CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9104 |
0.9092 |
-0.0012 |
-0.1% |
0.9067 |
| High |
0.9127 |
0.9104 |
-0.0023 |
-0.2% |
0.9103 |
| Low |
0.9061 |
0.9055 |
-0.0006 |
-0.1% |
0.8993 |
| Close |
0.9073 |
0.9059 |
-0.0014 |
-0.2% |
0.9059 |
| Range |
0.0066 |
0.0049 |
-0.0017 |
-25.2% |
0.0110 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
102,345 |
105,140 |
2,795 |
2.7% |
661,572 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9220 |
0.9188 |
0.9086 |
|
| R3 |
0.9171 |
0.9139 |
0.9072 |
|
| R2 |
0.9122 |
0.9122 |
0.9068 |
|
| R1 |
0.9090 |
0.9090 |
0.9063 |
0.9082 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9068 |
| S1 |
0.9041 |
0.9041 |
0.9055 |
0.9033 |
| S2 |
0.9024 |
0.9024 |
0.9050 |
|
| S3 |
0.8975 |
0.8992 |
0.9046 |
|
| S4 |
0.8926 |
0.8943 |
0.9032 |
|
|
| 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 |
0.9016 |
0.0111 |
1.2% |
0.0057 |
0.6% |
39% |
False |
False |
107,097 |
| 10 |
0.9127 |
0.8993 |
0.0134 |
1.5% |
0.0059 |
0.7% |
49% |
False |
False |
123,292 |
| 20 |
0.9127 |
0.8944 |
0.0183 |
2.0% |
0.0055 |
0.6% |
63% |
False |
False |
116,694 |
| 40 |
0.9170 |
0.8868 |
0.0302 |
3.3% |
0.0055 |
0.6% |
63% |
False |
False |
125,887 |
| 60 |
0.9299 |
0.8868 |
0.0431 |
4.8% |
0.0055 |
0.6% |
44% |
False |
False |
105,655 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
42% |
False |
False |
79,509 |
| 100 |
0.9566 |
0.8868 |
0.0698 |
7.7% |
0.0053 |
0.6% |
27% |
False |
False |
63,624 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
24% |
False |
False |
53,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9232 |
|
1.618 |
0.9183 |
|
1.000 |
0.9153 |
|
0.618 |
0.9134 |
|
HIGH |
0.9104 |
|
0.618 |
0.9085 |
|
0.500 |
0.9080 |
|
0.382 |
0.9074 |
|
LOW |
0.9055 |
|
0.618 |
0.9025 |
|
1.000 |
0.9006 |
|
1.618 |
0.8976 |
|
2.618 |
0.8927 |
|
4.250 |
0.8847 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9080 |
0.9089 |
| PP |
0.9073 |
0.9079 |
| S1 |
0.9066 |
0.9069 |
|