CME Japanese Yen Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8960 |
0.9018 |
0.0058 |
0.6% |
0.8995 |
| High |
0.9022 |
0.9044 |
0.0022 |
0.2% |
0.9044 |
| Low |
0.8956 |
0.9006 |
0.0050 |
0.6% |
0.8953 |
| Close |
0.9015 |
0.9017 |
0.0003 |
0.0% |
0.9017 |
| Range |
0.0066 |
0.0038 |
-0.0028 |
-42.7% |
0.0091 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
104,817 |
105,380 |
563 |
0.5% |
446,715 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9135 |
0.9113 |
0.9038 |
|
| R3 |
0.9097 |
0.9076 |
0.9027 |
|
| R2 |
0.9060 |
0.9060 |
0.9024 |
|
| R1 |
0.9038 |
0.9038 |
0.9020 |
0.9030 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9018 |
| S1 |
0.9001 |
0.9001 |
0.9014 |
0.8993 |
| S2 |
0.8985 |
0.8985 |
0.9010 |
|
| S3 |
0.8947 |
0.8963 |
0.9007 |
|
| S4 |
0.8910 |
0.8926 |
0.8996 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9238 |
0.9067 |
|
| R3 |
0.9186 |
0.9147 |
0.9042 |
|
| R2 |
0.9095 |
0.9095 |
0.9034 |
|
| R1 |
0.9056 |
0.9056 |
0.9025 |
0.9076 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.9014 |
| S1 |
0.8965 |
0.8965 |
0.9009 |
0.8985 |
| S2 |
0.8913 |
0.8913 |
0.9000 |
|
| S3 |
0.8822 |
0.8874 |
0.8992 |
|
| S4 |
0.8731 |
0.8783 |
0.8967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9044 |
0.8953 |
0.0091 |
1.0% |
0.0045 |
0.5% |
71% |
True |
False |
89,343 |
| 10 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0049 |
0.5% |
37% |
False |
False |
93,670 |
| 20 |
0.9127 |
0.8953 |
0.0174 |
1.9% |
0.0052 |
0.6% |
37% |
False |
False |
106,473 |
| 40 |
0.9127 |
0.8868 |
0.0259 |
2.9% |
0.0055 |
0.6% |
58% |
False |
False |
118,688 |
| 60 |
0.9221 |
0.8868 |
0.0353 |
3.9% |
0.0054 |
0.6% |
42% |
False |
False |
115,801 |
| 80 |
0.9320 |
0.8868 |
0.0453 |
5.0% |
0.0055 |
0.6% |
33% |
False |
False |
87,488 |
| 100 |
0.9469 |
0.8868 |
0.0601 |
6.7% |
0.0052 |
0.6% |
25% |
False |
False |
70,011 |
| 120 |
0.9670 |
0.8868 |
0.0802 |
8.9% |
0.0053 |
0.6% |
19% |
False |
False |
58,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9203 |
|
2.618 |
0.9142 |
|
1.618 |
0.9104 |
|
1.000 |
0.9081 |
|
0.618 |
0.9067 |
|
HIGH |
0.9044 |
|
0.618 |
0.9029 |
|
0.500 |
0.9025 |
|
0.382 |
0.9020 |
|
LOW |
0.9006 |
|
0.618 |
0.8983 |
|
1.000 |
0.8969 |
|
1.618 |
0.8945 |
|
2.618 |
0.8908 |
|
4.250 |
0.8847 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9011 |
| PP |
0.9022 |
0.9004 |
| S1 |
0.9020 |
0.8998 |
|