CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.9061 |
0.8998 |
-0.0063 |
-0.7% |
0.9065 |
| High |
0.9062 |
0.9013 |
-0.0049 |
-0.5% |
0.9127 |
| Low |
0.8996 |
0.8982 |
-0.0014 |
-0.2% |
0.8982 |
| Close |
0.8999 |
0.9005 |
0.0006 |
0.1% |
0.9005 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-53.4% |
0.0145 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
113,399 |
78,965 |
-34,434 |
-30.4% |
489,985 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9093 |
0.9080 |
0.9022 |
|
| R3 |
0.9062 |
0.9049 |
0.9013 |
|
| R2 |
0.9031 |
0.9031 |
0.9010 |
|
| R1 |
0.9018 |
0.9018 |
0.9007 |
0.9024 |
| PP |
0.9000 |
0.9000 |
0.9000 |
0.9003 |
| S1 |
0.8987 |
0.8987 |
0.9002 |
0.8993 |
| S2 |
0.8969 |
0.8969 |
0.8999 |
|
| S3 |
0.8938 |
0.8956 |
0.8996 |
|
| S4 |
0.8907 |
0.8925 |
0.8987 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9382 |
0.9084 |
|
| R3 |
0.9327 |
0.9238 |
0.9044 |
|
| R2 |
0.9182 |
0.9182 |
0.9031 |
|
| R1 |
0.9093 |
0.9093 |
0.9018 |
0.9066 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9024 |
| S1 |
0.8949 |
0.8949 |
0.8991 |
0.8921 |
| S2 |
0.8893 |
0.8893 |
0.8978 |
|
| S3 |
0.8749 |
0.8804 |
0.8965 |
|
| S4 |
0.8604 |
0.8660 |
0.8925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9127 |
0.8982 |
0.0145 |
1.6% |
0.0054 |
0.6% |
16% |
False |
True |
97,997 |
| 10 |
0.9127 |
0.8982 |
0.0145 |
1.6% |
0.0059 |
0.7% |
16% |
False |
True |
115,155 |
| 20 |
0.9127 |
0.8944 |
0.0183 |
2.0% |
0.0055 |
0.6% |
33% |
False |
False |
115,787 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0055 |
0.6% |
53% |
False |
False |
123,279 |
| 60 |
0.9262 |
0.8868 |
0.0395 |
4.4% |
0.0055 |
0.6% |
35% |
False |
False |
108,746 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
30% |
False |
False |
81,911 |
| 100 |
0.9480 |
0.8868 |
0.0613 |
6.8% |
0.0052 |
0.6% |
22% |
False |
False |
65,547 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
17% |
False |
False |
54,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9145 |
|
2.618 |
0.9094 |
|
1.618 |
0.9063 |
|
1.000 |
0.9044 |
|
0.618 |
0.9032 |
|
HIGH |
0.9013 |
|
0.618 |
0.9001 |
|
0.500 |
0.8998 |
|
0.382 |
0.8994 |
|
LOW |
0.8982 |
|
0.618 |
0.8963 |
|
1.000 |
0.8951 |
|
1.618 |
0.8932 |
|
2.618 |
0.8901 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9002 |
0.9043 |
| PP |
0.9000 |
0.9030 |
| S1 |
0.8998 |
0.9017 |
|