CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8995 |
0.9017 |
0.0022 |
0.2% |
0.9065 |
| High |
0.9027 |
0.9024 |
-0.0003 |
0.0% |
0.9127 |
| Low |
0.8993 |
0.8992 |
-0.0001 |
0.0% |
0.8982 |
| Close |
0.9013 |
0.9002 |
-0.0011 |
-0.1% |
0.9005 |
| Range |
0.0034 |
0.0033 |
-0.0002 |
-4.4% |
0.0145 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
63,604 |
68,818 |
5,214 |
8.2% |
489,985 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9103 |
0.9085 |
0.9020 |
|
| R3 |
0.9071 |
0.9053 |
0.9011 |
|
| R2 |
0.9038 |
0.9038 |
0.9008 |
|
| R1 |
0.9020 |
0.9020 |
0.9005 |
0.9013 |
| PP |
0.9006 |
0.9006 |
0.9006 |
0.9002 |
| S1 |
0.8988 |
0.8988 |
0.8999 |
0.8980 |
| S2 |
0.8973 |
0.8973 |
0.8996 |
|
| S3 |
0.8941 |
0.8955 |
0.8993 |
|
| S4 |
0.8908 |
0.8923 |
0.8984 |
|
|
| 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 |
0.9104 |
0.8982 |
0.0122 |
1.4% |
0.0043 |
0.5% |
16% |
False |
False |
85,985 |
| 10 |
0.9127 |
0.8982 |
0.0145 |
1.6% |
0.0053 |
0.6% |
14% |
False |
False |
100,556 |
| 20 |
0.9127 |
0.8944 |
0.0183 |
2.0% |
0.0052 |
0.6% |
32% |
False |
False |
108,192 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0054 |
0.6% |
52% |
False |
False |
119,937 |
| 60 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0054 |
0.6% |
38% |
False |
False |
110,898 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
30% |
False |
False |
83,563 |
| 100 |
0.9480 |
0.8868 |
0.0613 |
6.8% |
0.0052 |
0.6% |
22% |
False |
False |
66,869 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0052 |
0.6% |
17% |
False |
False |
55,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9162 |
|
2.618 |
0.9109 |
|
1.618 |
0.9077 |
|
1.000 |
0.9057 |
|
0.618 |
0.9044 |
|
HIGH |
0.9024 |
|
0.618 |
0.9012 |
|
0.500 |
0.9008 |
|
0.382 |
0.9004 |
|
LOW |
0.8992 |
|
0.618 |
0.8971 |
|
1.000 |
0.8959 |
|
1.618 |
0.8939 |
|
2.618 |
0.8906 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9008 |
0.9004 |
| PP |
0.9006 |
0.9003 |
| S1 |
0.9004 |
0.9003 |
|