CME Japanese Yen Future September 2018
Trading Metrics calculated at close of trading on 21-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.9065 |
0.9104 |
0.0039 |
0.4% |
0.9067 |
High |
0.9107 |
0.9127 |
0.0020 |
0.2% |
0.9103 |
Low |
0.9051 |
0.9061 |
0.0010 |
0.1% |
0.8993 |
Close |
0.9090 |
0.9073 |
-0.0017 |
-0.2% |
0.9059 |
Range |
0.0056 |
0.0066 |
0.0010 |
18.0% |
0.0110 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.2% |
0.0000 |
Volume |
90,136 |
102,345 |
12,209 |
13.5% |
661,572 |
|
Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9283 |
0.9244 |
0.9109 |
|
R3 |
0.9218 |
0.9178 |
0.9091 |
|
R2 |
0.9152 |
0.9152 |
0.9085 |
|
R1 |
0.9113 |
0.9113 |
0.9079 |
0.9100 |
PP |
0.9087 |
0.9087 |
0.9087 |
0.9080 |
S1 |
0.9047 |
0.9047 |
0.9067 |
0.9034 |
S2 |
0.9021 |
0.9021 |
0.9061 |
|
S3 |
0.8956 |
0.8982 |
0.9055 |
|
S4 |
0.8890 |
0.8916 |
0.9037 |
|
|
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 |
0.9127 |
0.8993 |
0.0134 |
1.5% |
0.0064 |
0.7% |
60% |
True |
False |
115,128 |
10 |
0.9127 |
0.8993 |
0.0134 |
1.5% |
0.0059 |
0.7% |
60% |
True |
False |
122,794 |
20 |
0.9127 |
0.8944 |
0.0183 |
2.0% |
0.0055 |
0.6% |
71% |
True |
False |
118,801 |
40 |
0.9197 |
0.8868 |
0.0329 |
3.6% |
0.0056 |
0.6% |
62% |
False |
False |
126,442 |
60 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0057 |
0.6% |
45% |
False |
False |
103,999 |
80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0054 |
0.6% |
45% |
False |
False |
78,195 |
100 |
0.9568 |
0.8868 |
0.0700 |
7.7% |
0.0053 |
0.6% |
29% |
False |
False |
62,573 |
120 |
0.9670 |
0.8868 |
0.0802 |
8.8% |
0.0052 |
0.6% |
26% |
False |
False |
52,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9405 |
2.618 |
0.9298 |
1.618 |
0.9232 |
1.000 |
0.9192 |
0.618 |
0.9167 |
HIGH |
0.9127 |
0.618 |
0.9101 |
0.500 |
0.9094 |
0.382 |
0.9086 |
LOW |
0.9061 |
0.618 |
0.9021 |
1.000 |
0.8996 |
1.618 |
0.8955 |
2.618 |
0.8890 |
4.250 |
0.8783 |
|
|
Fisher Pivots for day following 21-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.9094 |
0.9074 |
PP |
0.9087 |
0.9074 |
S1 |
0.9080 |
0.9073 |
|