0.9330 |
0.9120 |
|
| R3 |
0.9272 |
0.9220 |
0.9089 |
|
| R2 |
0.9162 |
0.9162 |
0.9079 |
|
| R1 |
0.9110 |
0.9110 |
0.9069 |
0.9081 |
| PP |
0.9052 |
0.9052 |
0.9052 |
0.9037 |
| S1 |
0.9000 |
0.9000 |
0.9049 |
0.8971 |
| S2 |
0.8942 |
0.8942 |
0.9039 |
|
| S3 |
0.8832 |
0.8890 |
0.9029 |
|
| S4 |
0.8722 |
0.8780 |
0.8999 |
|
|
| 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% |
0.0065 |
0.7% |
60% |
False |
False |
132,314 |
| 10 |
0.9103 |
0.8991 |
0.0113 |
1.2% |
0.0054 |
0.6% |
61% |
False |
False |
119,277 |
| 20 |
0.9103 |
0.8944 |
0.0160 |
1.8% |
0.0054 |
0.6% |
72% |
False |
False |
122,717 |
| 40 |
0.9198 |
0.8868 |
0.0331 |
3.6% |
0.0055 |
0.6% |
58% |
False |
False |
127,812 |
| 60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0057 |
0.6% |
42% |
False |
False |
100,836 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0054 |
0.6% |
42% |
False |
False |
75,792 |
| 100 |
0.9601 |
0.8868 |
0.0733 |
8.1% |
0.0054 |
0.6% |
26% |
False |
False |
60,651 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
24% |
False |
False |
50,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9342 |
|
2.618 |
0.9242 |
|
1.618 |
0.9181 |
|
1.000 |
0.9144 |
|
0.618 |
0.9120 |
|
HIGH |
0.9083 |
|
0.618 |
0.9059 |
|
0.500 |
0.9052 |
|
0.382 |
0.9045 |
|
LOW |
0.9022 |
|
0.618 |
0.8984 |
|
1.000 |
0.8961 |
|
1.618 |
0.8923 |
|
2.618 |
0.8862 |
|
4.250 |
0.8762 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9057 |
0.9052 |
| PP |
0.9054 |
0.9045 |
| S1 |
0.9052 |
0.9038 |
|